Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392322.7293 | 137579.3033 | 254743.426 | 1065090.5244 | 330680.8788 | 734409.6456 |
Total P&L (%) | 392.3227 | 137.5793 | 254.7434 | 1065.0905 | 330.6809 | 734.4096 |
Avg Daily Profit (%) | 0.2635 | 0.0924 | 0.1711 | 0.1651 | 0.0981 | 0.1426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83473 | -56743 | -30294 | -243757 | -261369 | -188684 |
Profit Factor | 2.0351 | 1.6501 | 2.522 | 2.1168 | 1.5646 | 2.9959 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 62.8205 | 51.2821 | 74.359 | 62.8205 | 51.2821 | 74.359 |
Ratio Avg Win / Avg Loss | 1.2045 | 1.5676 | 0.8697 | 1.2528 | 1.4864 | 1.0331 |
Largest Winning Trade | 79077 | 79077 | 67159 | 159719 | 159719 | 152091 |
Largest Losing Trade | -34366 | -34366 | -30294 | -188684 | -169530 | -188684 |
Avg Bars in Trades | 71 | 71 | 72 | 71 | 71 | 72 |
Avg Bars in Winners | 77 | 81 | 75 | 77 | 81 | 75 |
Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
Bars Traded | 5608 | 2797 | 2811 | 5608 | 2797 | 2811 |
Profit Streak | 88.8494 | 122.5994 | 88.8494 | 88.8494 | 122.5994 | 88.8494 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24425 | -64891 | 501985 | -24692 | -58692 | 248546 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5955, "evaluation_days": 1488.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636502400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759760585825, "expiration_time": 1763610840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 106 } }, "second_band": { "type": "swma", "factors": { "length": 249, "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": [ [ 392322.7293387666, 137579.3033183838, 254743.4260203827, 1065090.5243522553, 330680.8787931286, 734409.6455591266 ], [ 392.322729, 137.579303, 254.743426, 1065.090524, 330.680879, 734.409646 ], [ 0.263525, 0.092413, 0.171112, 0.165065, 0.09813, 0.142607 ], [ 10, 10, 10, 10, 10, 10 ], [ -83473, -56743, -30294, -243757, -261369, -188684 ], [ 2.035132, 1.650075, 2.522024, 2.11683, 1.564581, 2.99588 ], [ 78, 39, 39, 78, 39, 39 ], [ 49, 20, 29, 49, 20, 29 ], [ 29, 19, 10, 29, 19, 10 ], [ 62.820513, 51.282051, 74.358974, 62.820513, 51.282051, 74.358974 ], [ 1.204466, 1.567571, 0.869663, 1.252818, 1.486352, 1.033062 ], [ 79077, 79077, 67159, 159719, 159719, 152091 ], [ -34366, -34366, -30294, -188684, -169530, -188684 ], [ 71, 71, 72, 71, 71, 72 ], [ 77, 81, 75, 77, 81, 75 ], [ 62, 61, 63, 62, 61, 63 ], [ 5608, 2797, 2811, 5608, 2797, 2811 ], [ 88.849373, 122.599373, 88.849373, 88.849373, 122.599373, 88.849373 ], [ 6, 4, 3, 6, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -24425, -64891, 501985, -24692, -58692, 248546 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5955, "evaluation_days": 1488.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636502400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759760585825, "expiration_time": 1763610840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 106 } }, "second_band": { "type": "swma", "factors": { "length": 249, "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) |
---|