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Trade: DYDX/USDT/240/MIDPRICE/SSF/5582

Strategy
DYDX/USDT/240/MIDPRICE/SSF/5582
Pair
DYDX_USDT
Interval
4h
Score
304486
Daily Profit
0.149567
Profit Factor
1.383507
Profitability
57.407407
Streak
0.000000
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 19:52
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220860.5334 56984.9817 163875.5517 -38013.7402 33336.3982 -71350.1384
Total P&L (%) 220.8605 56.985 163.8756 -38.0137 33.3364 -71.3501
Avg Daily Profit (%) 0.1496 0.0386 0.111 -0.0324 0.0195 -0.0846
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88433 -56208 -85123 -263674 -64538 -317095
Profit Factor 1.3835 1.2444 1.4782 0.9531 1.1366 0.874
Total Trades 108 54 54 108 54 54
Winning Trades 62 31 31 62 31 31
Losing Trades 46 23 23 46 23 23
Profitability (%) 57.4074 57.4074 57.4074 57.4074 57.4074 57.4074
Ratio Avg Win / Avg Loss 1.0265 0.9232 1.0967 0.7071 0.8433 0.6484
Largest Winning Trade 55079 50177 55079 73484 64628 73484
Largest Losing Trade -84374 -28821 -84374 -258017 -30512 -258017
Avg Bars in Trades 78 49 106 78 49 106
Avg Bars in Winners 81 42 120 81 42 120
Avg Bars in Losers 73 59 87 73 59 87
Bars Traded 8436 2696 5740 8436 2696 5740
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 304486 -323238 -222760 -579530 -420656 -759873

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633953600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905533955,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            220860.5333684351,
            56984.9817079622,
            163875.5516604729,
            -38013.7401764944,
            33336.39821146,
            -71350.1383879543
        ],
        [
            220.860533,
            56.984982,
            163.875552,
            -38.01374,
            33.336398,
            -71.350138
        ],
        [
            0.149567,
            0.03859,
            0.110976,
            -0.032382,
            0.019485,
            -0.084616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88433,
            -56208,
            -85123,
            -263674,
            -64538,
            -317095
        ],
        [
            1.383507,
            1.244378,
            1.478171,
            0.95308,
            1.136612,
            0.873977
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            57.407407,
            57.407407,
            57.407407,
            57.407407,
            57.407407,
            57.407407
        ],
        [
            1.026473,
            0.923248,
            1.096708,
            0.707124,
            0.843293,
            0.648434
        ],
        [
            55079,
            50177,
            55079,
            73484,
            64628,
            73484
        ],
        [
            -84374,
            -28821,
            -84374,
            -258017,
            -30512,
            -258017
        ],
        [
            78,
            49,
            106,
            78,
            49,
            106
        ],
        [
            81,
            42,
            120,
            81,
            42,
            120
        ],
        [
            73,
            59,
            87,
            73,
            59,
            87
        ],
        [
            8436,
            2696,
            5740,
            8436,
            2696,
            5740
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304486,
            -323238,
            -222760,
            -579530,
            -420656,
            -759873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633953600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905533955,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    }
}

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)