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Trade: DYDX/USDT/240/MIDPOINT/ZLMA/1830

Strategy
DYDX/USDT/240/MIDPOINT/ZLMA/1830
Pair
DYDX_USDT
Interval
4h
Score
493749
Daily Profit
0.295622
Profit Factor
1.490267
Profitability
59.756098
Streak
17.136136
Best Strategy
Training Data Length
1488.330000
Evaluation Time
2025-10-06 10:16
Expiration Time
2025-11-19 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439982.8965 165786.0145 274196.8821 855730.0363 68596.0954 787133.9409
Total P&L (%) 439.9829 165.786 274.1969 855.73 68.5961 787.1339
Avg Daily Profit (%) 0.2956 0.1114 0.1842 0.1518 0.0351 0.1468
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106880 -85120 -72693 -982194 -824359 -604305
Profit Factor 1.4903 1.3828 1.5904 1.1618 1.0266 1.2906
Total Trades 246 123 123 246 123 123
Winning Trades 147 72 75 147 72 75
Losing Trades 99 51 48 99 51 48
Profitability (%) 59.7561 58.5366 60.9756 59.7561 58.5366 60.9756
Ratio Avg Win / Avg Loss 1.0036 0.9795 1.0179 0.7824 0.7272 0.826
Largest Winning Trade 42952 40507 42952 280888 185539 280888
Largest Losing Trade -52765 -31779 -52765 -469026 -381209 -469026
Avg Bars in Trades 34 26 42 34 26 42
Avg Bars in Winners 30 21 38 30 21 38
Avg Bars in Losers 41 34 49 41 34 49
Bars Traded 8571 3294 5277 8571 3294 5277
Profit Streak 17.1361 27.8028 17.1361 17.1361 27.8028 17.1361
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493749 -42739 399966 -32593 -336441 123438
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8930,
    "evaluation_days": 1488.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633334400000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759734962195,
    "expiration_time": 1763580960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "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": [
        [
            439982.8965189401,
            165786.0144504866,
            274196.8820684532,
            855730.0363088254,
            68596.0954044614,
            787133.9409043645
        ],
        [
            439.982897,
            165.786014,
            274.196882,
            855.730036,
            68.596095,
            787.133941
        ],
        [
            0.295622,
            0.111391,
            0.184231,
            0.151782,
            0.035102,
            0.14677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106880,
            -85120,
            -72693,
            -982194,
            -824359,
            -604305
        ],
        [
            1.490267,
            1.382843,
            1.590438,
            1.161768,
            1.026571,
            1.29064
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            147,
            72,
            75,
            147,
            72,
            75
        ],
        [
            99,
            51,
            48,
            99,
            51,
            48
        ],
        [
            59.756098,
            58.536585,
            60.97561,
            59.756098,
            58.536585,
            60.97561
        ],
        [
            1.003649,
            0.979514,
            1.01788,
            0.782415,
            0.727155,
            0.82601
        ],
        [
            42952,
            40507,
            42952,
            280888,
            185539,
            280888
        ],
        [
            -52765,
            -31779,
            -52765,
            -469026,
            -381209,
            -469026
        ],
        [
            34,
            26,
            42,
            34,
            26,
            42
        ],
        [
            30,
            21,
            38,
            30,
            21,
            38
        ],
        [
            41,
            34,
            49,
            41,
            34,
            49
        ],
        [
            8571,
            3294,
            5277,
            8571,
            3294,
            5277
        ],
        [
            17.136136,
            27.802803,
            17.136136,
            17.136136,
            27.802803,
            17.136136
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493749,
            -42739,
            399966,
            -32593,
            -336441,
            123438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8930,
    "evaluation_days": 1488.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633334400000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759734962195,
    "expiration_time": 1763580960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "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)