Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486911.38 | 219740.9098 | 267170.4702 | -729927.7336 | 743025.7806 | -1472953.5142 |
Total P&L (%) | 486.9114 | 219.7409 | 267.1705 | -729.9277 | 743.0258 | -1472.9535 |
Avg Daily Profit (%) | 0.3277 | 0.1479 | 0.1798 | 0 | 0.1436 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123827 | -67946 | -113207 | -2604448 | -925673 | -2763935 |
Profit Factor | 1.3962 | 1.445 | 1.3635 | 0.9389 | 1.1769 | 0.8097 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 186 | 94 | 92 | 174 | 91 | 83 |
Losing Trades | 173 | 85 | 88 | 185 | 88 | 97 |
Profitability (%) | 51.8106 | 52.514 | 51.1111 | 48.468 | 50.838 | 46.1111 |
Ratio Avg Win / Avg Loss | 1.2986 | 1.3066 | 1.3042 | 0.9982 | 1.1381 | 0.9463 |
Largest Winning Trade | 50612 | 35902 | 50612 | 328704 | 321735 | 328704 |
Largest Losing Trade | -113207 | -20075 | -113207 | -1609199 | -381822 | -1609199 |
Avg Bars in Trades | 16 | 12 | 20 | 16 | 12 | 20 |
Avg Bars in Winners | 17 | 11 | 24 | 17 | 11 | 24 |
Avg Bars in Losers | 14 | 12 | 16 | 15 | 12 | 17 |
Bars Traded | 5862 | 2155 | 3707 | 5862 | 2155 | 3707 |
Profit Streak | 0 | 0 | 0 | 9.5182 | 14.7682 | 9.5182 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423864 | 228523 | 314253 | -578110 | -25525 | -580959 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5943, "evaluation_days": 1485.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632312000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759515970459, "expiration_time": 1763343864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 486911.3799949099, 219740.9097780468, 267170.4702168626, -729927.7336107653, 743025.7805949802, -1472953.514205745 ], [ 486.91138, 219.74091, 267.17047, -729.927734, 743.025781, -1472.953514 ], [ 0.327721, 0.147899, 0.179822, 0, 0.143588, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -123827, -67946, -113207, -2604448, -925673, -2763935 ], [ 1.396228, 1.444989, 1.36347, 0.93887, 1.176894, 0.809702 ], [ 359, 179, 180, 359, 179, 180 ], [ 186, 94, 92, 174, 91, 83 ], [ 173, 85, 88, 185, 88, 97 ], [ 51.810585, 52.513966, 51.111111, 48.467967, 50.837989, 46.111111 ], [ 1.298642, 1.306639, 1.304189, 0.998224, 1.138095, 0.946278 ], [ 50612, 35902, 50612, 328704, 321735, 328704 ], [ -113207, -20075, -113207, -1609199, -381822, -1609199 ], [ 16, 12, 20, 16, 12, 20 ], [ 17, 11, 24, 17, 11, 24 ], [ 14, 12, 16, 15, 12, 17 ], [ 5862, 2155, 3707, 5862, 2155, 3707 ], [ 0, 0, 0, 9.518177, 14.768177, 9.518177 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423864, 228523, 314253, -578110, -25525, -580959 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5943, "evaluation_days": 1485.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632312000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759515970459, "expiration_time": 1763343864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 1 } } }
# | 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) |
---|