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Trade: DYDX/USDT/240/EMA/ZLMA/3403

Strategy
DYDX/USDT/240/EMA/ZLMA/3403
Pair
DYDX_USDT
Interval
4h
Score
332868
Daily Profit
0.170588
Profit Factor
1.317020
Profitability
61.006289
Streak
10.794574
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-27 06:04
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251902.5546 54154.1906 197748.364 39604.245 -14375.813 53980.058
Total P&L (%) 251.9026 54.1542 197.7484 39.6042 -14.3758 53.9801
Avg Daily Profit (%) 0.1706 0.0367 0.1339 0.0226 -0.0105 0.0292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129338 -82650 -125930 -428009 -132155 -399156
Profit Factor 1.317 1.1497 1.457 1.0256 0.9781 1.0607
Total Trades 159 79 80 159 79 80
Winning Trades 97 44 53 97 44 53
Losing Trades 62 35 27 62 35 27
Profitability (%) 61.0063 55.6962 66.25 61.0063 55.6962 66.25
Ratio Avg Win / Avg Loss 0.8418 0.9145 0.7422 0.6555 0.778 0.5403
Largest Winning Trade 45057 33347 45057 82964 82964 60838
Largest Losing Trade -76035 -27525 -76035 -316210 -89937 -316210
Avg Bars in Trades 53 43 63 53 43 63
Avg Bars in Winners 36 23 47 36 23 47
Avg Bars in Losers 79 69 93 79 69 93
Bars Traded 8522 3470 5052 8522 3470 5052
Profit Streak 10.7946 21.1279 10.7946 10.7946 21.1279 10.7946
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332868 -228208 -31304 -355605 -606446 -326791
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942251192,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "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": [
        [
            251902.5545732813,
            54154.1905860575,
            197748.3639872237,
            39604.2449889022,
            -14375.8130128022,
            53980.0580017044
        ],
        [
            251.902555,
            54.154191,
            197.748364,
            39.604245,
            -14.375813,
            53.980058
        ],
        [
            0.170588,
            0.036673,
            0.133915,
            0.022597,
            -0.01051,
            0.029236
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129338,
            -82650,
            -125930,
            -428009,
            -132155,
            -399156
        ],
        [
            1.31702,
            1.149654,
            1.456977,
            1.025607,
            0.978109,
            1.060658
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            97,
            44,
            53,
            97,
            44,
            53
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            61.006289,
            55.696203,
            66.25,
            61.006289,
            55.696203,
            66.25
        ],
        [
            0.841807,
            0.914497,
            0.742234,
            0.655543,
            0.778042,
            0.540335
        ],
        [
            45057,
            33347,
            45057,
            82964,
            82964,
            60838
        ],
        [
            -76035,
            -27525,
            -76035,
            -316210,
            -89937,
            -316210
        ],
        [
            53,
            43,
            63,
            53,
            43,
            63
        ],
        [
            36,
            23,
            47,
            36,
            23,
            47
        ],
        [
            79,
            69,
            93,
            79,
            69,
            93
        ],
        [
            8522,
            3470,
            5052,
            8522,
            3470,
            5052
        ],
        [
            10.794574,
            21.127907,
            10.794574,
            10.794574,
            21.127907,
            10.794574
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332868,
            -228208,
            -31304,
            -355605,
            -606446,
            -326791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942251192,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "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)