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Trade: DYDX/USDT/720/ALMA/HILO/9636

Strategy
DYDX/USDT/720/ALMA/HILO/9636
Pair
DYDX_USDT
Interval
12h
Score
336150
Daily Profit
0.225205
Profit Factor
1.345878
Profitability
59.514170
Streak
0.000000
Best Strategy
Training Data Length
1486.500000
Evaluation Time
2025-10-04 09:08
Expiration Time
2025-11-17 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334767.7547 125795.606 208972.1487 21791.0819 435128.984 -413337.9021
Total P&L (%) 334.7678 125.7956 208.9721 21.7911 435.129 -413.3379
Avg Daily Profit (%) 0.2252 0.0846 0.1406 0.0133 0.1129 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180434 -141106 -93152 -3688012 -2389113 -1835507
Profit Factor 1.3459 1.2265 1.5067 1.002 1.0847 0.9256
Total Trades 247 124 123 247 124 123
Winning Trades 147 69 78 147 69 78
Losing Trades 100 55 45 100 55 45
Profitability (%) 59.5142 55.6452 63.4146 59.5142 55.6452 63.4146
Ratio Avg Win / Avg Loss 0.9156 0.9776 0.8692 0.6817 0.8646 0.534
Largest Winning Trade 84460 84460 33619 428604 428604 240679
Largest Losing Trade -86639 -31357 -86639 -1504489 -842993 -1504489
Avg Bars in Trades 11 12 11 11 12 11
Avg Bars in Winners 9 10 8 9 10 8
Avg Bars in Losers 15 14 16 15 14 16
Bars Traded 2942 1551 1391 2942 1551 1391
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 336150 -81220 -3896 -397965 -170495 -578988
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2973,
    "evaluation_days": 1486.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558132698,
    "expiration_time": 1763389008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            334767.754720251,
            125795.6059958889,
            208972.1487243623,
            21791.0818986373,
            435128.9839710256,
            -413337.9020723883
        ],
        [
            334.767755,
            125.795606,
            208.972149,
            21.791082,
            435.128984,
            -413.337902
        ],
        [
            0.225205,
            0.084625,
            0.14058,
            0.013263,
            0.112902,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180434,
            -141106,
            -93152,
            -3688012,
            -2389113,
            -1835507
        ],
        [
            1.345878,
            1.226473,
            1.506693,
            1.002038,
            1.084713,
            0.925585
        ],
        [
            247,
            124,
            123,
            247,
            124,
            123
        ],
        [
            147,
            69,
            78,
            147,
            69,
            78
        ],
        [
            100,
            55,
            45,
            100,
            55,
            45
        ],
        [
            59.51417,
            55.645161,
            63.414634,
            59.51417,
            55.645161,
            63.414634
        ],
        [
            0.915563,
            0.977623,
            0.869246,
            0.681659,
            0.864626,
            0.533991
        ],
        [
            84460,
            84460,
            33619,
            428604,
            428604,
            240679
        ],
        [
            -86639,
            -31357,
            -86639,
            -1504489,
            -842993,
            -1504489
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            2942,
            1551,
            1391,
            2942,
            1551,
            1391
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336150,
            -81220,
            -3896,
            -397965,
            -170495,
            -578988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2973,
    "evaluation_days": 1486.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558132698,
    "expiration_time": 1763389008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)