| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427276.1164 | 154444.4011 | 272831.7154 | 794684.9389 | -323511.6797 | 1118196.6186 |
| Total P&L (%) | 427.2761 | 154.4444 | 272.8317 | 794.6849 | -323.5117 | 1118.1966 |
| Avg Daily Profit (%) | 0.2876 | 0.1039 | 0.1836 | 0.1476 | 0 | 0.1684 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124646 | -81500 | -69131 | -1794251 | -1460161 | -1047958 |
| Profit Factor | 1.5558 | 1.4204 | 1.6797 | 1.111 | 0.912 | 1.321 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
| Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
| Profitability (%) | 61.3095 | 55.9524 | 66.6667 | 61.3095 | 55.9524 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.9818 | 1.1182 | 0.8398 | 0.7011 | 0.7179 | 0.6605 |
| Largest Winning Trade | 57033 | 57033 | 40865 | 691087 | 536366 | 691087 |
| Largest Losing Trade | -38158 | -34875 | -38158 | -725120 | -678616 | -725120 |
| Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
| Avg Bars in Winners | 44 | 33 | 54 | 44 | 33 | 54 |
| Avg Bars in Losers | 61 | 49 | 77 | 61 | 49 | 77 |
| Bars Traded | 8624 | 3402 | 5222 | 8624 | 3402 | 5222 |
| Profit Streak | 14.0478 | 28.5478 | 14.0478 | 14.0478 | 28.5478 | 14.0478 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438893 | -51943 | 381251 | -91845 | -579327 | 324650 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8915,
"evaluation_days": 1485.83,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634011200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759511333175,
"expiration_time": 1763358480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 188,
"offset": 0
}
}
} {
"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": [
[
427276.1164344118,
154444.4010705829,
272831.715363829,
794684.9388757909,
-323511.6796791738,
1118196.6185549635
],
[
427.276116,
154.444401,
272.831715,
794.684939,
-323.51168,
1118.196619
],
[
0.287567,
0.103945,
0.183622,
0.147589,
0,
0.168395
],
[
10,
10,
10,
10,
10,
10
],
[
-124646,
-81500,
-69131,
-1794251,
-1460161,
-1047958
],
[
1.55577,
1.420387,
1.679676,
1.11101,
0.911974,
1.320996
],
[
168,
84,
84,
168,
84,
84
],
[
103,
47,
56,
103,
47,
56
],
[
65,
37,
28,
65,
37,
28
],
[
61.309524,
55.952381,
66.666667,
61.309524,
55.952381,
66.666667
],
[
0.981797,
1.118177,
0.839838,
0.701123,
0.717937,
0.660498
],
[
57033,
57033,
40865,
691087,
536366,
691087
],
[
-38158,
-34875,
-38158,
-725120,
-678616,
-725120
],
[
51,
40,
62,
51,
40,
62
],
[
44,
33,
54,
44,
33,
54
],
[
61,
49,
77,
61,
49,
77
],
[
8624,
3402,
5222,
8624,
3402,
5222
],
[
14.047838,
28.547838,
14.047838,
14.047838,
28.547838,
14.047838
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438893,
-51943,
381251,
-91845,
-579327,
324650
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8915,
"evaluation_days": 1485.83,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634011200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759511333175,
"expiration_time": 1763358480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 188,
"offset": 0
}
}
}
| # | 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) |
|---|