← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/480/SSF/ALMA/2257

Strategy
DYDX/USDT/480/SSF/ALMA/2257
Pair
DYDX_USDT
Interval
8h
Score
489768
Daily Profit
0.349710
Profit Factor
1.567545
Profitability
61.718750
Streak
10.435926
Best Strategy
Training Data Length
1479.330000
Evaluation Time
2025-09-27 05:27
Expiration Time
2025-11-10 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517336.1451 220811.1953 296524.9498 424246.8157 585514.5785 -161267.7628
Total P&L (%) 517.3361 220.8112 296.525 424.2468 585.5146 -161.2678
Avg Daily Profit (%) 0.3497 0.1493 0.2004 0.1121 0.1302 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86954 -86642 -94883 -1088892 -344761 -1175270
Profit Factor 1.5675 1.4801 1.6566 1.1128 1.3831 0.9277
Total Trades 256 128 128 256 128 128
Winning Trades 158 73 85 158 73 85
Losing Trades 98 55 43 98 55 43
Profitability (%) 61.7188 57.0313 66.4063 61.7188 57.0313 66.4063
Ratio Avg Win / Avg Loss 0.9723 1.1151 0.8381 0.6902 1.042 0.4693
Largest Winning Trade 84217 84217 35378 370642 370642 162121
Largest Losing Trade -84732 -51908 -84732 -1019428 -199007 -1019428
Avg Bars in Trades 17 17 16 17 17 16
Avg Bars in Winners 12 13 11 12 13 11
Avg Bars in Losers 24 23 25 24 23 25
Bars Traded 4405 2288 2117 4405 2288 2117
Profit Streak 10.4359 26.1026 10.4359 10.4359 26.1026 10.4359
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489768 338043 389808 -137245 -16189 -577934
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4438,
    "evaluation_days": 1479.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631750400000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940063994,
    "expiration_time": 1762765632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 22,
            "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": [
        [
            517336.1451027901,
            220811.1953327737,
            296524.9497700162,
            424246.8157047109,
            585514.5784735618,
            -161267.7627688511
        ],
        [
            517.336145,
            220.811195,
            296.52495,
            424.246816,
            585.514578,
            -161.267763
        ],
        [
            0.34971,
            0.149264,
            0.200445,
            0.112059,
            0.130211,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86954,
            -86642,
            -94883,
            -1088892,
            -344761,
            -1175270
        ],
        [
            1.567545,
            1.480069,
            1.656644,
            1.112825,
            1.383077,
            0.92774
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            158,
            73,
            85,
            158,
            73,
            85
        ],
        [
            98,
            55,
            43,
            98,
            55,
            43
        ],
        [
            61.71875,
            57.03125,
            66.40625,
            61.71875,
            57.03125,
            66.40625
        ],
        [
            0.972275,
            1.115121,
            0.838067,
            0.690233,
            1.042044,
            0.469327
        ],
        [
            84217,
            84217,
            35378,
            370642,
            370642,
            162121
        ],
        [
            -84732,
            -51908,
            -84732,
            -1019428,
            -199007,
            -1019428
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            4405,
            2288,
            2117,
            4405,
            2288,
            2117
        ],
        [
            10.435926,
            26.102592,
            10.435926,
            10.435926,
            26.102593,
            10.435926
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489768,
            338043,
            389808,
            -137245,
            -16189,
            -577934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4438,
    "evaluation_days": 1479.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631750400000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940063994,
    "expiration_time": 1762765632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 22,
            "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)