| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249782.8182 | 93528.1736 | 156254.6446 | 228971.7569 | 64.3595 | 228907.3974 |
| Total P&L (%) | 249.7828 | 93.5282 | 156.2546 | 228.9718 | 0.0644 | 228.9074 |
| Avg Daily Profit (%) | 0.1674 | 0.0627 | 0.1047 | 0.0798 | 0 | 0.0798 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57460 | -62193 | -53946 | -105114 | -188775 | -86520 |
| Profit Factor | 1.6493 | 1.361 | 2.2438 | 1.3418 | 1.0001 | 2.1416 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 48.9796 | 46.9388 | 51.0204 | 48.9796 | 46.9388 | 51.0204 |
| Ratio Avg Win / Avg Loss | 1.718 | 1.5386 | 2.154 | 1.3977 | 1.1306 | 2.0559 |
| Largest Winning Trade | 83253 | 83253 | 49772 | 109636 | 87210 | 109636 |
| Largest Losing Trade | -48989 | -48989 | -20116 | -76123 | -76123 | -34160 |
| Avg Bars in Trades | 26 | 30 | 23 | 26 | 30 | 23 |
| Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
| Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
| Bars Traded | 2608 | 1481 | 1127 | 2608 | 1481 | 1127 |
| Profit Streak | 11.0377 | 37.0377 | 0 | 11.0377 | 37.0377 | 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 | 404935 | -108235 | -48438 | -85260 | -579453 | -81821 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2985,
"evaluation_days": 1492.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1640908800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760100859324,
"expiration_time": 1763922960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 55
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 227,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
249782.8182436695,
93528.1736107793,
156254.6446328902,
228971.7569081035,
64.3594719602,
228907.3974361434
],
[
249.782818,
93.528174,
156.254645,
228.971757,
0.064359,
228.907397
],
[
0.167359,
0.062665,
0.104693,
0.079818,
4.3e-5,
0.079804
],
[
10,
10,
10,
10,
10,
10
],
[
-57460,
-62193,
-53946,
-105114,
-188775,
-86520
],
[
1.649307,
1.361025,
2.243781,
1.341771,
1.000137,
2.141605
],
[
98,
49,
49,
98,
49,
49
],
[
48,
23,
25,
48,
23,
25
],
[
50,
26,
24,
50,
26,
24
],
[
48.979592,
46.938776,
51.020408,
48.979592,
46.938776,
51.020408
],
[
1.718028,
1.538551,
2.154029,
1.397678,
1.13059,
2.055941
],
[
83253,
83253,
49772,
109636,
87210,
109636
],
[
-48989,
-48989,
-20116,
-76123,
-76123,
-34160
],
[
26,
30,
23,
26,
30,
23
],
[
31,
33,
29,
31,
33,
29
],
[
22,
27,
16,
22,
27,
16
],
[
2608,
1481,
1127,
2608,
1481,
1127
],
[
11.037724,
37.037724,
0,
11.037724,
37.037724,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404935,
-108235,
-48438,
-85260,
-579453,
-81821
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2985,
"evaluation_days": 1492.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1640908800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760100859324,
"expiration_time": 1763922960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 55
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 227,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|