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Trade: DYDX/USDT/240/HILO/EMA/5022

Strategy
DYDX/USDT/240/HILO/EMA/5022
Pair
DYDX_USDT
Interval
4h
Score
353527
Daily Profit
0.170443
Profit Factor
1.299385
Profitability
59.259259
Streak
36.400213
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-28 00:36
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 251687.418 83624.7895 168062.6285 25437.7625 -51406.1918 76843.9543
Total P&L (%) 251.6874 83.6248 168.0626 25.4378 -51.4062 76.844
Avg Daily Profit (%) 0.1704 0.0566 0.1138 0.0153 -0.0489 0.0386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122750 -163390 -55384 -325226 -252754 -141617
Profit Factor 1.2994 1.1556 1.554 1.0194 0.9338 1.1428
Total Trades 243 121 122 243 121 122
Winning Trades 144 66 78 144 66 78
Losing Trades 99 55 44 99 55 44
Profitability (%) 59.2593 54.5455 63.9344 59.2593 54.5455 63.9344
Ratio Avg Win / Avg Loss 0.8933 0.963 0.8766 0.7008 0.7781 0.6447
Largest Winning Trade 78087 78087 28286 57971 57971 31649
Largest Losing Trade -60961 -60961 -48247 -141617 -119305 -141617
Avg Bars in Trades 36 46 25 36 46 25
Avg Bars in Winners 25 29 21 25 29 21
Avg Bars in Losers 51 67 32 51 67 32
Bars Traded 8762 5632 3130 8762 5632 3130
Profit Streak 36.4002 37.4002 36.4002 36.4002 37.4002 36.4002
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353527 -166503 -37796 -372719 -578987 -203117
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": 1632456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008978420,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "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": [
        [
            251687.4179988247,
            83624.789455407,
            168062.6285434172,
            25437.7625201602,
            -51406.1918018374,
            76843.9543219975
        ],
        [
            251.687418,
            83.624789,
            168.062629,
            25.437763,
            -51.406192,
            76.843954
        ],
        [
            0.170443,
            0.056631,
            0.113812,
            0.015349,
            -0.04886,
            0.038614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122750,
            -163390,
            -55384,
            -325226,
            -252754,
            -141617
        ],
        [
            1.299385,
            1.155635,
            1.553994,
            1.019358,
            0.933757,
            1.142824
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            144,
            66,
            78,
            144,
            66,
            78
        ],
        [
            99,
            55,
            44,
            99,
            55,
            44
        ],
        [
            59.259259,
            54.545455,
            63.934426,
            59.259259,
            54.545455,
            63.934426
        ],
        [
            0.893327,
            0.963029,
            0.876612,
            0.700809,
            0.778131,
            0.64467
        ],
        [
            78087,
            78087,
            28286,
            57971,
            57971,
            31649
        ],
        [
            -60961,
            -60961,
            -48247,
            -141617,
            -119305,
            -141617
        ],
        [
            36,
            46,
            25,
            36,
            46,
            25
        ],
        [
            25,
            29,
            21,
            25,
            29,
            21
        ],
        [
            51,
            67,
            32,
            51,
            67,
            32
        ],
        [
            8762,
            5632,
            3130,
            8762,
            5632,
            3130
        ],
        [
            36.400213,
            37.400213,
            36.400213,
            36.400213,
            37.400213,
            36.400213
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353527,
            -166503,
            -37796,
            -372719,
            -578987,
            -203117
        ]
    ]
}
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": 1632456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008978420,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "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)