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Trade: DYDX/USDT/360/TEMA/TEMA/4898

Strategy
DYDX/USDT/360/TEMA/TEMA/4898
Pair
DYDX_USDT
Interval
6h
Score
385302
Daily Profit
0.199016
Profit Factor
1.394664
Profitability
63.473054
Streak
18.688693
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-06 01:31
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296135.6644 48990.264 247145.4004 218204.6497 -72396.7768 290601.4265
Total P&L (%) 296.1357 48.9903 247.1454 218.2047 -72.3968 290.6014
Avg Daily Profit (%) 0.199 0.0329 0.1661 0.0778 -0.0865 0.0916
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117372 -76838 -91378 -882839 -581415 -817829
Profit Factor 1.3947 1.1266 1.6801 1.0552 0.9623 1.143
Total Trades 167 84 83 167 84 83
Winning Trades 106 49 57 106 49 57
Losing Trades 61 35 26 61 35 26
Profitability (%) 63.4731 58.3333 68.6747 63.4731 58.3333 68.6747
Ratio Avg Win / Avg Loss 0.8026 0.8047 0.7663 0.6072 0.6874 0.5214
Largest Winning Trade 38313 33650 38313 164191 136767 164191
Largest Losing Trade -65259 -27378 -65259 -539238 -231832 -539238
Avg Bars in Trades 34 32 37 34 32 37
Avg Bars in Winners 23 18 28 23 18 28
Avg Bars in Losers 54 51 58 54 51 58
Bars Traded 5833 2693 3140 5833 2693 3140
Profit Streak 18.6887 29.6887 18.6887 18.6887 29.6887 18.6887
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385302 -231496 383909 -246424 -579023 -132653
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632463200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703503100,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 62,
            "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": [
        [
            296135.6643736293,
            48990.2639617996,
            247145.4004118295,
            218204.6497264381,
            -72396.7767676212,
            290601.4264940586
        ],
        [
            296.135664,
            48.990264,
            247.1454,
            218.20465,
            -72.396777,
            290.601426
        ],
        [
            0.199016,
            0.032924,
            0.166092,
            0.077821,
            -0.08647,
            0.091609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117372,
            -76838,
            -91378,
            -882839,
            -581415,
            -817829
        ],
        [
            1.394664,
            1.126612,
            1.680061,
            1.0552,
            0.962302,
            1.142976
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            106,
            49,
            57,
            106,
            49,
            57
        ],
        [
            61,
            35,
            26,
            61,
            35,
            26
        ],
        [
            63.473054,
            58.333333,
            68.674699,
            63.473054,
            58.333333,
            68.674699
        ],
        [
            0.802589,
            0.804723,
            0.766344,
            0.607238,
            0.687359,
            0.521358
        ],
        [
            38313,
            33650,
            38313,
            164191,
            136767,
            164191
        ],
        [
            -65259,
            -27378,
            -65259,
            -539238,
            -231832,
            -539238
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            23,
            18,
            28,
            23,
            18,
            28
        ],
        [
            54,
            51,
            58,
            54,
            51,
            58
        ],
        [
            5833,
            2693,
            3140,
            5833,
            2693,
            3140
        ],
        [
            18.688693,
            29.688693,
            18.688693,
            18.688693,
            29.688693,
            18.688693
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385302,
            -231496,
            383909,
            -246424,
            -579023,
            -132653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632463200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703503100,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 62,
            "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)