| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 331648.1592 | 76504.0366 | 255144.1225 | -223447.6339 | -265512.1973 | 42064.5634 |
| Total P&L (%) | 331.6482 | 76.504 | 255.1441 | -223.4476 | -265.5122 | 42.0646 |
| Avg Daily Profit (%) | 0.2227 | 0.0514 | 0.1713 | 0 | 0 | 0.0236 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -196545 | -63205 | -173911 | -991827 | -379867 | -761922 |
| Profit Factor | 1.7505 | 1.6351 | 1.7937 | 0.8362 | 0.3795 | 1.0449 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 74 | 36 | 38 | 35 | 16 | 19 |
| Losing Trades | 21 | 12 | 9 | 60 | 32 | 28 |
| Profitability (%) | 77.8947 | 75 | 80.8511 | 36.8421 | 33.3333 | 40.4255 |
| Ratio Avg Win / Avg Loss | 0.4968 | 0.545 | 0.4248 | 1.4336 | 0.7589 | 1.5399 |
| Largest Winning Trade | 35098 | 16319 | 35098 | 223529 | 37360 | 223529 |
| Largest Losing Trade | -105452 | -19841 | -105452 | -409936 | -146649 | -409936 |
| Avg Bars in Trades | 174 | 65 | 284 | 174 | 65 | 284 |
| Avg Bars in Winners | 119 | 45 | 189 | 187 | 74 | 283 |
| Avg Bars in Losers | 367 | 125 | 689 | 166 | 61 | 285 |
| Bars Traded | 16545 | 3155 | 13390 | 16545 | 3155 | 13390 |
| Profit Streak | 66.3095 | 236.2262 | 0 | 0 | 0 | 107.2262 |
| Trades During Streak | 1 | 7 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 470223 | -119210 | 433914 | -583975 | -587170 | -336499 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17870,
"evaluation_days": 1489.17,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632384000000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759814740192,
"expiration_time": 1764441504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 172,
"offset": 0,
"scalar": 4
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
331648.159172787,
76504.0366295326,
255144.1225432542,
-223447.6338861007,
-265512.1972987713,
42064.5634126704
],
[
331.648159,
76.504037,
255.144123,
-223.447634,
-265.512197,
42.064563
],
[
0.222707,
0.051374,
0.171333,
0,
0,
0.02358
],
[
10,
10,
10,
10,
10,
10
],
[
-196545,
-63205,
-173911,
-991827,
-379867,
-761922
],
[
1.750488,
1.635122,
1.793717,
0.836241,
0.379455,
1.044911
],
[
95,
48,
47,
95,
48,
47
],
[
74,
36,
38,
35,
16,
19
],
[
21,
12,
9,
60,
32,
28
],
[
77.894737,
75,
80.851064,
36.842105,
33.333333,
40.425532
],
[
0.49676,
0.545041,
0.424828,
1.433555,
0.75891,
1.539869
],
[
35098,
16319,
35098,
223529,
37360,
223529
],
[
-105452,
-19841,
-105452,
-409936,
-146649,
-409936
],
[
174,
65,
284,
174,
65,
284
],
[
119,
45,
189,
187,
74,
283
],
[
367,
125,
689,
166,
61,
285
],
[
16545,
3155,
13390,
16545,
3155,
13390
],
[
66.309493,
236.22616,
0,
0,
0,
107.22616
],
[
1,
7,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
470223,
-119210,
433914,
-583975,
-587170,
-336499
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17870,
"evaluation_days": 1489.17,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632384000000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759814740192,
"expiration_time": 1764441504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 172,
"offset": 0,
"scalar": 4
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|