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Trade: DYDX/USDT/60/BBM/LINREG/7669

Strategy
DYDX/USDT/60/BBM/LINREG/7669
Pair
DYDX_USDT
Interval
1h
Score
370765
Daily Profit
0.154943
Profit Factor
1.230600
Profitability
53.932584
Streak
13.902245
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 22:39
Expiration Time
2025-12-14 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161399.6681 79657.317 81742.3511 -5812.7551 30881.4651 -36694.2201
Total P&L (%) 161.3997 79.6573 81.7424 -5.8128 30.8815 -36.6942
Avg Daily Profit (%) 0.1549 0.0765 0.0785 -0.0057 0.0258 -0.0439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99538 -87434 -100269 -115735 -30375 -115280
Profit Factor 1.2306 1.261 1.2071 0.9843 1.2249 0.843
Total Trades 267 133 134 267 133 134
Winning Trades 144 68 76 144 68 76
Losing Trades 123 65 58 123 65 58
Profitability (%) 53.9326 51.1278 56.7164 53.9326 51.1278 56.7164
Ratio Avg Win / Avg Loss 1.0511 1.2054 0.9212 0.8408 1.1708 0.6434
Largest Winning Trade 30335 27756 30335 27163 27163 16043
Largest Losing Trade -78695 -23977 -78695 -98391 -20919 -98391
Avg Bars in Trades 92 91 92 92 91 92
Avg Bars in Winners 72 80 65 72 80 65
Avg Bars in Losers 114 102 128 114 102 128
Bars Traded 24628 12168 12460 24628 12168 12460
Profit Streak 13.9022 13.9022 13.9439 13.9022 13.9022 13.9439
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370765 -90456 -88579 -577374 -161219 -579029
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669258800000,
    "first_datapoint_time": 1669870800000,
    "last_datapoint_time": 1759258800000,
    "evaluation_time": 1759261153974,
    "expiration_time": 1765738800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 176,
            "offset": 164,
            "std": 4.20465
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 24,
            "offset": 147
        }
    }
}
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": [
        [
            161399.6680512409,
            79657.3169585671,
            81742.3510926738,
            -5812.7550500357,
            30881.465084325,
            -36694.2201343607
        ],
        [
            161.399668,
            79.657317,
            81.742351,
            -5.812755,
            30.881465,
            -36.69422
        ],
        [
            0.154943,
            0.076471,
            0.078472,
            -0.005749,
            0.025839,
            -0.043881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99538,
            -87434,
            -100269,
            -115735,
            -30375,
            -115280
        ],
        [
            1.2306,
            1.261036,
            1.207073,
            0.984335,
            1.224873,
            0.843014
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            144,
            68,
            76,
            144,
            68,
            76
        ],
        [
            123,
            65,
            58,
            123,
            65,
            58
        ],
        [
            53.932584,
            51.12782,
            56.716418,
            53.932584,
            51.12782,
            56.716418
        ],
        [
            1.051138,
            1.205402,
            0.921187,
            0.840786,
            1.170835,
            0.643353
        ],
        [
            30335,
            27756,
            30335,
            27163,
            27163,
            16043
        ],
        [
            -78695,
            -23977,
            -78695,
            -98391,
            -20919,
            -98391
        ],
        [
            92,
            91,
            92,
            92,
            91,
            92
        ],
        [
            72,
            80,
            65,
            72,
            80,
            65
        ],
        [
            114,
            102,
            128,
            114,
            102,
            128
        ],
        [
            24628,
            12168,
            12460,
            24628,
            12168,
            12460
        ],
        [
            13.902245,
            13.902245,
            13.943912,
            13.902245,
            13.902245,
            13.943912
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370765,
            -90456,
            -88579,
            -577374,
            -161219,
            -579029
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669258800000,
    "first_datapoint_time": 1669870800000,
    "last_datapoint_time": 1759258800000,
    "evaluation_time": 1759261153974,
    "expiration_time": 1765738800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 176,
            "offset": 164,
            "std": 4.20465
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 24,
            "offset": 147
        }
    }
}

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)