Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460528.9505 | 201006.5181 | 259522.4324 | 754595.4735 | 405898.0409 | 348697.4326 |
Total P&L (%) | 460.529 | 201.0065 | 259.5224 | 754.5955 | 405.898 | 348.6974 |
Avg Daily Profit (%) | 0.3119 | 0.1361 | 0.1757 | 0.1454 | 0.1098 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73677 | -72338 | -97844 | -348033 | -163773 | -298248 |
Profit Factor | 1.3577 | 1.3206 | 1.3929 | 1.2038 | 1.2377 | 1.1749 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 159 | 77 | 82 | 159 | 77 | 82 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 50.6369 | 49.0446 | 52.2293 | 50.6369 | 49.0446 | 52.2293 |
Ratio Avg Win / Avg Loss | 1.3236 | 1.3721 | 1.274 | 1.1736 | 1.2859 | 1.0746 |
Largest Winning Trade | 53226 | 53226 | 45863 | 176987 | 164356 | 176987 |
Largest Losing Trade | -43029 | -25149 | -43029 | -129851 | -92804 | -129851 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 5865 | 2800 | 3065 | 5865 | 2800 | 3065 |
Profit Streak | 5.0537 | 0 | 9.3037 | 5.0537 | 0 | 9.3037 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422361 | -10937 | 344365 | 132334 | -46476 | -83884 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 2.61938 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } } }
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{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5907, "evaluation_days": 1476.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1631836800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758935835941, "expiration_time": 1762542936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 2.61938 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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) |
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