← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/30/SSF/ZLMA/9903

Strategy
DYDX/USDT/30/SSF/ZLMA/9903
Pair
DYDX_USDT
Interval
30m
Score
459731
Daily Profit
0.367812
Profit Factor
1.592986
Profitability
57.142857
Streak
10.914584
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 08:57
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 191567.7322 57277.2625 134290.4697 313242.0454 137447.2677 175794.7777
Total P&L (%) 191.5677 57.2773 134.2905 313.242 137.4473 175.7948
Avg Daily Profit (%) 0.3678 0.11 0.2578 0.2728 0.1662 0.195
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53959 -63427 -36440 -147900 -55141 -113204
Profit Factor 1.593 1.3483 1.8466 1.5847 1.5977 1.575
Total Trades 147 73 74 147 73 74
Winning Trades 84 40 44 84 40 44
Losing Trades 63 33 30 63 33 30
Profitability (%) 57.1429 54.7945 59.4595 57.1429 54.7945 59.4595
Ratio Avg Win / Avg Loss 1.1947 1.1124 1.2591 1.1886 1.3181 1.0738
Largest Winning Trade 32049 32049 21830 49817 48718 49817
Largest Losing Trade -24187 -24185 -24187 -65413 -30544 -65413
Avg Bars in Trades 165 166 164 165 166 164
Avg Bars in Winners 133 134 132 133 134 132
Avg Bars in Losers 208 204 211 208 204 211
Bars Traded 24333 12139 12194 24333 12139 12194
Profit Streak 10.9146 51.7688 10.9146 10.9146 51.7688 10.9146
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459731 -116794 -52371 428679 -60915 -53537
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714303800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758952620081,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "offset": 249
        }
    }
}
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": [
        [
            191567.7322077646,
            57277.262479897,
            134290.4697278675,
            313242.0453554709,
            137447.2676615668,
            175794.7776939041
        ],
        [
            191.567732,
            57.277262,
            134.29047,
            313.242045,
            137.447268,
            175.794778
        ],
        [
            0.367812,
            0.109973,
            0.257839,
            0.272795,
            0.166176,
            0.194973
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53959,
            -63427,
            -36440,
            -147900,
            -55141,
            -113204
        ],
        [
            1.592986,
            1.34832,
            1.846632,
            1.584733,
            1.597718,
            1.574967
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            57.142857,
            54.794521,
            59.459459,
            57.142857,
            54.794521,
            59.459459
        ],
        [
            1.19474,
            1.112364,
            1.259067,
            1.18855,
            1.318117,
            1.073841
        ],
        [
            32049,
            32049,
            21830,
            49817,
            48718,
            49817
        ],
        [
            -24187,
            -24185,
            -24187,
            -65413,
            -30544,
            -65413
        ],
        [
            165,
            166,
            164,
            165,
            166,
            164
        ],
        [
            133,
            134,
            132,
            133,
            134,
            132
        ],
        [
            208,
            204,
            211,
            208,
            204,
            211
        ],
        [
            24333,
            12139,
            12194,
            24333,
            12139,
            12194
        ],
        [
            10.914584,
            51.768751,
            10.914584,
            10.914584,
            51.768751,
            10.914584
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459731,
            -116794,
            -52371,
            428679,
            -60915,
            -53537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714303800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758952620081,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "offset": 249
        }
    }
}

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)