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Trade: DYDX/USDT/480/TEMA/SSF/9644

Strategy
DYDX/USDT/480/TEMA/SSF/9644
Pair
DYDX_USDT
Interval
8h
Score
459725
Daily Profit
0.151211
Profit Factor
2.388961
Profitability
71.111111
Streak
49.539108
Best Strategy
Training Data Length
1489.670000
Evaluation Time
2025-10-07 15:56
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 302475.0983 77219.9421 225255.1561 250687.8887 -93060.9729 343748.8616
Total P&L (%) 302.4751 77.2199 225.2552 250.6879 -93.061 343.7489
Avg Daily Profit (%) 0.203 0.0518 0.1512 0.0843 -0.1789 0.1001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149788 -110218 -41205 -1115985 -954633 -342226
Profit Factor 1.6265 1.2408 2.389 1.0954 0.9415 1.3314
Total Trades 90 45 45 90 45 45
Winning Trades 55 23 32 55 23 32
Losing Trades 35 22 13 35 22 13
Profitability (%) 61.1111 51.1111 71.1111 61.1111 51.1111 71.1111
Ratio Avg Win / Avg Loss 1.035 1.1869 0.9705 0.697 0.9006 0.5409
Largest Winning Trade 66433 66433 39814 333126 333126 253183
Largest Losing Trade -53258 -53258 -38790 -680392 -680392 -323730
Avg Bars in Trades 47 55 39 47 55 39
Avg Bars in Winners 37 40 35 37 40 35
Avg Bars in Losers 63 71 48 63 71 48
Bars Traded 4285 2507 1778 4285 2507 1778
Profit Streak 0 0 49.5391 0 0 49.5391
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406652 -123758 459725 -196073 -580567 -56966
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": 1635033600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759841778925,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            302475.0982563968,
            77219.9421395607,
            225255.1561168361,
            250687.8887462609,
            -93060.9728705578,
            343748.8616168188
        ],
        [
            302.475098,
            77.219942,
            225.255156,
            250.687889,
            -93.060973,
            343.748862
        ],
        [
            0.203048,
            0.051837,
            0.151211,
            0.084264,
            -0.17894,
            0.100078
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149788,
            -110218,
            -41205,
            -1115985,
            -954633,
            -342226
        ],
        [
            1.626467,
            1.240822,
            2.388961,
            1.095358,
            0.941531,
            1.331393
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            35,
            22,
            13,
            35,
            22,
            13
        ],
        [
            61.111111,
            51.111111,
            71.111111,
            61.111111,
            51.111111,
            71.111111
        ],
        [
            1.035025,
            1.186873,
            0.970516,
            0.697046,
            0.900595,
            0.540878
        ],
        [
            66433,
            66433,
            39814,
            333126,
            333126,
            253183
        ],
        [
            -53258,
            -53258,
            -38790,
            -680392,
            -680392,
            -323730
        ],
        [
            47,
            55,
            39,
            47,
            55,
            39
        ],
        [
            37,
            40,
            35,
            37,
            40,
            35
        ],
        [
            63,
            71,
            48,
            63,
            71,
            48
        ],
        [
            4285,
            2507,
            1778,
            4285,
            2507,
            1778
        ],
        [
            0,
            0,
            49.539108,
            0,
            0,
            49.539108
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406652,
            -123758,
            459725,
            -196073,
            -580567,
            -56966
        ]
    ]
}
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": 1635033600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759841778925,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 3
        }
    }
}

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)