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Trade: DYDX/USDT/30/SSF/ALMA/2031

Strategy
DYDX/USDT/30/SSF/ALMA/2031
Pair
DYDX_USDT
Interval
30m
Score
481160
Daily Profit
0.379204
Profit Factor
1.601047
Profitability
61.403509
Streak
12.850691
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 00:25
Expiration Time
2025-12-12 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 197500.8144 69031.1672 128469.6472 289143.5304 128772.0243 160371.5061
Total P&L (%) 197.5008 69.0312 128.4696 289.1435 128.772 160.3715
Avg Daily Profit (%) 0.3792 0.1325 0.2467 0.2612 0.159 0.1839
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52156 -56809 -33776 -158752 -62214 -127430
Profit Factor 1.601 1.3827 1.8668 1.4659 1.4455 1.4836
Total Trades 114 57 57 114 57 57
Winning Trades 70 34 36 70 34 36
Losing Trades 44 23 21 44 23 21
Profitability (%) 61.4035 59.6491 63.1579 61.4035 59.6491 63.1579
Ratio Avg Win / Avg Loss 1.0064 0.9353 1.089 0.9214 0.9778 0.8655
Largest Winning Trade 35470 29150 35470 46847 37678 46847
Largest Losing Trade -33776 -28293 -33776 -127430 -39972 -127430
Avg Bars in Trades 214 220 208 214 220 208
Avg Bars in Winners 151 145 155 151 145 155
Avg Bars in Losers 316 331 299 316 331 299
Bars Traded 24489 12586 11903 24489 12586 11903
Profit Streak 12.8507 21.3715 12.8507 12.8507 21.3715 12.8507
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481160 -196049 -167855 355274 -172245 -171284
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714095000000,
    "first_datapoint_time": 1714530600000,
    "last_datapoint_time": 1759093200000,
    "evaluation_time": 1759094699752,
    "expiration_time": 1765573200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "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": [
        [
            197500.8143903696,
            69031.1671837143,
            128469.6472066553,
            289143.5304325849,
            128772.0242871124,
            160371.5061454724
        ],
        [
            197.500814,
            69.031167,
            128.469647,
            289.14353,
            128.772024,
            160.371506
        ],
        [
            0.379204,
            0.132541,
            0.246663,
            0.261228,
            0.159018,
            0.183902
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52156,
            -56809,
            -33776,
            -158752,
            -62214,
            -127430
        ],
        [
            1.601047,
            1.382677,
            1.866841,
            1.465852,
            1.445457,
            1.483631
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            61.403509,
            59.649123,
            63.157895,
            61.403509,
            59.649123,
            63.157895
        ],
        [
            1.006373,
            0.93534,
            1.088991,
            0.921392,
            0.977809,
            0.865452
        ],
        [
            35470,
            29150,
            35470,
            46847,
            37678,
            46847
        ],
        [
            -33776,
            -28293,
            -33776,
            -127430,
            -39972,
            -127430
        ],
        [
            214,
            220,
            208,
            214,
            220,
            208
        ],
        [
            151,
            145,
            155,
            151,
            145,
            155
        ],
        [
            316,
            331,
            299,
            316,
            331,
            299
        ],
        [
            24489,
            12586,
            11903,
            24489,
            12586,
            11903
        ],
        [
            12.850691,
            21.371525,
            12.850691,
            12.850692,
            21.371525,
            12.850692
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481160,
            -196049,
            -167855,
            355274,
            -172245,
            -171284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714095000000,
    "first_datapoint_time": 1714530600000,
    "last_datapoint_time": 1759093200000,
    "evaluation_time": 1759094699752,
    "expiration_time": 1765573200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "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)