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Trade: DYDX/USDT/240/MIDPRICE/T3/9290

Strategy
DYDX/USDT/240/MIDPRICE/T3/9290
Pair
DYDX_USDT
Interval
4h
Score
322792
Daily Profit
0.184296
Profit Factor
1.526129
Profitability
61.111111
Streak
0.000000
Best Strategy
Training Data Length
1487.670000
Evaluation Time
2025-10-05 15:33
Expiration Time
2025-11-19 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274172.3533 75303.6363 198868.717 -291216.2687 44209.0821 -335425.3509
Total P&L (%) 274.1724 75.3036 198.8687 -291.2163 44.2091 -335.4254
Avg Daily Profit (%) 0.1843 0.0506 0.1337 0 0.0246 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117702 -63347 -115248 -1517593 -324432 -1270058
Profit Factor 1.5261 1.3548 1.6438 0.889 1.0546 0.8152
Total Trades 90 45 45 90 45 45
Winning Trades 55 27 28 42 16 26
Losing Trades 35 18 17 48 29 19
Profitability (%) 61.1111 60 62.2222 46.6667 35.5556 57.7778
Ratio Avg Win / Avg Loss 0.9712 0.9032 0.998 1.016 1.9115 0.5957
Largest Winning Trade 55451 47135 55451 207726 183292 207726
Largest Losing Trade -115248 -30145 -115248 -1015097 -116420 -1015097
Avg Bars in Trades 93 52 134 93 52 134
Avg Bars in Winners 84 44 122 110 63 140
Avg Bars in Losers 108 64 154 78 46 127
Bars Traded 8420 2354 6066 8420 2354 6066
Profit Streak 0 0 0 139.023 147.6897 139.023
Trades During Streak 0 0 0 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322792 -125199 -12583 -578752 -325373 -578742
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8926,
    "evaluation_days": 1487.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759667590295,
    "expiration_time": 1763521632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 99,
            "offset": 0,
            "a": 0.60921
        }
    }
}
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": [
        [
            274172.3533472484,
            75303.6363275092,
            198868.7170197392,
            -291216.2687429,
            44209.0821431786,
            -335425.3508860787
        ],
        [
            274.172353,
            75.303636,
            198.868717,
            -291.216269,
            44.209082,
            -335.425351
        ],
        [
            0.184296,
            0.050619,
            0.133678,
            0,
            0.024612,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117702,
            -63347,
            -115248,
            -1517593,
            -324432,
            -1270058
        ],
        [
            1.526129,
            1.354848,
            1.6438,
            0.889041,
            1.054619,
            0.815207
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            55,
            27,
            28,
            42,
            16,
            26
        ],
        [
            35,
            18,
            17,
            48,
            29,
            19
        ],
        [
            61.111111,
            60,
            62.222222,
            46.666667,
            35.555556,
            57.777778
        ],
        [
            0.971173,
            0.903232,
            0.998021,
            1.016047,
            1.911496,
            0.595728
        ],
        [
            55451,
            47135,
            55451,
            207726,
            183292,
            207726
        ],
        [
            -115248,
            -30145,
            -115248,
            -1015097,
            -116420,
            -1015097
        ],
        [
            93,
            52,
            134,
            93,
            52,
            134
        ],
        [
            84,
            44,
            122,
            110,
            63,
            140
        ],
        [
            108,
            64,
            154,
            78,
            46,
            127
        ],
        [
            8420,
            2354,
            6066,
            8420,
            2354,
            6066
        ],
        [
            0,
            0,
            0,
            139.023036,
            147.689702,
            139.023036
        ],
        [
            0,
            0,
            0,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322792,
            -125199,
            -12583,
            -578752,
            -325373,
            -578742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8926,
    "evaluation_days": 1487.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759667590295,
    "expiration_time": 1763521632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 99,
            "offset": 0,
            "a": 0.60921
        }
    }
}

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)