Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390948.6737 | 102960.6154 | 287988.0584 | 744526.6739 | 346532.6622 | 397994.0117 |
Total P&L (%) | 390.9487 | 102.9606 | 287.9881 | 744.5267 | 346.5327 | 397.994 |
Avg Daily Profit (%) | 0.2628 | 0.0692 | 0.1936 | 0.1435 | 0.1006 | 0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157590 | -132638 | -81054 | -615431 | -423413 | -385016 |
Profit Factor | 1.4061 | 1.1857 | 1.7054 | 1.2571 | 1.2334 | 1.282 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 139 | 62 | 77 | 139 | 62 | 77 |
Losing Trades | 129 | 72 | 57 | 129 | 72 | 57 |
Profitability (%) | 51.8657 | 46.2687 | 57.4627 | 51.8657 | 46.2687 | 57.4627 |
Ratio Avg Win / Avg Loss | 1.305 | 1.377 | 1.2624 | 1.1667 | 1.4323 | 0.949 |
Largest Winning Trade | 47586 | 47586 | 29872 | 138879 | 138879 | 125495 |
Largest Losing Trade | -40665 | -33374 | -40665 | -182887 | -182887 | -93454 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 4357 | 2307 | 2050 | 4357 | 2307 | 2050 |
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 | 389221 | -118129 | 386391 | 25785 | -60323 | -49488 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4463, "evaluation_days": 1487.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633363200000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759673887599, "expiration_time": 1763507232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "wma", "factors": { "length": 78, "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": [ [ 390948.6737295649, 102960.6153720097, 287988.0583575554, 744526.6739330536, 346532.6622253548, 397994.011707699 ], [ 390.948674, 102.960615, 287.988058, 744.526674, 346.532662, 397.994012 ], [ 0.262793, 0.069209, 0.193583, 0.143522, 0.100634, 0.107973 ], [ 10, 10, 10, 10, 10, 10 ], [ -157590, -132638, -81054, -615431, -423413, -385016 ], [ 1.406118, 1.185725, 1.705376, 1.257093, 1.233388, 1.282036 ], [ 268, 134, 134, 268, 134, 134 ], [ 139, 62, 77, 139, 62, 77 ], [ 129, 72, 57, 129, 72, 57 ], [ 51.865672, 46.268657, 57.462687, 51.865672, 46.268657, 57.462687 ], [ 1.304958, 1.37697, 1.262421, 1.166655, 1.432321, 0.94904 ], [ 47586, 47586, 29872, 138879, 138879, 125495 ], [ -40665, -33374, -40665, -182887, -182887, -93454 ], [ 16, 17, 15, 16, 17, 15 ], [ 16, 15, 16, 16, 15, 16 ], [ 16, 18, 13, 16, 18, 13 ], [ 4357, 2307, 2050, 4357, 2307, 2050 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389221, -118129, 386391, 25785, -60323, -49488 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4463, "evaluation_days": 1487.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633363200000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759673887599, "expiration_time": 1763507232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "wma", "factors": { "length": 78, "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) |
---|