| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 286069.9385 | 98553.1065 | 187516.832 | -89758.4722 | -87663.8076 | -2094.6646 |
| Total P&L (%) | 286.0699 | 98.5531 | 187.5168 | -89.7585 | -87.6638 | -2.0947 |
| Avg Daily Profit (%) | 0.192 | 0.0661 | 0.1258 | -0.1528 | -0.1403 | -0.0014 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150087 | -79791 | -101495 | -305216 | -160405 | -212218 |
| Profit Factor | 1.474 | 1.3184 | 1.6379 | 0.8548 | 0.7138 | 0.9933 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
| Profitability (%) | 67.8161 | 62.7907 | 72.7273 | 67.8161 | 62.7907 | 72.7273 |
| Ratio Avg Win / Avg Loss | 0.6995 | 0.7813 | 0.6142 | 0.4056 | 0.423 | 0.3725 |
| Largest Winning Trade | 80092 | 80092 | 47678 | 103773 | 103773 | 62151 |
| Largest Losing Trade | -98342 | -56022 | -98342 | -209875 | -131097 | -209875 |
| Avg Bars in Trades | 65 | 60 | 69 | 65 | 60 | 69 |
| Avg Bars in Winners | 47 | 35 | 58 | 47 | 35 | 58 |
| Avg Bars in Losers | 101 | 102 | 99 | 101 | 102 | 99 |
| Bars Traded | 5664 | 2608 | 3057 | 5664 | 2608 | 3057 |
| Profit Streak | 70.8221 | 110.0721 | 70.8221 | 70.8221 | 110.0721 | 70.8221 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406120 | -103038 | -20738 | -576529 | -577715 | -576805 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5961,
"evaluation_days": 1490.25,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636502400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759887826002,
"expiration_time": 1763744328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 235,
"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": [
[
286069.9385489342,
98553.1065283175,
187516.8320206166,
-89758.4722391778,
-87663.8076484187,
-2094.6645907592
],
[
286.069939,
98.553107,
187.516832,
-89.758472,
-87.663808,
-2.094665
],
[
0.191961,
0.066132,
0.125829,
-0.152792,
-0.140323,
-0.00142
],
[
10,
10,
10,
10,
10,
10
],
[
-150087,
-79791,
-101495,
-305216,
-160405,
-212218
],
[
1.474026,
1.318404,
1.637884,
0.854754,
0.713753,
0.99328
],
[
87,
43,
44,
87,
43,
44
],
[
59,
27,
32,
59,
27,
32
],
[
28,
16,
12,
28,
16,
12
],
[
67.816092,
62.790698,
72.727273,
67.816092,
62.790698,
72.727273
],
[
0.699538,
0.781276,
0.614206,
0.405646,
0.422964,
0.37248
],
[
80092,
80092,
47678,
103773,
103773,
62151
],
[
-98342,
-56022,
-98342,
-209875,
-131097,
-209875
],
[
65,
60,
69,
65,
60,
69
],
[
47,
35,
58,
47,
35,
58
],
[
101,
102,
99,
101,
102,
99
],
[
5664,
2608,
3057,
5664,
2608,
3057
],
[
70.82206,
110.07206,
70.82206,
70.82206,
110.07206,
70.82206
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406120,
-103038,
-20738,
-576529,
-577715,
-576805
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5961,
"evaluation_days": 1490.25,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636502400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759887826002,
"expiration_time": 1763744328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 235,
"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) |
|---|