| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 239970.1755 | 127465.8143 | 112504.3612 | 158631.0005 | 56571.659 | 102059.3415 |
| Total P&L (%) | 239.9702 | 127.4658 | 112.5044 | 158.631 | 56.5717 | 102.0593 |
| Avg Daily Profit (%) | 0.1608 | 0.0854 | 0.0754 | 0.0637 | 0.03 | 0.0471 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87538 | -85325 | -54813 | -298992 | -305362 | -198826 |
| Profit Factor | 1.6832 | 1.6753 | 1.6924 | 1.1723 | 1.1122 | 1.2449 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 69.9029 | 68.6275 | 71.1538 | 69.9029 | 68.6275 | 71.1538 |
| Ratio Avg Win / Avg Loss | 0.7247 | 0.7658 | 0.6861 | 0.5047 | 0.5084 | 0.5047 |
| Largest Winning Trade | 71395 | 71395 | 24613 | 88969 | 88969 | 43893 |
| Largest Losing Trade | -61392 | -61392 | -54813 | -245371 | -245371 | -198826 |
| Avg Bars in Trades | 20 | 26 | 14 | 20 | 26 | 14 |
| Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Losers | 46 | 64 | 27 | 46 | 64 | 27 |
| Bars Traded | 2136 | 1359 | 777 | 2136 | 1359 | 777 |
| Profit Streak | 9.0709 | 65.0709 | 9.0709 | 9.0709 | 65.0709 | 9.0709 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 439967 | -254313 | -268238 | -136081 | -428186 | -308241 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2985,
"evaluation_days": 1492.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636934400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760103726719,
"expiration_time": 1763922960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.58441,
"nc": 0.23705
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 135,
"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": [
[
239970.1755096521,
127465.8143455584,
112504.3611640938,
158631.0004590915,
56571.6589747244,
102059.3414843669
],
[
239.970176,
127.465814,
112.504361,
158.631,
56.571659,
102.059341
],
[
0.160784,
0.085404,
0.07538,
0.063687,
0.030044,
0.047139
],
[
10,
10,
10,
10,
10,
10
],
[
-87538,
-85325,
-54813,
-298992,
-305362,
-198826
],
[
1.683175,
1.675274,
1.692353,
1.172253,
1.112205,
1.244901
],
[
103,
51,
52,
103,
51,
52
],
[
72,
35,
37,
72,
35,
37
],
[
31,
16,
15,
31,
16,
15
],
[
69.902913,
68.627451,
71.153846,
69.902913,
68.627451,
71.153846
],
[
0.7247,
0.765839,
0.686089,
0.50472,
0.508436,
0.50469
],
[
71395,
71395,
24613,
88969,
88969,
43893
],
[
-61392,
-61392,
-54813,
-245371,
-245371,
-198826
],
[
20,
26,
14,
20,
26,
14
],
[
9,
9,
9,
9,
9,
9
],
[
46,
64,
27,
46,
64,
27
],
[
2136,
1359,
777,
2136,
1359,
777
],
[
9.070911,
65.070911,
9.070911,
9.070911,
65.070911,
9.070911
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439967,
-254313,
-268238,
-136081,
-428186,
-308241
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2985,
"evaluation_days": 1492.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636934400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760103726719,
"expiration_time": 1763922960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.58441,
"nc": 0.23705
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 135,
"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) |
|---|