| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267079.5988 | 37953.8523 | 229125.7465 | -135273.7571 | 92915.6387 | -228189.3958 |
| Total P&L (%) | 267.0796 | 37.9539 | 229.1257 | -135.2738 | 92.9156 | -228.1894 |
| Avg Daily Profit (%) | 0.1809 | 0.0257 | 0.1552 | 0 | 0.0445 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -263043 | -72698 | -206006 | -3991828 | -645742 | -3722528 |
| Profit Factor | 1.3855 | 1.1637 | 1.4971 | 0.9792 | 1.0507 | 0.9512 |
| Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
| Winning Trades | 231 | 102 | 129 | 148 | 78 | 70 |
| Losing Trades | 62 | 45 | 17 | 145 | 69 | 76 |
| Profitability (%) | 78.8396 | 69.3878 | 88.3562 | 50.5119 | 53.0612 | 47.9452 |
| Ratio Avg Win / Avg Loss | 0.3719 | 0.5134 | 0.1973 | 0.9594 | 0.9295 | 1.0327 |
| Largest Winning Trade | 23361 | 14783 | 23361 | 490262 | 339048 | 490262 |
| Largest Losing Trade | -112562 | -27114 | -112562 | -2820898 | -630552 | -2820898 |
| Avg Bars in Trades | 28 | 7 | 48 | 28 | 7 | 48 |
| Avg Bars in Winners | 14 | 4 | 23 | 28 | 8 | 51 |
| Avg Bars in Losers | 77 | 15 | 242 | 27 | 6 | 46 |
| Bars Traded | 8272 | 1124 | 7148 | 8272 | 1124 | 7148 |
| Profit Streak | 0 | 0 | 0 | 96.1207 | 96.1207 | 98.1207 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430054 | -200477 | 420164 | -577942 | -298785 | -579518 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632240000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758999230019,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 77,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
267079.5987987795,
37953.8523076792,
229125.7464911003,
-135273.7570870589,
92915.6386834735,
-228189.3957705316
],
[
267.079599,
37.953852,
229.125746,
-135.273757,
92.915639,
-228.189396
],
[
0.180866,
0.025702,
0.155164,
0,
0.044508,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-263043,
-72698,
-206006,
-3991828,
-645742,
-3722528
],
[
1.385506,
1.163665,
1.497123,
0.979209,
1.050729,
0.951187
],
[
293,
147,
146,
293,
147,
146
],
[
231,
102,
129,
148,
78,
70
],
[
62,
45,
17,
145,
69,
76
],
[
78.83959,
69.387755,
88.356164,
50.511945,
53.061224,
47.945205
],
[
0.371867,
0.513382,
0.197295,
0.95936,
0.929491,
1.032718
],
[
23361,
14783,
23361,
490262,
339048,
490262
],
[
-112562,
-27114,
-112562,
-2820898,
-630552,
-2820898
],
[
28,
7,
48,
28,
7,
48
],
[
14,
4,
23,
28,
8,
51
],
[
77,
15,
242,
27,
6,
46
],
[
8272,
1124,
7148,
8272,
1124,
7148
],
[
0,
0,
0,
96.120718,
96.120718,
98.120718
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430054,
-200477,
420164,
-577942,
-298785,
-579518
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632240000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758999230019,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 77,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|