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Trade: DYDX/USDT/120/DCU/ALMA/2417

Strategy
DYDX/USDT/120/DCU/ALMA/2417
Pair
DYDX_USDT
Interval
2h
Score
412012
Daily Profit
0.180757
Profit Factor
1.526119
Profitability
67.368421
Streak
53.788279
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 19:55
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 266902.5786 46945.0189 219957.5598 141643.4435 -88355.5096 229998.953
Total P&L (%) 266.9026 46.945 219.9576 141.6434 -88.3555 229.999
Avg Daily Profit (%) 0.1808 0.0318 0.149 0.0598 -0.1455 0.0809
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125095 -94788 -61840 -298858 -247319 -126120
Profit Factor 1.5261 1.1804 1.8901 1.1761 0.8048 1.6535
Total Trades 95 48 47 95 48 47
Winning Trades 64 29 35 64 29 35
Losing Trades 31 19 12 31 19 12
Profitability (%) 67.3684 60.4167 74.4681 67.3684 60.4167 74.4681
Ratio Avg Win / Avg Loss 0.7392 0.7734 0.648 0.5697 0.5273 0.5669
Largest Winning Trade 52590 52590 41803 54367 33527 54367
Largest Losing Trade -52890 -45533 -52890 -156473 -156473 -92071
Avg Bars in Trades 178 101 257 178 101 257
Avg Bars in Winners 144 79 199 144 79 199
Avg Bars in Losers 249 135 428 249 135 428
Bars Traded 16994 4883 12111 16994 4883 12111
Profit Streak 53.7883 218.5383 53.7883 53.7883 218.5383 53.7883
Trades During Streak 3 8 1 3 8 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412012 -172832 375781 -137449 -577858 -80783

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": 1632852000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905707272,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 237,
            "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": [
        [
            266902.5786393058,
            46945.0188804392,
            219957.5597588666,
            141643.4434694892,
            -88355.5095677395,
            229998.9530372287
        ],
        [
            266.902579,
            46.945019,
            219.95756,
            141.643443,
            -88.35551,
            229.998953
        ],
        [
            0.180757,
            0.031793,
            0.148964,
            0.05977,
            -0.145524,
            0.08089
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125095,
            -94788,
            -61840,
            -298858,
            -247319,
            -126120
        ],
        [
            1.526119,
            1.18042,
            1.890135,
            1.176062,
            0.804762,
            1.653485
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            67.368421,
            60.416667,
            74.468085,
            67.368421,
            60.416667,
            74.468085
        ],
        [
            0.739214,
            0.773378,
            0.648046,
            0.569655,
            0.527258,
            0.566909
        ],
        [
            52590,
            52590,
            41803,
            54367,
            33527,
            54367
        ],
        [
            -52890,
            -45533,
            -52890,
            -156473,
            -156473,
            -92071
        ],
        [
            178,
            101,
            257,
            178,
            101,
            257
        ],
        [
            144,
            79,
            199,
            144,
            79,
            199
        ],
        [
            249,
            135,
            428,
            249,
            135,
            428
        ],
        [
            16994,
            4883,
            12111,
            16994,
            4883,
            12111
        ],
        [
            53.788279,
            218.538279,
            53.788279,
            53.788279,
            218.538279,
            53.788279
        ],
        [
            3,
            8,
            1,
            3,
            8,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412012,
            -172832,
            375781,
            -137449,
            -577858,
            -80783
        ]
    ]
}
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": 1632852000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905707272,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 237,
            "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)