Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361770.5078 | 151912.0321 | 209858.4756 | 35740.19 | 38032.9949 | -2292.8049 |
Total P&L (%) | 361.7705 | 151.912 | 209.8585 | 35.7402 | 38.033 | -2.2928 |
Avg Daily Profit (%) | 0.2429 | 0.102 | 0.1409 | 0.0205 | 0.0216 | -0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125557 | -113216 | -113629 | -76746 | -24686 | -25275 |
Profit Factor | 1.2785 | 1.2346 | 1.322 | 1.0976 | 1.2419 | 0.989 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Losing Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Profitability (%) | 56.0656 | 53.5948 | 58.5526 | 56.0656 | 53.5948 | 58.5526 |
Ratio Avg Win / Avg Loss | 1.0018 | 1.069 | 0.9358 | 0.8601 | 1.0753 | 0.7001 |
Largest Winning Trade | 43046 | 43046 | 38011 | 18814 | 18814 | 13611 |
Largest Losing Trade | -84137 | -32126 | -84137 | -69522 | -17370 | -69522 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2946 | 1479 | 1467 | 2946 | 1479 | 1467 |
Profit Streak | 12.7168 | 12.7168 | 17.2168 | 12.7168 | 12.7168 | 17.2168 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420518 | -55534 | -4201 | -279141 | -165016 | -578581 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.38644, "nc": 0.34693 } }, "second_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2979, "evaluation_days": 1489.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1631145600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759813934442, "expiration_time": 1763655984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.38644, "nc": 0.34693 } }, "second_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 3 } } }
# | 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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