Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295618.1753 | 62166.2726 | 233451.9027 | 81258.7107 | 285501.9499 | -204243.2392 |
Total P&L (%) | 295.6182 | 62.1663 | 233.4519 | 81.2587 | 285.502 | -204.2432 |
Avg Daily Profit (%) | 0.1979 | 0.0416 | 0.1563 | 0.0398 | 0.0904 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160719 | -84013 | -143539 | -1087631 | -210477 | -935656 |
Profit Factor | 1.2698 | 1.1269 | 1.3852 | 1.0267 | 1.263 | 0.8956 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 53.8462 | 53.6585 | 54.0323 | 53.8462 | 53.6585 | 54.0323 |
Ratio Avg Win / Avg Loss | 1.0884 | 0.9733 | 1.1784 | 0.88 | 1.0908 | 0.7619 |
Largest Winning Trade | 46060 | 40532 | 46060 | 262079 | 248532 | 262079 |
Largest Losing Trade | -64908 | -25616 | -64908 | -487509 | -150539 | -487509 |
Avg Bars in Trades | 17 | 13 | 22 | 17 | 13 | 22 |
Avg Bars in Winners | 15 | 10 | 21 | 15 | 10 | 21 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 4360 | 1628 | 2732 | 4360 | 1628 | 2732 |
Profit Streak | 2.9734 | 0 | 9.3067 | 2.9734 | 0 | 9.3067 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302309 | -219883 | 327372 | -331631 | -71944 | -579535 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4482, "evaluation_days": 1494, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633507200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760224901987, "expiration_time": 1764070848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 2.27272 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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": [ [ 295618.175290695, 62166.2726319318, 233451.9026587636, 81258.7107376559, 285501.9499337042, -204243.2391960485 ], [ 295.618175, 62.166273, 233.451903, 81.258711, 285.50195, -204.243239 ], [ 0.19787, 0.041611, 0.15626, 0.039818, 0.09036, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -160719, -84013, -143539, -1087631, -210477, -935656 ], [ 1.269764, 1.126939, 1.385167, 1.026711, 1.263003, 0.89561 ], [ 247, 123, 124, 247, 123, 124 ], [ 133, 66, 67, 133, 66, 67 ], [ 114, 57, 57, 114, 57, 57 ], [ 53.846154, 53.658537, 54.032258, 53.846154, 53.658537, 54.032258 ], [ 1.088369, 0.973265, 1.178426, 0.880038, 1.090775, 0.761937 ], [ 46060, 40532, 46060, 262079, 248532, 262079 ], [ -64908, -25616, -64908, -487509, -150539, -487509 ], [ 17, 13, 22, 17, 13, 22 ], [ 15, 10, 21, 15, 10, 21 ], [ 19, 16, 22, 19, 16, 22 ], [ 4360, 1628, 2732, 4360, 1628, 2732 ], [ 2.973402, 0, 9.306736, 2.973403, 0, 9.306736 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302309, -219883, 327372, -331631, -71944, -579535 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4482, "evaluation_days": 1494, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633507200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760224901987, "expiration_time": 1764070848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 2.27272 } }, "second_band": { "type": "ema", "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) |
---|