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Trade: DYDX/USDT/360/MIDPOINT/SSF/2834

Strategy
DYDX/USDT/360/MIDPOINT/SSF/2834
Pair
DYDX_USDT
Interval
6h
Score
460300
Daily Profit
0.151736
Profit Factor
2.252817
Profitability
64.516129
Streak
65.734442
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-25 14:37
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317714.9352 93638.7412 224076.194 587060.9155 168235.0411 418825.8744
Total P&L (%) 317.7149 93.6387 224.0762 587.0609 168.235 418.8259
Avg Daily Profit (%) 0.2151 0.0634 0.1517 0.1306 0.0668 0.1116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73320 -39560 -53123 -578322 -226352 -458414
Profit Factor 1.9159 1.5573 2.2528 1.306 1.1911 1.4035
Total Trades 62 31 31 62 31 31
Winning Trades 40 20 20 40 20 20
Losing Trades 22 11 11 22 11 11
Profitability (%) 64.5161 64.5161 64.5161 64.5161 64.5161 64.5161
Ratio Avg Win / Avg Loss 1.0538 0.8565 1.239 0.7183 0.6551 0.7719
Largest Winning Trade 69837 49115 69837 317734 192860 317734
Largest Losing Trade -28620 -28620 -24944 -258515 -184578 -258515
Avg Bars in Trades 90 46 134 90 46 134
Avg Bars in Winners 76 28 124 76 28 124
Avg Bars in Losers 115 78 153 115 78 153
Bars Traded 5607 1429 4178 5607 1429 4178
Profit Streak 0 0 65.7344 0 0 65.7344
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146340 -106429 460300 -176430 -113794 -42622

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634947200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758800255762,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "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": [
        [
            317714.9351725809,
            93638.7411799445,
            224076.1939926363,
            587060.9155145648,
            168235.0411428126,
            418825.8743717525
        ],
        [
            317.714935,
            93.638741,
            224.076194,
            587.060916,
            168.235041,
            418.825874
        ],
        [
            0.215145,
            0.063409,
            0.151736,
            0.130592,
            0.066838,
            0.11155
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73320,
            -39560,
            -53123,
            -578322,
            -226352,
            -458414
        ],
        [
            1.915918,
            1.557296,
            2.252817,
            1.306039,
            1.191133,
            1.403471
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            64.516129,
            64.516129,
            64.516129,
            64.516129,
            64.516129,
            64.516129
        ],
        [
            1.053755,
            0.856513,
            1.239049,
            0.718321,
            0.655123,
            0.771909
        ],
        [
            69837,
            49115,
            69837,
            317734,
            192860,
            317734
        ],
        [
            -28620,
            -28620,
            -24944,
            -258515,
            -184578,
            -258515
        ],
        [
            90,
            46,
            134,
            90,
            46,
            134
        ],
        [
            76,
            28,
            124,
            76,
            28,
            124
        ],
        [
            115,
            78,
            153,
            115,
            78,
            153
        ],
        [
            5607,
            1429,
            4178,
            5607,
            1429,
            4178
        ],
        [
            0,
            0,
            65.734442,
            0,
            0,
            65.734442
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146340,
            -106429,
            460300,
            -176430,
            -113794,
            -42622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634947200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758800255762,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "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)