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Trade: DYDX/USDT/120/DCM/DEMA/3980

Strategy
DYDX/USDT/120/DCM/DEMA/3980
Pair
DYDX_USDT
Interval
2h
Score
349991
Daily Profit
0.206117
Profit Factor
1.504629
Profitability
48.214286
Streak
0.000000
Best Strategy
Training Data Length
1483.750000
Evaluation Time
2025-10-01 22:22
Expiration Time
2025-11-24 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305826.4621 95914.2345 209912.2276 246564.7308 170494.024 76070.7068
Total P&L (%) 305.8265 95.9142 209.9122 246.5647 170.494 76.0707
Avg Daily Profit (%) 0.2061 0.0646 0.1415 0.0838 0.0671 0.0381
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162889 -70891 -100092 -934824 -502707 -624261
Profit Factor 1.5046 1.3209 1.6835 1.0849 1.1234 1.05
Total Trades 112 56 56 112 56 56
Winning Trades 54 23 31 54 23 31
Losing Trades 58 33 25 58 33 25
Profitability (%) 48.2143 41.0714 55.3571 48.2143 41.0714 55.3571
Ratio Avg Win / Avg Loss 1.6161 1.8952 1.3576 1.1653 1.6118 0.8468
Largest Winning Trade 70012 53998 70012 334378 334378 166358
Largest Losing Trade -28046 -23889 -28046 -308536 -163892 -308536
Avg Bars in Trades 154 118 189 154 118 189
Avg Bars in Winners 205 141 252 205 141 252
Avg Bars in Losers 106 101 112 106 101 112
Bars Traded 17248 6617 10631 17248 6617 10631
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349991 -288820 -181456 -208553 -370587 -488489
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17805,
    "evaluation_days": 1483.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632844800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759346544722,
    "expiration_time": 1763956656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 119,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "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": [
        [
            305826.4620836858,
            95914.2344917447,
            209912.2275919411,
            246564.730756252,
            170494.0240021608,
            76070.7067540908
        ],
        [
            305.826462,
            95.914234,
            209.912228,
            246.564731,
            170.494024,
            76.070707
        ],
        [
            0.206117,
            0.064643,
            0.141474,
            0.083803,
            0.067088,
            0.038135
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162889,
            -70891,
            -100092,
            -934824,
            -502707,
            -624261
        ],
        [
            1.504629,
            1.320878,
            1.683464,
            1.084945,
            1.123374,
            1.050023
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            48.214286,
            41.071429,
            55.357143,
            48.214286,
            41.071429,
            55.357143
        ],
        [
            1.616083,
            1.895172,
            1.357632,
            1.165311,
            1.611797,
            0.846793
        ],
        [
            70012,
            53998,
            70012,
            334378,
            334378,
            166358
        ],
        [
            -28046,
            -23889,
            -28046,
            -308536,
            -163892,
            -308536
        ],
        [
            154,
            118,
            189,
            154,
            118,
            189
        ],
        [
            205,
            141,
            252,
            205,
            141,
            252
        ],
        [
            106,
            101,
            112,
            106,
            101,
            112
        ],
        [
            17248,
            6617,
            10631,
            17248,
            6617,
            10631
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            349991,
            -288820,
            -181456,
            -208553,
            -370587,
            -488489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17805,
    "evaluation_days": 1483.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632844800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759346544722,
    "expiration_time": 1763956656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 119,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# 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)