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Trade: DYDX/USDT/240/MIDPRICE/RMA/1379

Strategy
DYDX/USDT/240/MIDPRICE/RMA/1379
Pair
DYDX_USDT
Interval
4h
Score
416976
Daily Profit
0.211736
Profit Factor
1.527822
Profitability
55.454545
Streak
124.224640
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 12:23
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 312663.5569 108576.7197 204086.8371 151507.0795 277904.0695 -126396.99
Total P&L (%) 312.6636 108.5767 204.0868 151.5071 277.9041 -126.397
Avg Daily Profit (%) 0.2117 0.0735 0.1382 0.0625 0.0901 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147561 -74158 -84280 -737951 -421820 -585336
Profit Factor 1.5278 1.4195 1.6119 1.0676 1.323 0.9085
Total Trades 110 55 55 110 55 55
Winning Trades 61 32 29 61 32 29
Losing Trades 49 23 26 49 23 26
Profitability (%) 55.4545 58.1818 52.7273 55.4545 58.1818 52.7273
Ratio Avg Win / Avg Loss 1.2273 1.0203 1.4451 0.8576 0.9509 0.8145
Largest Winning Trade 95811 95811 64825 213556 209542 213556
Largest Losing Trade -59514 -30479 -59514 -476317 -183469 -476317
Avg Bars in Trades 74 52 97 74 52 97
Avg Bars in Winners 83 54 116 83 54 116
Avg Bars in Losers 64 50 75 64 50 75
Bars Traded 8237 2900 5337 8237 2900 5337
Profit Streak 124.2246 124.2246 126.3913 124.2246 124.2246 126.3913
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416976 -271990 -185333 -254971 -252188 -759520

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": 1634299200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878608872,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 109,
            "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": [
        [
            312663.5568627766,
            108576.7197483907,
            204086.8371143859,
            151507.0794794102,
            277904.0695287075,
            -126396.9900492974
        ],
        [
            312.663557,
            108.57672,
            204.086837,
            151.507079,
            277.90407,
            -126.39699
        ],
        [
            0.211736,
            0.073528,
            0.138207,
            0.062478,
            0.090072,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147561,
            -74158,
            -84280,
            -737951,
            -421820,
            -585336
        ],
        [
            1.527822,
            1.419506,
            1.611872,
            1.067581,
            1.323004,
            0.908507
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            55.454545,
            58.181818,
            52.727273,
            55.454545,
            58.181818,
            52.727273
        ],
        [
            1.227267,
            1.02027,
            1.445126,
            0.857565,
            0.950909,
            0.814523
        ],
        [
            95811,
            95811,
            64825,
            213556,
            209542,
            213556
        ],
        [
            -59514,
            -30479,
            -59514,
            -476317,
            -183469,
            -476317
        ],
        [
            74,
            52,
            97,
            74,
            52,
            97
        ],
        [
            83,
            54,
            116,
            83,
            54,
            116
        ],
        [
            64,
            50,
            75,
            64,
            50,
            75
        ],
        [
            8237,
            2900,
            5337,
            8237,
            2900,
            5337
        ],
        [
            124.22464,
            124.22464,
            126.391306,
            124.22464,
            124.22464,
            126.391306
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416976,
            -271990,
            -185333,
            -254971,
            -252188,
            -759520
        ]
    ]
}
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": 1634299200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878608872,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 109,
            "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)