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Trade: DYDX/USDT/480/BBM/ALMA/6652

Strategy
DYDX/USDT/480/BBM/ALMA/6652
Pair
DYDX_USDT
Interval
8h
Score
609096
Daily Profit
0.228418
Profit Factor
3.441140
Profitability
70.000000
Streak
76.867369
Best Strategy
Training Data Length
1488.670000
Evaluation Time
2025-10-06 15:49
Expiration Time
2025-11-20 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525472.3749 185433.3728 340039.0021 4860436.8217 -29157.5614 4889594.3831
Total P&L (%) 525.4724 185.4334 340.039 4860.4368 -29.1576 4889.5944
Avg Daily Profit (%) 0.353 0.1246 0.2284 0.2626 -0.0232 0.263
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80217 -64066 -44312 -7261362 -3469949 -3799153
Profit Factor 2.6417 2.0258 3.4411 1.4403 0.9954 2.0337
Total Trades 79 39 40 79 39 40
Winning Trades 52 24 28 52 24 28
Losing Trades 27 15 12 27 15 12
Profitability (%) 65.8228 61.5385 70 65.8228 61.5385 70
Ratio Avg Win / Avg Loss 1.3717 1.2661 1.4748 0.7478 0.6221 0.8716
Largest Winning Trade 66556 66556 55431 4305389 1257497 4305389
Largest Losing Trade -32560 -26055 -32560 -2590243 -2012060 -2590243
Avg Bars in Trades 54 42 65 54 42 65
Avg Bars in Winners 56 39 70 56 39 70
Avg Bars in Losers 50 48 52 50 48 52
Bars Traded 4267 1659 2608 4267 1659 2608
Profit Streak 27.2007 0 76.8674 27.2007 0 76.8674
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15134 -22467 609096 -20560 -579261 476952
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4466,
    "evaluation_days": 1488.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759754940732,
    "expiration_time": 1763596224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 2.77034
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 49,
            "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": [
        [
            525472.3749083377,
            185433.3727959679,
            340039.0021123699,
            4860436.8217037665,
            -29157.561354075,
            4889594.383057841
        ],
        [
            525.472375,
            185.433373,
            340.039002,
            4860.436822,
            -29.157561,
            4889.594383
        ],
        [
            0.352981,
            0.124563,
            0.228418,
            0.262597,
            -0.023153,
            0.262992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80217,
            -64066,
            -44312,
            -7261362,
            -3469949,
            -3799153
        ],
        [
            2.641748,
            2.025777,
            3.44114,
            1.440277,
            0.995379,
            2.033668
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            65.822785,
            61.538462,
            70,
            65.822785,
            61.538462,
            70
        ],
        [
            1.371677,
            1.26611,
            1.474774,
            0.747836,
            0.622112,
            0.871572
        ],
        [
            66556,
            66556,
            55431,
            4305389,
            1257497,
            4305389
        ],
        [
            -32560,
            -26055,
            -32560,
            -2590243,
            -2012060,
            -2590243
        ],
        [
            54,
            42,
            65,
            54,
            42,
            65
        ],
        [
            56,
            39,
            70,
            56,
            39,
            70
        ],
        [
            50,
            48,
            52,
            50,
            48,
            52
        ],
        [
            4267,
            1659,
            2608,
            4267,
            1659,
            2608
        ],
        [
            27.200703,
            0,
            76.867369,
            27.200703,
            0,
            76.86737
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15134,
            -22467,
            609096,
            -20560,
            -579261,
            476952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4466,
    "evaluation_days": 1488.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759754940732,
    "expiration_time": 1763596224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 2.77034
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 49,
            "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)