Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365184.5238 | 138292.6708 | 226891.853 | 608673.6583 | -54077.308 | 662750.9663 |
Total P&L (%) | 365.1845 | 138.2927 | 226.8919 | 608.6737 | -54.0773 | 662.751 |
Avg Daily Profit (%) | 0.2458 | 0.0931 | 0.1527 | 0.1319 | -0.0524 | 0.1368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84217 | -67194 | -59103 | -1812241 | -1142216 | -1211965 |
Profit Factor | 1.7669 | 1.5155 | 2.0915 | 1.12 | 0.9795 | 1.2723 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 57.4713 | 53.4884 | 61.3636 | 57.4713 | 53.4884 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.3075 | 1.3178 | 1.3169 | 0.8288 | 0.8518 | 0.8011 |
Largest Winning Trade | 76280 | 72292 | 76280 | 592093 | 357169 | 592093 |
Largest Losing Trade | -43687 | -29989 | -43687 | -626632 | -456628 | -626632 |
Avg Bars in Trades | 65 | 52 | 79 | 65 | 52 | 79 |
Avg Bars in Winners | 68 | 49 | 84 | 68 | 49 | 84 |
Avg Bars in Losers | 62 | 55 | 70 | 62 | 55 | 70 |
Bars Traded | 5713 | 2237 | 3476 | 5713 | 2237 | 3476 |
Profit Streak | 22.6643 | 0 | 41.1643 | 22.6643 | 0 | 41.1643 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431990 | -66817 | 437877 | -105057 | -580274 | -9633 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5944, "evaluation_days": 1486, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634061600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759528597984, "expiration_time": 1763366112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 136, "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": [ [ 365184.5238074619, 138292.6707872847, 226891.8530201771, 608673.6582622235, -54077.3080123484, 662750.9662745723 ], [ 365.184524, 138.292671, 226.891853, 608.673658, -54.077308, 662.750966 ], [ 0.24575, 0.093064, 0.152686, 0.131865, -0.052356, 0.13682 ], [ 10, 10, 10, 10, 10, 10 ], [ -84217, -67194, -59103, -1812241, -1142216, -1211965 ], [ 1.76692, 1.515453, 2.091474, 1.119962, 0.979518, 1.272326 ], [ 87, 43, 44, 87, 43, 44 ], [ 50, 23, 27, 50, 23, 27 ], [ 37, 20, 17, 37, 20, 17 ], [ 57.471264, 53.488372, 61.363636, 57.471264, 53.488372, 61.363636 ], [ 1.307521, 1.317785, 1.316854, 0.828772, 0.851755, 0.801094 ], [ 76280, 72292, 76280, 592093, 357169, 592093 ], [ -43687, -29989, -43687, -626632, -456628, -626632 ], [ 65, 52, 79, 65, 52, 79 ], [ 68, 49, 84, 68, 49, 84 ], [ 62, 55, 70, 62, 55, 70 ], [ 5713, 2237, 3476, 5713, 2237, 3476 ], [ 22.664328, 0, 41.164328, 22.664328, 0, 41.164328 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431990, -66817, 437877, -105057, -580274, -9633 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5944, "evaluation_days": 1486, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634061600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759528597984, "expiration_time": 1763366112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 136, "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) |
---|