Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291536.4627 | 53602.1121 | 237934.3506 | 133038.1646 | 264045.8885 | -131007.7239 |
Total P&L (%) | 291.5365 | 53.6021 | 237.9344 | 133.0382 | 264.0459 | -131.0077 |
Avg Daily Profit (%) | 0.1965 | 0.0361 | 0.1604 | 0.057 | 0.0871 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91142 | -36864 | -108796 | -1134882 | -155596 | -1148252 |
Profit Factor | 1.642 | 1.3691 | 1.7703 | 1.0503 | 1.4489 | 0.9363 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 66.3158 | 62.5 | 70.2128 | 66.3158 | 62.5 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.834 | 0.8215 | 0.751 | 0.5335 | 0.8693 | 0.3972 |
Largest Winning Trade | 36895 | 18641 | 36895 | 277885 | 198472 | 277885 |
Largest Losing Trade | -70753 | -22604 | -70753 | -640958 | -139302 | -640958 |
Avg Bars in Trades | 29 | 9 | 50 | 29 | 9 | 50 |
Avg Bars in Winners | 19 | 7 | 30 | 19 | 7 | 30 |
Avg Bars in Losers | 49 | 11 | 99 | 49 | 11 | 99 |
Bars Traded | 2828 | 432 | 2396 | 2828 | 432 | 2396 |
Profit Streak | 24.9662 | 101.9662 | 0 | 24.9662 | 101.9662 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410039 | -144336 | 380268 | -280172 | -74749 | -578076 |
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{ "first_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.29206 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 2 } } }
{ "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": [ [ 291536.4626600327, 53602.1120617966, 237934.3505982361, 133038.1645666442, 264045.8885105113, -131007.7239438673 ], [ 291.536463, 53.602112, 237.934351, 133.038165, 264.045889, -131.007724 ], [ 0.196519, 0.036132, 0.160387, 0.057046, 0.087137, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -91142, -36864, -108796, -1134882, -155596, -1148252 ], [ 1.642031, 1.369136, 1.770326, 1.050272, 1.448891, 0.936346 ], [ 95, 48, 47, 95, 48, 47 ], [ 63, 30, 33, 63, 30, 33 ], [ 32, 18, 14, 32, 18, 14 ], [ 66.315789, 62.5, 70.212766, 66.315789, 62.5, 70.212766 ], [ 0.834048, 0.821482, 0.751047, 0.533472, 0.869334, 0.397238 ], [ 36895, 18641, 36895, 277885, 198472, 277885 ], [ -70753, -22604, -70753, -640958, -139302, -640958 ], [ 29, 9, 50, 29, 9, 50 ], [ 19, 7, 30, 19, 7, 30 ], [ 49, 11, 99, 49, 11, 99 ], [ 2828, 432, 2396, 2828, 432, 2396 ], [ 24.966245, 101.966245, 0, 24.966245, 101.966245, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410039, -144336, 380268, -280172, -74749, -578076 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2967, "evaluation_days": 1483.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1631664000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759317083575, "expiration_time": 1763122032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.29206 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 2 } } }
# | 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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