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Trade: DYDX/USDT/480/DCM/EMA/9158

Strategy
DYDX/USDT/480/DCM/EMA/9158
Pair
DYDX_USDT
Interval
8h
Score
413634
Daily Profit
0.203678
Profit Factor
1.598365
Profitability
55.681818
Streak
123.885679
Best Strategy
Training Data Length
1478.330000
Evaluation Time
2025-09-26 08:15
Expiration Time
2025-11-09 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301103.3388 98544.9476 202558.3912 201290.6168 228910.2819 -27619.6651
Total P&L (%) 301.1033 98.5449 202.5584 201.2906 228.9103 -27.6197
Avg Daily Profit (%) 0.2037 0.0667 0.137 0.0746 0.0806 -0.0219
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107908 -77249 -84611 -482025 -215624 -494282
Profit Factor 1.5984 1.4681 1.692 1.1281 1.4074 0.9727
Total Trades 88 44 44 88 44 44
Winning Trades 49 25 24 49 25 24
Losing Trades 39 19 20 39 19 20
Profitability (%) 55.6818 56.8182 54.5455 55.6818 56.8182 54.5455
Ratio Avg Win / Avg Loss 1.2722 1.1158 1.41 0.8979 1.0697 0.8105
Largest Winning Trade 69237 29987 69237 123520 110541 123520
Largest Losing Trade -60092 -31994 -60092 -348510 -106634 -348510
Avg Bars in Trades 46 28 65 46 28 65
Avg Bars in Winners 52 26 79 52 26 79
Avg Bars in Losers 39 31 48 39 31 48
Bars Traded 4135 1256 2879 4135 1256 2879
Profit Streak 123.8857 123.8857 126.8857 123.8857 123.8857 126.8857
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413634 -101029 -6806 -172684 -82853 -579563

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4435,
    "evaluation_days": 1478.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758863722664,
    "expiration_time": 1762676640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 97,
            "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": [
        [
            301103.3387859356,
            98544.9475769311,
            202558.3912090042,
            201290.6168214257,
            228910.2819176471,
            -27619.6650962216
        ],
        [
            301.103339,
            98.544948,
            202.558391,
            201.290617,
            228.910282,
            -27.619665
        ],
        [
            0.203678,
            0.06666,
            0.137018,
            0.074633,
            0.08057,
            -0.021863
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107908,
            -77249,
            -84611,
            -482025,
            -215624,
            -494282
        ],
        [
            1.598365,
            1.468139,
            1.692019,
            1.128068,
            1.407436,
            0.972652
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            55.681818,
            56.818182,
            54.545455,
            55.681818,
            56.818182,
            54.545455
        ],
        [
            1.272168,
            1.115786,
            1.410016,
            0.89785,
            1.069651,
            0.810543
        ],
        [
            69237,
            29987,
            69237,
            123520,
            110541,
            123520
        ],
        [
            -60092,
            -31994,
            -60092,
            -348510,
            -106634,
            -348510
        ],
        [
            46,
            28,
            65,
            46,
            28,
            65
        ],
        [
            52,
            26,
            79,
            52,
            26,
            79
        ],
        [
            39,
            31,
            48,
            39,
            31,
            48
        ],
        [
            4135,
            1256,
            2879,
            4135,
            1256,
            2879
        ],
        [
            123.885679,
            123.885679,
            126.885679,
            123.885679,
            123.885679,
            126.885679
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413634,
            -101029,
            -6806,
            -172684,
            -82853,
            -579563
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4435,
    "evaluation_days": 1478.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758863722664,
    "expiration_time": 1762676640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 97,
            "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)