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Trade: DYDX/USDT/120/MIDPRICE/DCM/9174

Strategy
DYDX/USDT/120/MIDPRICE/DCM/9174
Pair
DYDX_USDT
Interval
2h
Score
344158
Daily Profit
0.194962
Profit Factor
1.408830
Profitability
56.551724
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-28 02:40
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 287877.5853 108118.8282 179758.7571 40283.3852 -43209.6665 83493.0517
Total P&L (%) 287.8776 108.1188 179.7588 40.2834 -43.2097 83.4931
Avg Daily Profit (%) 0.195 0.0732 0.1217 0.0229 -0.0383 0.0411
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85415 -113405 -76493 -160503 -203323 -143964
Profit Factor 1.4088 1.2491 1.6653 1.0427 0.9191 1.2046
Total Trades 145 73 72 145 73 72
Winning Trades 82 36 46 82 36 46
Losing Trades 63 37 26 63 37 26
Profitability (%) 56.5517 49.3151 63.8889 56.5517 49.3151 63.8889
Ratio Avg Win / Avg Loss 1.0824 1.2838 0.9413 0.8011 0.9447 0.6808
Largest Winning Trade 127267 127267 44788 102293 102293 58929
Largest Losing Trade -71058 -32607 -71058 -130761 -65280 -130761
Avg Bars in Trades 120 121 119 120 121 119
Avg Bars in Winners 104 86 118 104 86 118
Avg Bars in Losers 140 155 120 140 155 120
Bars Traded 17432 8853 8579 17432 8853 8579
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 344158 -167628 -107489 -338376 -653002 -217529
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": 1631743200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759016453021,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "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": [
        [
            287877.5853096144,
            108118.8282033866,
            179758.7571062278,
            40283.3851504121,
            -43209.666545041,
            83493.0516954531
        ],
        [
            287.877585,
            108.118828,
            179.758757,
            40.283385,
            -43.209667,
            83.493052
        ],
        [
            0.194962,
            0.073222,
            0.12174,
            0.022927,
            -0.038311,
            0.041117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85415,
            -113405,
            -76493,
            -160503,
            -203323,
            -143964
        ],
        [
            1.40883,
            1.249135,
            1.665347,
            1.042744,
            0.919129,
            1.204571
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            82,
            36,
            46,
            82,
            36,
            46
        ],
        [
            63,
            37,
            26,
            63,
            37,
            26
        ],
        [
            56.551724,
            49.315068,
            63.888889,
            56.551724,
            49.315068,
            63.888889
        ],
        [
            1.082394,
            1.283833,
            0.941283,
            0.801132,
            0.94466,
            0.680844
        ],
        [
            127267,
            127267,
            44788,
            102293,
            102293,
            58929
        ],
        [
            -71058,
            -32607,
            -71058,
            -130761,
            -65280,
            -130761
        ],
        [
            120,
            121,
            119,
            120,
            121,
            119
        ],
        [
            104,
            86,
            118,
            104,
            86,
            118
        ],
        [
            140,
            155,
            120,
            140,
            155,
            120
        ],
        [
            17432,
            8853,
            8579,
            17432,
            8853,
            8579
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344158,
            -167628,
            -107489,
            -338376,
            -653002,
            -217529
        ]
    ]
}
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": 1631743200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759016453021,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "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)