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Trade: DYDX/USDT/120/RMA/DCL/9756

Strategy
DYDX/USDT/120/RMA/DCL/9756
Pair
DYDX_USDT
Interval
2h
Score
453752
Daily Profit
0.182184
Profit Factor
2.189646
Profitability
78.571429
Streak
0.000000
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-29 04:25
Expiration Time
2025-11-21 09:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368567.4929 98752.7507 269814.7422 317247.1643 -98194.115 415441.2793
Total P&L (%) 368.5675 98.7528 269.8147 317.2472 -98.1941 415.4413
Avg Daily Profit (%) 0.2489 0.0667 0.1822 0.0965 -0.2707 0.1108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112712 -55789 -93060 -897050 -556775 -766610
Profit Factor 1.936 1.5914 2.1896 1.1249 0.9128 1.2938
Total Trades 85 43 42 85 43 42
Winning Trades 59 26 33 59 26 33
Losing Trades 26 17 9 26 17 9
Profitability (%) 69.4118 60.4651 78.5714 69.4118 60.4651 78.5714
Ratio Avg Win / Avg Loss 0.8532 1.0406 0.5972 0.4957 0.5968 0.3529
Largest Winning Trade 40140 26159 40140 186489 149738 186489
Largest Losing Trade -79928 -50692 -79928 -581972 -502886 -581972
Avg Bars in Trades 199 84 316 199 84 316
Avg Bars in Winners 142 62 204 142 62 204
Avg Bars in Losers 328 117 727 328 117 727
Bars Traded 16934 3622 13312 16934 3622 13312
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 430520 -100627 453752 -145937 -579370 -42964
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17772,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1633802400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109111738,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 214,
            "offset": 155
        }
    }
}
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": [
        [
            368567.4928925144,
            98752.7506570194,
            269814.7422354951,
            317247.1642756484,
            -98194.1150184223,
            415441.279294071
        ],
        [
            368.567493,
            98.752751,
            269.814742,
            317.247164,
            -98.194115,
            415.441279
        ],
        [
            0.248864,
            0.06668,
            0.182184,
            0.096502,
            -0.270674,
            0.110787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112712,
            -55789,
            -93060,
            -897050,
            -556775,
            -766610
        ],
        [
            1.935995,
            1.591446,
            2.189646,
            1.124884,
            0.912814,
            1.293789
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            26,
            17,
            9,
            26,
            17,
            9
        ],
        [
            69.411765,
            60.465116,
            78.571429,
            69.411765,
            60.465116,
            78.571429
        ],
        [
            0.85315,
            1.040561,
            0.597176,
            0.495712,
            0.59684,
            0.352852
        ],
        [
            40140,
            26159,
            40140,
            186489,
            149738,
            186489
        ],
        [
            -79928,
            -50692,
            -79928,
            -581972,
            -502886,
            -581972
        ],
        [
            199,
            84,
            316,
            199,
            84,
            316
        ],
        [
            142,
            62,
            204,
            142,
            62,
            204
        ],
        [
            328,
            117,
            727,
            328,
            117,
            727
        ],
        [
            16934,
            3622,
            13312,
            16934,
            3622,
            13312
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430520,
            -100627,
            453752,
            -145937,
            -579370,
            -42964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17772,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1633802400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109111738,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 214,
            "offset": 155
        }
    }
}

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)