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Trade: DYDX/USDT/360/ZLMA/LINREG/6671

Strategy
DYDX/USDT/360/ZLMA/LINREG/6671
Pair
DYDX_USDT
Interval
6h
Score
498402
Daily Profit
0.337381
Profit Factor
1.854147
Profitability
68.421053
Streak
62.391159
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-26 00:23
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 498226.9064 208710.7543 289516.1521 -667960.768 -333471.0031 -334489.7648
Total P&L (%) 498.2269 208.7108 289.5162 -667.9608 -333.471 -334.4898
Avg Daily Profit (%) 0.3374 0.1413 0.1961 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112553 -58242 -112406 -1308884 -444833 -894814
Profit Factor 1.8541 1.7874 1.9097 0.7452 0.7071 0.7744
Total Trades 95 48 47 95 48 47
Winning Trades 65 28 37 32 17 15
Losing Trades 30 20 10 63 31 32
Profitability (%) 68.4211 58.3333 78.7234 33.6842 35.4167 31.9149
Ratio Avg Win / Avg Loss 0.8558 1.2767 0.5161 1.467 1.2895 1.652
Largest Winning Trade 57063 57063 52542 530538 162084 530538
Largest Losing Trade -110614 -34585 -110614 -290130 -243147 -290130
Avg Bars in Trades 60 55 64 60 55 64
Avg Bars in Winners 52 47 55 65 59 73
Avg Bars in Losers 77 65 99 57 53 60
Bars Traded 5700 2652 3048 5700 2652 3048
Profit Streak 62.3912 104.3912 62.3912 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498402 1474 460786 -585203 -584693 -584952

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": 1634299200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835396165,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 147,
            "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": [
        [
            498226.9064134317,
            208710.7543254929,
            289516.152087939,
            -667960.7679590285,
            -333471.0031397452,
            -334489.7648192833
        ],
        [
            498.226906,
            208.710754,
            289.516152,
            -667.960768,
            -333.471003,
            -334.489765
        ],
        [
            0.337381,
            0.141331,
            0.19605,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112553,
            -58242,
            -112406,
            -1308884,
            -444833,
            -894814
        ],
        [
            1.854147,
            1.787418,
            1.909723,
            0.745163,
            0.707135,
            0.774371
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            65,
            28,
            37,
            32,
            17,
            15
        ],
        [
            30,
            20,
            10,
            63,
            31,
            32
        ],
        [
            68.421053,
            58.333333,
            78.723404,
            33.684211,
            35.416667,
            31.914894
        ],
        [
            0.85576,
            1.276727,
            0.516141,
            1.467039,
            1.289481,
            1.651992
        ],
        [
            57063,
            57063,
            52542,
            530538,
            162084,
            530538
        ],
        [
            -110614,
            -34585,
            -110614,
            -290130,
            -243147,
            -290130
        ],
        [
            60,
            55,
            64,
            60,
            55,
            64
        ],
        [
            52,
            47,
            55,
            65,
            59,
            73
        ],
        [
            77,
            65,
            99,
            57,
            53,
            60
        ],
        [
            5700,
            2652,
            3048,
            5700,
            2652,
            3048
        ],
        [
            62.391159,
            104.391159,
            62.391159,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498402,
            1474,
            460786,
            -585203,
            -584693,
            -584952
        ]
    ]
}
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": 1634299200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835396165,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 147,
            "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)