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Trade: DYDX/USDT/480/HL2/BBL/1666

Strategy
DYDX/USDT/480/HL2/BBL/1666
Pair
DYDX_USDT
Interval
8h
Score
649880
Daily Profit
0.177291
Profit Factor
3.840664
Profitability
91.176471
Streak
643.233021
Best Strategy
Training Data Length
1489.670000
Evaluation Time
2025-10-07 16:35
Expiration Time
2025-11-21 02:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289271.4594 25165.945 264105.5144 837146.0855 76281.6175 760864.468
Total P&L (%) 289.2715 25.1659 264.1055 837.1461 76.2816 760.8645
Avg Daily Profit (%) 0.1942 0.0169 0.1773 0.1503 0.0381 0.1446
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62522 -50360 -63093 -461519 -261774 -465035
Profit Factor 2.6959 1.3243 3.8407 1.8039 1.1987 2.1571
Total Trades 69 35 34 69 35 34
Winning Trades 56 25 31 56 25 31
Losing Trades 13 10 3 13 10 3
Profitability (%) 81.1594 71.4286 91.1765 81.1594 71.4286 91.1765
Ratio Avg Win / Avg Loss 0.6258 0.5297 0.3717 0.4188 0.4795 0.2088
Largest Winning Trade 34034 14727 34034 157032 57230 157032
Largest Losing Trade -50387 -18053 -50387 -358225 -90759 -358225
Avg Bars in Trades 56 6 108 56 6 108
Avg Bars in Winners 48 3 84 48 3 84
Avg Bars in Losers 91 11 357 91 11 357
Bars Traded 3891 214 3677 3891 214 3677
Profit Streak 241.5664 241.5664 643.233 241.5664 241.5664 643.233
Trades During Streak 12 6 15 12 6 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90507 -170785 649880 -92187 -141191 295812
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634832000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759844133014,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 2.03039
        }
    }
}
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": [
        [
            289271.4593723713,
            25165.9449834696,
            264105.5143889016,
            837146.0855186101,
            76281.6175045249,
            760864.4680140854
        ],
        [
            289.271459,
            25.165945,
            264.105514,
            837.146086,
            76.281618,
            760.864468
        ],
        [
            0.194185,
            0.016894,
            0.177291,
            0.150325,
            0.038063,
            0.144617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62522,
            -50360,
            -63093,
            -461519,
            -261774,
            -465035
        ],
        [
            2.695896,
            1.32431,
            3.840664,
            1.803858,
            1.198716,
            2.157142
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            13,
            10,
            3,
            13,
            10,
            3
        ],
        [
            81.15942,
            71.428571,
            91.176471,
            81.15942,
            71.428571,
            91.176471
        ],
        [
            0.625833,
            0.529724,
            0.371677,
            0.418753,
            0.479486,
            0.208756
        ],
        [
            34034,
            14727,
            34034,
            157032,
            57230,
            157032
        ],
        [
            -50387,
            -18053,
            -50387,
            -358225,
            -90759,
            -358225
        ],
        [
            56,
            6,
            108,
            56,
            6,
            108
        ],
        [
            48,
            3,
            84,
            48,
            3,
            84
        ],
        [
            91,
            11,
            357,
            91,
            11,
            357
        ],
        [
            3891,
            214,
            3677,
            3891,
            214,
            3677
        ],
        [
            241.566354,
            241.566354,
            643.233021,
            241.566354,
            241.566354,
            643.233021
        ],
        [
            12,
            6,
            15,
            12,
            6,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90507,
            -170785,
            649880,
            -92187,
            -141191,
            295812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634832000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759844133014,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 2.03039
        }
    }
}

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)