| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 222673.6143 | 142211.5657 | 80462.0486 | 158948.7994 | -110197.4283 | 269146.2277 |
| Total P&L (%) | 222.6736 | 142.2116 | 80.462 | 158.9488 | -110.1974 | 269.1462 |
| Avg Daily Profit (%) | 0.2138 | 0.1365 | 0.0772 | 0.0914 | 0 | 0.1255 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122269 | -129053 | -25435 | -959462 | -996969 | -98016 |
| Profit Factor | 1.3042 | 1.2725 | 1.3827 | 1.0449 | 0.9576 | 1.2855 |
| Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
| Winning Trades | 228 | 111 | 117 | 228 | 111 | 117 |
| Losing Trades | 151 | 78 | 73 | 151 | 78 | 73 |
| Profitability (%) | 60.1583 | 58.7302 | 61.5789 | 60.1583 | 58.7302 | 61.5789 |
| Ratio Avg Win / Avg Loss | 0.8637 | 0.8942 | 0.8627 | 0.692 | 0.6729 | 0.8021 |
| Largest Winning Trade | 45459 | 45459 | 11349 | 237158 | 237158 | 94829 |
| Largest Losing Trade | -43120 | -43120 | -12456 | -268382 | -268382 | -87121 |
| Avg Bars in Trades | 63 | 115 | 12 | 63 | 115 | 12 |
| Avg Bars in Winners | 40 | 70 | 12 | 40 | 70 | 12 |
| Avg Bars in Losers | 97 | 178 | 11 | 97 | 178 | 11 |
| Bars Traded | 24095 | 21753 | 2342 | 24095 | 21753 | 2342 |
| Profit Streak | 5.4212 | 0 | 18.7546 | 5.4212 | 0 | 18.7546 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366754 | -10960 | -88114 | -239774 | -579212 | -24423 |
{
"trading_pair": "DYDX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669860000000,
"first_datapoint_time": 1670371200000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759860395955,
"expiration_time": 1766340000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 72,
"scalar": 4
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 143,
"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": [
[
222673.6142747838,
142211.5656681345,
80462.0486066497,
158948.7994334757,
-110197.4282769415,
269146.2277104172
],
[
222.673614,
142.211566,
80.462049,
158.948799,
-110.197428,
269.146228
],
[
0.213766,
0.136523,
0.077243,
0.091382,
0,
0.125456
],
[
10,
10,
10,
10,
10,
10
],
[
-122269,
-129053,
-25435,
-959462,
-996969,
-98016
],
[
1.304176,
1.272536,
1.382704,
1.044888,
0.95759,
1.285532
],
[
379,
189,
190,
379,
189,
190
],
[
228,
111,
117,
228,
111,
117
],
[
151,
78,
73,
151,
78,
73
],
[
60.158311,
58.730159,
61.578947,
60.158311,
58.730159,
61.578947
],
[
0.863731,
0.894215,
0.862713,
0.692009,
0.672901,
0.802084
],
[
45459,
45459,
11349,
237158,
237158,
94829
],
[
-43120,
-43120,
-12456,
-268382,
-268382,
-87121
],
[
63,
115,
12,
63,
115,
12
],
[
40,
70,
12,
40,
70,
12
],
[
97,
178,
11,
97,
178,
11
],
[
24095,
21753,
2342,
24095,
21753,
2342
],
[
5.421249,
0,
18.754583,
5.421249,
0,
18.754583
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366754,
-10960,
-88114,
-239774,
-579212,
-24423
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669860000000,
"first_datapoint_time": 1670371200000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759860395955,
"expiration_time": 1766340000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 72,
"scalar": 4
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 143,
"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) |
|---|