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Trade: DYDX/USDT/240/ZLMA/LINREG/2218

Strategy
DYDX/USDT/240/ZLMA/LINREG/2218
Pair
DYDX_USDT
Interval
4h
Score
306547
Daily Profit
0.186974
Profit Factor
1.380550
Profitability
63.793103
Streak
0.000000
Best Strategy
Training Data Length
1490.000000
Evaluation Time
2025-10-08 04:02
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 278590.6268 107027.8737 171562.7531 -370084.3864 -253551.6105 -116532.7759
Total P&L (%) 278.5906 107.0279 171.5628 -370.0844 -253.5516 -116.5328
Avg Daily Profit (%) 0.187 0.0718 0.1151 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177608 -106694 -155546 -1460123 -448602 -1192135
Profit Factor 1.3806 1.3201 1.4313 0.878 0.7944 0.9353
Total Trades 116 58 58 116 58 58
Winning Trades 74 32 42 47 24 23
Losing Trades 42 26 16 69 34 35
Profitability (%) 63.7931 55.1724 72.4138 40.5172 41.3793 39.6552
Ratio Avg Win / Avg Loss 0.7836 1.0726 0.5453 1.289 1.1253 1.4232
Largest Winning Trade 75257 75257 36767 818736 201927 818736
Largest Losing Trade -155546 -41531 -155546 -637019 -116237 -637019
Avg Bars in Trades 74 67 80 74 67 80
Avg Bars in Winners 57 48 63 72 69 75
Avg Bars in Losers 103 89 125 75 65 84
Bars Traded 8591 3901 4690 8591 3901 4690
Profit Streak 0 0 0 46.7103 59.7103 46.7103
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306547 -276209 -217212 -581072 -761541 -762908
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633924800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759885367297,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 194,
            "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": [
        [
            278590.6267840327,
            107027.8736676395,
            171562.7531163931,
            -370084.3863550292,
            -253551.6104978186,
            -116532.7758572107
        ],
        [
            278.590627,
            107.027874,
            171.562753,
            -370.084386,
            -253.55161,
            -116.532776
        ],
        [
            0.186974,
            0.071831,
            0.115143,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177608,
            -106694,
            -155546,
            -1460123,
            -448602,
            -1192135
        ],
        [
            1.38055,
            1.320138,
            1.431326,
            0.877983,
            0.794356,
            0.935263
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            74,
            32,
            42,
            47,
            24,
            23
        ],
        [
            42,
            26,
            16,
            69,
            34,
            35
        ],
        [
            63.793103,
            55.172414,
            72.413793,
            40.517241,
            41.37931,
            39.655172
        ],
        [
            0.783555,
            1.072612,
            0.545267,
            1.288954,
            1.125337,
            1.423226
        ],
        [
            75257,
            75257,
            36767,
            818736,
            201927,
            818736
        ],
        [
            -155546,
            -41531,
            -155546,
            -637019,
            -116237,
            -637019
        ],
        [
            74,
            67,
            80,
            74,
            67,
            80
        ],
        [
            57,
            48,
            63,
            72,
            69,
            75
        ],
        [
            103,
            89,
            125,
            75,
            65,
            84
        ],
        [
            8591,
            3901,
            4690,
            8591,
            3901,
            4690
        ],
        [
            0,
            0,
            0,
            46.71027,
            59.71027,
            46.71027
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306547,
            -276209,
            -217212,
            -581072,
            -761541,
            -762908
        ]
    ]
}
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": 1633924800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759885367297,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 194,
            "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)