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Trade: DYDX/USDT/120/BBU/HMA/2446

Strategy
DYDX/USDT/120/BBU/HMA/2446
Pair
DYDX_USDT
Interval
2h
Score
333574
Daily Profit
0.223563
Profit Factor
1.364533
Profitability
59.770115
Streak
0.000000
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-05 04:19
Expiration Time
2025-11-27 14:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332438.8574 87958.4746 244480.3828 287404.4948 88624.2578 198780.237
Total P&L (%) 332.4389 87.9585 244.4804 287.4045 88.6243 198.7802
Avg Daily Profit (%) 0.2236 0.0592 0.1644 0.0911 0.0427 0.0736
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133815 -60382 -147298 -365191 -176051 -340967
Profit Factor 1.3645 1.2956 1.3979 1.173 1.1708 1.174
Total Trades 261 131 130 261 131 130
Winning Trades 156 79 77 156 79 77
Losing Trades 105 52 53 105 52 53
Profitability (%) 59.7701 60.3053 59.2308 59.7701 60.3053 59.2308
Ratio Avg Win / Avg Loss 0.9184 0.8528 0.9622 0.7895 0.7707 0.8081
Largest Winning Trade 58998 29250 58998 124455 40630 124455
Largest Losing Trade -47562 -18730 -47562 -148619 -52293 -148619
Avg Bars in Trades 66 20 113 66 20 113
Avg Bars in Winners 68 16 121 68 16 121
Avg Bars in Losers 64 27 102 64 27 102
Bars Traded 17456 2729 14727 17456 2729 14727
Profit Streak 0 0 46.0549 0 0 46.0549
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333574 -114139 314585 -100582 -168757 -123040
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17844,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632463200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627147045,
    "expiration_time": 1764247564800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 1.0723
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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": [
        [
            332438.8574417738,
            87958.4746262849,
            244480.3828154886,
            287404.4948376909,
            88624.2578456851,
            198780.2369920056
        ],
        [
            332.438857,
            87.958475,
            244.480383,
            287.404495,
            88.624258,
            198.780237
        ],
        [
            0.223563,
            0.059152,
            0.164412,
            0.091117,
            0.042685,
            0.073634
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133815,
            -60382,
            -147298,
            -365191,
            -176051,
            -340967
        ],
        [
            1.364533,
            1.295616,
            1.397908,
            1.172997,
            1.170839,
            1.173977
        ],
        [
            261,
            131,
            130,
            261,
            131,
            130
        ],
        [
            156,
            79,
            77,
            156,
            79,
            77
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            59.770115,
            60.305344,
            59.230769,
            59.770115,
            60.305344,
            59.230769
        ],
        [
            0.918436,
            0.85281,
            0.962196,
            0.789517,
            0.770679,
            0.808062
        ],
        [
            58998,
            29250,
            58998,
            124455,
            40630,
            124455
        ],
        [
            -47562,
            -18730,
            -47562,
            -148619,
            -52293,
            -148619
        ],
        [
            66,
            20,
            113,
            66,
            20,
            113
        ],
        [
            68,
            16,
            121,
            68,
            16,
            121
        ],
        [
            64,
            27,
            102,
            64,
            27,
            102
        ],
        [
            17456,
            2729,
            14727,
            17456,
            2729,
            14727
        ],
        [
            0,
            0,
            46.054942,
            0,
            0,
            46.054943
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333574,
            -114139,
            314585,
            -100582,
            -168757,
            -123040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17844,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632463200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627147045,
    "expiration_time": 1764247564800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 1.0723
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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)