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Trade: DYDX/USDT/120/MIDPRICE/BBM/2274

Strategy
DYDX/USDT/120/MIDPRICE/BBM/2274
Pair
DYDX_USDT
Interval
2h
Score
382473
Daily Profit
0.231378
Profit Factor
1.463531
Profitability
49.342105
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 15:18
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341647.4284 110810.078 230837.3504 259346.2744 129753.0032 129593.2712
Total P&L (%) 341.6474 110.8101 230.8374 259.3463 129.753 129.5933
Avg Daily Profit (%) 0.2314 0.075 0.1563 0.0867 0.0564 0.0563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200213 -100829 -107802 -1021053 -672140 -490507
Profit Factor 1.4635 1.2976 1.633 1.091 1.0882 1.0939
Total Trades 152 76 76 152 76 76
Winning Trades 75 34 41 75 34 41
Losing Trades 77 42 35 77 42 35
Profitability (%) 49.3421 44.7368 53.9474 49.3421 44.7368 53.9474
Ratio Avg Win / Avg Loss 1.5026 1.6029 1.394 1.12 1.3443 0.9338
Largest Winning Trade 91775 91775 57065 501736 501736 188841
Largest Losing Trade -29689 -27515 -29689 -279220 -279220 -210071
Avg Bars in Trades 114 88 140 114 88 140
Avg Bars in Winners 141 89 184 141 89 184
Avg Bars in Losers 88 88 89 88 88 89
Bars Traded 17461 6750 10711 17461 6750 10711
Profit Streak 0 0 13.346 0 0 13.346
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382473 -143071 -39113 -197189 -292668 -285005

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632895200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889092958,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 2.58946
        }
    }
}
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": [
        [
            341647.4284266827,
            110810.0780302687,
            230837.3503964138,
            259346.2744204317,
            129753.0031751814,
            129593.271245251
        ],
        [
            341.647428,
            110.810078,
            230.83735,
            259.346274,
            129.753003,
            129.593271
        ],
        [
            0.231378,
            0.075045,
            0.156332,
            0.086664,
            0.056351,
            0.056304
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200213,
            -100829,
            -107802,
            -1021053,
            -672140,
            -490507
        ],
        [
            1.463531,
            1.297564,
            1.633013,
            1.090956,
            1.088214,
            1.093877
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            75,
            34,
            41,
            75,
            34,
            41
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            49.342105,
            44.736842,
            53.947368,
            49.342105,
            44.736842,
            53.947368
        ],
        [
            1.502558,
            1.602874,
            1.394036,
            1.120048,
            1.344264,
            0.933798
        ],
        [
            91775,
            91775,
            57065,
            501736,
            501736,
            188841
        ],
        [
            -29689,
            -27515,
            -29689,
            -279220,
            -279220,
            -210071
        ],
        [
            114,
            88,
            140,
            114,
            88,
            140
        ],
        [
            141,
            89,
            184,
            141,
            89,
            184
        ],
        [
            88,
            88,
            89,
            88,
            88,
            89
        ],
        [
            17461,
            6750,
            10711,
            17461,
            6750,
            10711
        ],
        [
            0,
            0,
            13.345983,
            0,
            0,
            13.345983
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382473,
            -143071,
            -39113,
            -197189,
            -292668,
            -285005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632895200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889092958,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 2.58946
        }
    }
}

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)