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Trade: DYDX/USDT/480/HILO/BBM/8477

Strategy
DYDX/USDT/480/HILO/BBM/8477
Pair
DYDX_USDT
Interval
8h
Score
465413
Daily Profit
0.359959
Profit Factor
1.540609
Profitability
47.094801
Streak
0.000000
Best Strategy
Training Data Length
1485.330000
Evaluation Time
2025-10-03 07:47
Expiration Time
2025-11-16 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 534658.1285 226886.0468 307772.0817 2631108.1444 1421439.8707 1209668.2737
Total P&L (%) 534.6581 226.886 307.7721 2631.1081 1421.4399 1209.6683
Avg Daily Profit (%) 0.36 0.1528 0.2072 0.2229 0.1834 0.1733
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138077 -111564 -46688 -2040395 -1493336 -937656
Profit Factor 1.5406 1.4065 1.7144 1.269 1.2743 1.2631
Total Trades 327 163 164 327 163 164
Winning Trades 154 67 87 154 67 87
Losing Trades 173 96 77 173 96 77
Profitability (%) 47.0948 41.1043 53.0488 47.0948 41.1043 53.0488
Ratio Avg Win / Avg Loss 1.7307 2.0153 1.5173 1.4256 1.8259 1.1179
Largest Winning Trade 115416 115416 47356 604479 604479 286338
Largest Losing Trade -25502 -23969 -25502 -323933 -202272 -323933
Avg Bars in Trades 13 19 7 13 19 7
Avg Bars in Winners 16 26 8 16 26 8
Avg Bars in Losers 10 14 5 10 14 5
Bars Traded 4417 3196 1220 4417 3196 1220
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465413 222468 428699 323499 217834 311213
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 1485.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631779200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466833804,
    "expiration_time": 1763299584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 178,
            "offset": 0,
            "std": 2.75934
        }
    }
}
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": [
        [
            534658.1285359977,
            226886.0468172964,
            307772.0817187012,
            2631108.144405856,
            1421439.8707295512,
            1209668.2736763034
        ],
        [
            534.658129,
            226.886047,
            307.772082,
            2631.108144,
            1421.439871,
            1209.668274
        ],
        [
            0.359959,
            0.152751,
            0.207208,
            0.222912,
            0.183443,
            0.173334
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138077,
            -111564,
            -46688,
            -2040395,
            -1493336,
            -937656
        ],
        [
            1.540609,
            1.406488,
            1.71437,
            1.269043,
            1.274315,
            1.263101
        ],
        [
            327,
            163,
            164,
            327,
            163,
            164
        ],
        [
            154,
            67,
            87,
            154,
            67,
            87
        ],
        [
            173,
            96,
            77,
            173,
            96,
            77
        ],
        [
            47.094801,
            41.104294,
            53.04878,
            47.094801,
            41.104294,
            53.04878
        ],
        [
            1.730685,
            2.015267,
            1.517316,
            1.425613,
            1.825885,
            1.117917
        ],
        [
            115416,
            115416,
            47356,
            604479,
            604479,
            286338
        ],
        [
            -25502,
            -23969,
            -25502,
            -323933,
            -202272,
            -323933
        ],
        [
            13,
            19,
            7,
            13,
            19,
            7
        ],
        [
            16,
            26,
            8,
            16,
            26,
            8
        ],
        [
            10,
            14,
            5,
            10,
            14,
            5
        ],
        [
            4417,
            3196,
            1220,
            4417,
            3196,
            1220
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465413,
            222468,
            428699,
            323499,
            217834,
            311213
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 1485.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631779200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466833804,
    "expiration_time": 1763299584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 178,
            "offset": 0,
            "std": 2.75934
        }
    }
}

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)