| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318695.8836 | 84257.1046 | 234438.779 | 336669.6561 | 324367.9027 | 12301.7534 |
| Total P&L (%) | 318.6959 | 84.2571 | 234.4388 | 336.6697 | 324.3679 | 12.3018 |
| Avg Daily Profit (%) | 0.2149 | 0.0568 | 0.1581 | 0.0995 | 0.0975 | 0.0078 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93309 | -60732 | -66082 | -483827 | -173173 | -380628 |
| Profit Factor | 1.588 | 1.3707 | 1.7449 | 1.216 | 1.6719 | 1.0114 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
| Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Profitability (%) | 61.5385 | 64.4068 | 58.6207 | 61.5385 | 64.4068 | 58.6207 |
| Ratio Avg Win / Avg Loss | 0.9925 | 0.7575 | 1.2317 | 0.76 | 0.924 | 0.714 |
| Largest Winning Trade | 49783 | 49783 | 44108 | 135094 | 135094 | 115711 |
| Largest Losing Trade | -58922 | -27956 | -58922 | -277008 | -65832 | -277008 |
| Avg Bars in Trades | 47 | 17 | 77 | 47 | 17 | 77 |
| Avg Bars in Winners | 35 | 15 | 58 | 35 | 15 | 58 |
| Avg Bars in Losers | 66 | 21 | 105 | 66 | 21 | 105 |
| Bars Traded | 5548 | 1038 | 4510 | 5548 | 1038 | 4510 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 350355 | -292725 | -169478 | -60482 | -236910 | -665090 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1482.75,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634385600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759241185522,
"expiration_time": 1763076888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 227,
"offset": 0,
"multiplier": 2.67675
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 120,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
318695.8835729306,
84257.1045511308,
234438.7790217996,
336669.6560923975,
324367.9027297355,
12301.7533626618
],
[
318.695884,
84.257105,
234.438779,
336.669656,
324.367903,
12.301753
],
[
0.214936,
0.056825,
0.158111,
0.09946,
0.097531,
0.007825
],
[
10,
10,
10,
10,
10,
10
],
[
-93309,
-60732,
-66082,
-483827,
-173173,
-380628
],
[
1.587971,
1.370712,
1.74486,
1.216049,
1.671923,
1.011438
],
[
117,
59,
58,
117,
59,
58
],
[
72,
38,
34,
72,
38,
34
],
[
45,
21,
24,
45,
21,
24
],
[
61.538462,
64.40678,
58.62069,
61.538462,
64.40678,
58.62069
],
[
0.992482,
0.757499,
1.231666,
0.760031,
0.923957,
0.713956
],
[
49783,
49783,
44108,
135094,
135094,
115711
],
[
-58922,
-27956,
-58922,
-277008,
-65832,
-277008
],
[
47,
17,
77,
47,
17,
77
],
[
35,
15,
58,
35,
15,
58
],
[
66,
21,
105,
66,
21,
105
],
[
5548,
1038,
4510,
5548,
1038,
4510
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350355,
-292725,
-169478,
-60482,
-236910,
-665090
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1482.75,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634385600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759241185522,
"expiration_time": 1763076888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 227,
"offset": 0,
"multiplier": 2.67675
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 120,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|