| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 265144.6941 | 52568.3498 | 212576.3443 | -104749.5534 | -15886.6984 | -88862.855 |
| Total P&L (%) | 265.1447 | 52.5684 | 212.5763 | -104.7496 | -15.8867 | -88.8629 |
| Avg Daily Profit (%) | 0.1775 | 0.0352 | 0.1423 | 0 | -0.0116 | -0.1468 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147319 | -132410 | -132466 | -360225 | -85353 | -336449 |
| Profit Factor | 1.4619 | 1.1876 | 1.7236 | 0.8317 | 0.9255 | 0.7829 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 67 | 32 | 35 | 45 | 22 | 23 |
| Losing Trades | 38 | 20 | 18 | 60 | 30 | 30 |
| Profitability (%) | 63.8095 | 61.5385 | 66.0377 | 42.8571 | 42.3077 | 43.3962 |
| Ratio Avg Win / Avg Loss | 0.8291 | 0.7422 | 0.8864 | 1.109 | 1.262 | 1.0212 |
| Largest Winning Trade | 46810 | 32617 | 46810 | 85438 | 79783 | 85438 |
| Largest Losing Trade | -100676 | -38365 | -100676 | -244200 | -85353 | -244200 |
| Avg Bars in Trades | 54 | 47 | 60 | 54 | 47 | 60 |
| Avg Bars in Winners | 45 | 40 | 50 | 61 | 49 | 72 |
| Avg Bars in Losers | 69 | 59 | 80 | 49 | 46 | 51 |
| Bars Traded | 5705 | 2480 | 3225 | 5705 | 2480 | 3225 |
| Profit Streak | 106.3793 | 112.3793 | 106.3793 | 0 | 0 | 0 |
| Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355043 | -340544 | -180016 | -581609 | -762158 | -761734 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5976,
"evaluation_days": 1494,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635076800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760216773404,
"expiration_time": 1764078048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 183,
"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": [
[
265144.6941072926,
52568.3498419705,
212576.3442653222,
-104749.55338713,
-15886.6983647735,
-88862.8550223565
],
[
265.144694,
52.56835,
212.576344,
-104.749553,
-15.886698,
-88.862855
],
[
0.177473,
0.035186,
0.142287,
0,
-0.011579,
-0.146805
],
[
10,
10,
10,
10,
10,
10
],
[
-147319,
-132410,
-132466,
-360225,
-85353,
-336449
],
[
1.461868,
1.18755,
1.723588,
0.831734,
0.925467,
0.782929
],
[
105,
52,
53,
105,
52,
53
],
[
67,
32,
35,
45,
22,
23
],
[
38,
20,
18,
60,
30,
30
],
[
63.809524,
61.538462,
66.037736,
42.857143,
42.307692,
43.396226
],
[
0.829119,
0.742219,
0.886417,
1.108978,
1.262001,
1.021211
],
[
46810,
32617,
46810,
85438,
79783,
85438
],
[
-100676,
-38365,
-100676,
-244200,
-85353,
-244200
],
[
54,
47,
60,
54,
47,
60
],
[
45,
40,
50,
61,
49,
72
],
[
69,
59,
80,
49,
46,
51
],
[
5705,
2480,
3225,
5705,
2480,
3225
],
[
106.379322,
112.379322,
106.379322,
0,
0,
0
],
[
2,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355043,
-340544,
-180016,
-581609,
-762158,
-761734
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5976,
"evaluation_days": 1494,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635076800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760216773404,
"expiration_time": 1764078048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 183,
"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) |
|---|