| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 408021.5137 | 132663.5631 | 275357.9506 | 323438.4179 | 596387.0715 | -272948.6536 |
| Total P&L (%) | 408.0215 | 132.6636 | 275.358 | 323.4384 | 596.3871 | -272.9487 |
| Avg Daily Profit (%) | 0.2737 | 0.089 | 0.1847 | 0.0969 | 0.1303 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156185 | -33224 | -158561 | -2360676 | -292963 | -2111719 |
| Profit Factor | 2.0273 | 2.5131 | 1.8897 | 1.095 | 2.0552 | 0.9039 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Profitability (%) | 67.4157 | 73.3333 | 61.3636 | 67.4157 | 73.3333 | 61.3636 |
| Ratio Avg Win / Avg Loss | 0.9799 | 0.9139 | 1.1898 | 0.5292 | 0.7473 | 0.5691 |
| Largest Winning Trade | 50736 | 26425 | 50736 | 710282 | 318408 | 710282 |
| Largest Losing Trade | -85010 | -18215 | -85010 | -1203953 | -178852 | -1203953 |
| Avg Bars in Trades | 95 | 24 | 167 | 95 | 24 | 167 |
| Avg Bars in Winners | 70 | 21 | 130 | 70 | 21 | 130 |
| Avg Bars in Losers | 146 | 33 | 226 | 146 | 33 | 226 |
| Bars Traded | 8473 | 1112 | 7360 | 8473 | 1112 | 7360 |
| Profit Streak | 33.7468 | 178.0801 | 0 | 33.7468 | 178.0801 | 0 |
| Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 455054 | -67366 | 413930 | -178077 | -12797 | -579246 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8945,
"evaluation_days": 1490.83,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1631534400000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759946124377,
"expiration_time": 1763803440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 28,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 176,
"offset": 0,
"poles": 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": [
[
408021.5136526155,
132663.5630787009,
275357.9505739147,
323438.4179341069,
596387.0715171287,
-272948.653583022
],
[
408.021514,
132.663563,
275.357951,
323.438418,
596.387072,
-272.948654
],
[
0.273687,
0.088986,
0.184701,
0.096855,
0.130263,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-156185,
-33224,
-158561,
-2360676,
-292963,
-2111719
],
[
2.027325,
2.513136,
1.889703,
1.094971,
2.055196,
0.903908
],
[
89,
45,
44,
89,
45,
44
],
[
60,
33,
27,
60,
33,
27
],
[
29,
12,
17,
29,
12,
17
],
[
67.41573,
73.333333,
61.363636,
67.41573,
73.333333,
61.363636
],
[
0.979874,
0.913868,
1.189813,
0.529236,
0.747344,
0.569127
],
[
50736,
26425,
50736,
710282,
318408,
710282
],
[
-85010,
-18215,
-85010,
-1203953,
-178852,
-1203953
],
[
95,
24,
167,
95,
24,
167
],
[
70,
21,
130,
70,
21,
130
],
[
146,
33,
226,
146,
33,
226
],
[
8473,
1112,
7360,
8473,
1112,
7360
],
[
33.74681,
178.080143,
0,
33.74681,
178.080143,
0
],
[
1,
5,
0,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
455054,
-67366,
413930,
-178077,
-12797,
-579246
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8945,
"evaluation_days": 1490.83,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1631534400000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759946124377,
"expiration_time": 1763803440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 28,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 176,
"offset": 0,
"poles": 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) |
|---|