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Trade: DYDX/USDT/720/HLC3/DCU/1324

Strategy
DYDX/USDT/720/HLC3/DCU/1324
Pair
DYDX_USDT
Interval
12h
Score
684114
Daily Profit
0.169571
Profit Factor
4.751591
Profitability
80.000000
Streak
13.311287
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-28 10:28
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330865.5967 155507.072 175358.5247 815330.8666 -305896.0195 1121226.8861
Total P&L (%) 330.8656 155.5071 175.3585 815.3309 -305.896 1121.2269
Avg Daily Profit (%) 0.224 0.1053 0.1187 0.15 0 0.1696
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59103 -73738 -11590 -1075031 -1211905 -137435
Profit Factor 2.9823 2.1403 6.7442 1.426 0.8106 4.7516
Total Trades 59 29 30 59 29 30
Winning Trades 46 22 24 46 22 24
Losing Trades 13 7 6 13 7 6
Profitability (%) 77.9661 75.8621 80 77.9661 75.8621 80
Ratio Avg Win / Avg Loss 0.8428 0.681 1.686 0.403 0.2579 1.1879
Largest Winning Trade 129447 129447 26251 366502 288450 366502
Largest Losing Trade -49239 -49239 -10855 -761976 -761976 -137435
Avg Bars in Trades 38 55 22 38 55 22
Avg Bars in Winners 19 22 16 19 22 16
Avg Bars in Losers 109 160 49 109 160 49
Bars Traded 2299 1614 685 2299 1614 685
Profit Streak 13.3113 28.8113 13.3113 13.3113 28.8113 13.3113
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164051 -47294 -21252 -167998 -576940 684114
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638057600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759044495182,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 29,
            "offset": 132
        }
    }
}
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": [
        [
            330865.5966816864,
            155507.0719739695,
            175358.5247077171,
            815330.8666198538,
            -305896.0195002333,
            1121226.886120087
        ],
        [
            330.865597,
            155.507072,
            175.358525,
            815.330867,
            -305.89602,
            1121.226886
        ],
        [
            0.224012,
            0.105286,
            0.118726,
            0.150019,
            0,
            0.169571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59103,
            -73738,
            -11590,
            -1075031,
            -1211905,
            -137435
        ],
        [
            2.982334,
            2.140257,
            6.744156,
            1.425953,
            0.810622,
            4.751591
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            13,
            7,
            6,
            13,
            7,
            6
        ],
        [
            77.966102,
            75.862069,
            80,
            77.966102,
            75.862069,
            80
        ],
        [
            0.842834,
            0.680991,
            1.686039,
            0.402987,
            0.257925,
            1.187898
        ],
        [
            129447,
            129447,
            26251,
            366502,
            288450,
            366502
        ],
        [
            -49239,
            -49239,
            -10855,
            -761976,
            -761976,
            -137435
        ],
        [
            38,
            55,
            22,
            38,
            55,
            22
        ],
        [
            19,
            22,
            16,
            19,
            22,
            16
        ],
        [
            109,
            160,
            49,
            109,
            160,
            49
        ],
        [
            2299,
            1614,
            685,
            2299,
            1614,
            685
        ],
        [
            13.311287,
            28.811287,
            13.311287,
            13.311287,
            28.811287,
            13.311287
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164051,
            -47294,
            -21252,
            -167998,
            -576940,
            684114
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638057600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759044495182,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 29,
            "offset": 132
        }
    }
}

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)