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Trade: DYDX/USDT/240/BBM/SSF/4547

Strategy
DYDX/USDT/240/BBM/SSF/4547
Pair
DYDX_USDT
Interval
4h
Score
325989
Daily Profit
0.195785
Profit Factor
1.295243
Profitability
52.358491
Streak
0.000000
Best Strategy
Training Data Length
1480.500000
Evaluation Time
2025-09-28 14:50
Expiration Time
2025-11-11 19:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289859.0759 92244.8639 197614.212 81985.076 54573.9014 27411.1745
Total P&L (%) 289.8591 92.2449 197.6142 81.9851 54.5739 27.4112
Avg Daily Profit (%) 0.1958 0.0623 0.1335 0.0405 0.0294 0.0164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218563 -104723 -117932 -383734 -220497 -236075
Profit Factor 1.2952 1.1969 1.385 1.0586 1.0893 1.0348
Total Trades 212 106 106 212 106 106
Winning Trades 111 53 58 111 53 58
Losing Trades 101 53 48 101 53 48
Profitability (%) 52.3585 50 54.717 52.3585 50 54.717
Ratio Avg Win / Avg Loss 1.1786 1.1969 1.1462 0.9633 1.0893 0.8564
Largest Winning Trade 61408 57846 61408 108610 108610 54877
Largest Losing Trade -47000 -38146 -47000 -133260 -104326 -133260
Avg Bars in Trades 41 34 48 41 34 48
Avg Bars in Winners 41 34 47 41 34 47
Avg Bars in Losers 41 34 48 41 34 48
Bars Traded 8772 3662 5110 8772 3662 5110
Profit Streak 0 0 14.6598 0 0 14.6598
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325989 -113962 -13302 -295150 -277126 -357299
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8883,
    "evaluation_days": 1480.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632196800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759060205270,
    "expiration_time": 1762883856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 1.7813
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 142,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            289859.0758875431,
            92244.863927633,
            197614.2119599102,
            81985.0759646387,
            54573.9014294406,
            27411.1745351981
        ],
        [
            289.859076,
            92.244864,
            197.614212,
            81.985076,
            54.573901,
            27.411175
        ],
        [
            0.195785,
            0.062307,
            0.133478,
            0.040451,
            0.02942,
            0.016364
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218563,
            -104723,
            -117932,
            -383734,
            -220497,
            -236075
        ],
        [
            1.295243,
            1.196879,
            1.385041,
            1.058636,
            1.089346,
            1.034813
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            111,
            53,
            58,
            111,
            53,
            58
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            52.358491,
            50,
            54.716981,
            52.358491,
            50,
            54.716981
        ],
        [
            1.178555,
            1.196879,
            1.146241,
            0.963264,
            1.089346,
            0.856397
        ],
        [
            61408,
            57846,
            61408,
            108610,
            108610,
            54877
        ],
        [
            -47000,
            -38146,
            -47000,
            -133260,
            -104326,
            -133260
        ],
        [
            41,
            34,
            48,
            41,
            34,
            48
        ],
        [
            41,
            34,
            47,
            41,
            34,
            47
        ],
        [
            41,
            34,
            48,
            41,
            34,
            48
        ],
        [
            8772,
            3662,
            5110,
            8772,
            3662,
            5110
        ],
        [
            0,
            0,
            14.659783,
            0,
            0,
            14.659783
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325989,
            -113962,
            -13302,
            -295150,
            -277126,
            -357299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8883,
    "evaluation_days": 1480.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632196800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759060205270,
    "expiration_time": 1762883856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 1.7813
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 142,
            "offset": 0,
            "poles": 2
        }
    }
}

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)