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Trade: DYDX/USDT/120/DCM/SSF/1807

Strategy
DYDX/USDT/120/DCM/SSF/1807
Pair
DYDX_USDT
Interval
2h
Score
318439
Daily Profit
0.199917
Profit Factor
1.342507
Profitability
47.093023
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 16:48
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295193.7764 86468.5458 208725.2306 148895.5583 -4914.083 153809.6413
Total P&L (%) 295.1938 86.4685 208.7252 148.8956 -4.9141 153.8096
Avg Daily Profit (%) 0.1999 0.0586 0.1414 0.0618 -0.0034 0.0631
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175312 -89980 -113600 -259610 -159585 -161030
Profit Factor 1.3425 1.2055 1.4732 1.119 0.9925 1.2577
Total Trades 172 86 86 172 86 86
Winning Trades 81 35 46 81 35 46
Losing Trades 91 51 40 91 51 40
Profitability (%) 47.093 40.6977 53.4884 47.093 40.6977 53.4884
Ratio Avg Win / Avg Loss 1.5082 1.7566 1.2811 1.2571 1.4462 1.0937
Largest Winning Trade 64457 64457 48543 106079 76569 106079
Largest Losing Trade -36447 -21508 -36447 -96104 -53946 -96104
Avg Bars in Trades 101 79 123 101 79 123
Avg Bars in Winners 120 72 157 120 72 157
Avg Bars in Losers 84 84 84 84 84 84
Bars Traded 17488 6840 10648 17488 6840 10648
Profit Streak 0 0 14.2419 0 0 14.2419
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318439 -118050 -1984 -200330 -583053 -107645

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758894496958,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "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": [
        [
            295193.7764006041,
            86468.5457695476,
            208725.2306310564,
            148895.5582896799,
            -4914.0830217165,
            153809.6413113963
        ],
        [
            295.193776,
            86.468546,
            208.725231,
            148.895558,
            -4.914083,
            153.809641
        ],
        [
            0.199917,
            0.05856,
            0.141357,
            0.061774,
            -0.003413,
            0.063099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175312,
            -89980,
            -113600,
            -259610,
            -159585,
            -161030
        ],
        [
            1.342507,
            1.205491,
            1.473221,
            1.11897,
            0.992495,
            1.257749
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            91,
            51,
            40,
            91,
            51,
            40
        ],
        [
            47.093023,
            40.697674,
            53.488372,
            47.093023,
            40.697674,
            53.488372
        ],
        [
            1.508248,
            1.756573,
            1.281062,
            1.257115,
            1.446207,
            1.093695
        ],
        [
            64457,
            64457,
            48543,
            106079,
            76569,
            106079
        ],
        [
            -36447,
            -21508,
            -36447,
            -96104,
            -53946,
            -96104
        ],
        [
            101,
            79,
            123,
            101,
            79,
            123
        ],
        [
            120,
            72,
            157,
            120,
            72,
            157
        ],
        [
            84,
            84,
            84,
            84,
            84,
            84
        ],
        [
            17488,
            6840,
            10648,
            17488,
            6840,
            10648
        ],
        [
            0,
            0,
            14.241863,
            0,
            0,
            14.241863
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318439,
            -118050,
            -1984,
            -200330,
            -583053,
            -107645
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758894496958,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "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)