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Trade: DYDX/USDT/240/HILO/DCM/7184

Strategy
DYDX/USDT/240/HILO/DCM/7184
Pair
DYDX_USDT
Interval
4h
Score
492770
Daily Profit
0.356191
Profit Factor
1.443669
Profitability
53.804348
Streak
10.201939
Best Strategy
Training Data Length
1484.330000
Evaluation Time
2025-10-02 07:50
Expiration Time
2025-11-15 18:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 528705.0827 225175.5023 303529.5803 1665895.4725 420270.1363 1245625.3362
Total P&L (%) 528.7051 225.1755 303.5296 1665.8955 420.2701 1245.6253
Avg Daily Profit (%) 0.3562 0.1517 0.2045 0.1936 0.1112 0.1753
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142983 -133911 -69544 -2548488 -1872801 -1144209
Profit Factor 1.4437 1.3364 1.5812 1.1382 1.0684 1.2105
Total Trades 368 184 184 368 184 184
Winning Trades 198 86 112 198 86 112
Losing Trades 170 98 72 170 98 72
Profitability (%) 53.8043 46.7391 60.8696 53.8043 46.7391 60.8696
Ratio Avg Win / Avg Loss 1.2395 1.5229 1.0165 0.9772 1.2175 0.7782
Largest Winning Trade 76303 76303 44954 519775 351436 519775
Largest Losing Trade -38579 -28787 -38579 -545915 -545915 -500877
Avg Bars in Trades 23 29 18 23 29 18
Avg Bars in Winners 24 30 19 24 30 19
Avg Bars in Losers 23 29 16 23 29 16
Bars Traded 8792 5451 3341 8792 5451 3341
Profit Streak 10.2019 0 11.0353 10.2019 0 11.0353
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492770 289558 439095 -58874 -190410 303569
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8906,
    "evaluation_days": 1484.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631980800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380647563,
    "expiration_time": 1763224992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "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": [
        [
            528705.0826518558,
            225175.5023180356,
            303529.5803338198,
            1665895.4725355234,
            420270.1363409239,
            1245625.3361946007
        ],
        [
            528.705083,
            225.175502,
            303.52958,
            1665.895473,
            420.270136,
            1245.625336
        ],
        [
            0.356191,
            0.151702,
            0.204489,
            0.193624,
            0.111168,
            0.175279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142983,
            -133911,
            -69544,
            -2548488,
            -1872801,
            -1144209
        ],
        [
            1.443669,
            1.336388,
            1.581169,
            1.138166,
            1.068438,
            1.21054
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            198,
            86,
            112,
            198,
            86,
            112
        ],
        [
            170,
            98,
            72,
            170,
            98,
            72
        ],
        [
            53.804348,
            46.73913,
            60.869565,
            53.804348,
            46.73913,
            60.869565
        ],
        [
            1.239514,
            1.52286,
            1.016466,
            0.977213,
            1.217522,
            0.778204
        ],
        [
            76303,
            76303,
            44954,
            519775,
            351436,
            519775
        ],
        [
            -38579,
            -28787,
            -38579,
            -545915,
            -545915,
            -500877
        ],
        [
            23,
            29,
            18,
            23,
            29,
            18
        ],
        [
            24,
            30,
            19,
            24,
            30,
            19
        ],
        [
            23,
            29,
            16,
            23,
            29,
            16
        ],
        [
            8792,
            5451,
            3341,
            8792,
            5451,
            3341
        ],
        [
            10.201939,
            0,
            11.035273,
            10.201939,
            0,
            11.035273
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492770,
            289558,
            439095,
            -58874,
            -190410,
            303569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8906,
    "evaluation_days": 1484.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631980800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380647563,
    "expiration_time": 1763224992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "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)