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Trade: DYDX/USDT/240/MIDPRICE/BBM/9121

Strategy
DYDX/USDT/240/MIDPRICE/BBM/9121
Pair
DYDX_USDT
Interval
4h
Score
480909
Daily Profit
0.307365
Profit Factor
1.453904
Profitability
56.842105
Streak
47.336080
Best Strategy
Training Data Length
1490.000000
Evaluation Time
2025-10-08 03:03
Expiration Time
2025-11-21 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457974.508 184423.2468 273551.2613 1036308.7537 529147.0293 507161.7243
Total P&L (%) 457.9745 184.4232 273.5513 1036.3088 529.147 507.1617
Avg Daily Profit (%) 0.3074 0.1238 0.1836 0.1632 0.1235 0.1211
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161646 -112341 -139744 -449030 -188823 -276092
Profit Factor 1.4539 1.3631 1.5459 1.5794 1.6327 1.5326
Total Trades 285 142 143 285 142 143
Winning Trades 162 79 83 162 79 83
Losing Trades 123 63 60 123 63 60
Profitability (%) 56.8421 55.6338 58.042 56.8421 55.6338 58.042
Ratio Avg Win / Avg Loss 1.1039 1.087 1.1175 1.1992 1.302 1.1079
Largest Winning Trade 47135 47135 36312 301644 301644 170161
Largest Losing Trade -41688 -25926 -41688 -245543 -161999 -245543
Avg Bars in Trades 31 23 38 31 23 38
Avg Bars in Winners 27 20 34 27 20 34
Avg Bars in Losers 35 27 43 35 27 43
Bars Traded 8846 3396 5450 8846 3396 5450
Profit Streak 47.3361 47.3361 52.6694 47.3361 47.3361 52.6694
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480909 -25914 393155 479174 -24336 -27534
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632427200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759881837289,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 2.30145
        }
    }
}
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": [
        [
            457974.5080340633,
            184423.2467721053,
            273551.2612619581,
            1036308.7536857426,
            529147.0293454557,
            507161.7243402872
        ],
        [
            457.974508,
            184.423247,
            273.551261,
            1036.308754,
            529.147029,
            507.161724
        ],
        [
            0.307365,
            0.123774,
            0.183591,
            0.163245,
            0.123512,
            0.121122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161646,
            -112341,
            -139744,
            -449030,
            -188823,
            -276092
        ],
        [
            1.453904,
            1.363118,
            1.545923,
            1.579406,
            1.632692,
            1.532605
        ],
        [
            285,
            142,
            143,
            285,
            142,
            143
        ],
        [
            162,
            79,
            83,
            162,
            79,
            83
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            56.842105,
            55.633803,
            58.041958,
            56.842105,
            55.633803,
            58.041958
        ],
        [
            1.10389,
            1.087043,
            1.117535,
            1.199179,
            1.30202,
            1.107907
        ],
        [
            47135,
            47135,
            36312,
            301644,
            301644,
            170161
        ],
        [
            -41688,
            -25926,
            -41688,
            -245543,
            -161999,
            -245543
        ],
        [
            31,
            23,
            38,
            31,
            23,
            38
        ],
        [
            27,
            20,
            34,
            27,
            20,
            34
        ],
        [
            35,
            27,
            43,
            35,
            27,
            43
        ],
        [
            8846,
            3396,
            5450,
            8846,
            3396,
            5450
        ],
        [
            47.33608,
            47.33608,
            52.669413,
            47.33608,
            47.33608,
            52.669413
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480909,
            -25914,
            393155,
            479174,
            -24336,
            -27534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632427200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759881837289,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 2.30145
        }
    }
}

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)