← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/720/DCM/MIDPOINT/8876

Strategy
DYDX/USDT/720/DCM/MIDPOINT/8876
Pair
DYDX_USDT
Interval
12h
Score
395517
Daily Profit
0.248489
Profit Factor
1.553126
Profitability
55.384615
Streak
0.000000
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-29 00:07
Expiration Time
2025-11-12 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368012.314 139674.8026 228337.5114 431226.0997 346957.2775 84268.8221
Total P&L (%) 368.0123 139.6748 228.3375 431.2261 346.9573 84.2688
Avg Daily Profit (%) 0.2485 0.0943 0.1542 0.1128 0.1012 0.0413
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103032 -89622 -97997 -662040 -679748 -772442
Profit Factor 1.5531 1.4455 1.6491 1.1118 1.1927 1.041
Total Trades 130 65 65 130 65 65
Winning Trades 72 37 35 72 37 35
Losing Trades 58 28 30 58 28 30
Profitability (%) 55.3846 56.9231 53.8462 55.3846 56.9231 53.8462
Ratio Avg Win / Avg Loss 1.2511 1.0939 1.4135 0.8956 0.9026 0.8923
Largest Winning Trade 61184 43347 61184 310286 310286 265779
Largest Losing Trade -45603 -42786 -45603 -391766 -391766 -283568
Avg Bars in Trades 21 17 26 21 17 26
Avg Bars in Winners 25 17 32 25 17 32
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 2819 1107 1712 2819 1107 1712
Profit Streak 0 0 80.3804 0 0 80.3804
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395517 -196590 -121104 -140237 -198711 -445207
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633953600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093664405,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "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": [
        [
            368012.3139690902,
            139674.8025504276,
            228337.5114186627,
            431226.0996647382,
            346957.2775489443,
            84268.8221157938
        ],
        [
            368.012314,
            139.674803,
            228.337511,
            431.2261,
            346.957278,
            84.268822
        ],
        [
            0.248489,
            0.094311,
            0.154178,
            0.112826,
            0.101151,
            0.04128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103032,
            -89622,
            -97997,
            -662040,
            -679748,
            -772442
        ],
        [
            1.553126,
            1.445489,
            1.649055,
            1.111825,
            1.19266,
            1.040999
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            55.384615,
            56.923077,
            53.846154,
            55.384615,
            56.923077,
            53.846154
        ],
        [
            1.25113,
            1.093884,
            1.413476,
            0.895637,
            0.902553,
            0.892285
        ],
        [
            61184,
            43347,
            61184,
            310286,
            310286,
            265779
        ],
        [
            -45603,
            -42786,
            -45603,
            -391766,
            -391766,
            -283568
        ],
        [
            21,
            17,
            26,
            21,
            17,
            26
        ],
        [
            25,
            17,
            32,
            25,
            17,
            32
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            2819,
            1107,
            1712,
            2819,
            1107,
            1712
        ],
        [
            0,
            0,
            80.380375,
            0,
            0,
            80.380375
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395517,
            -196590,
            -121104,
            -140237,
            -198711,
            -445207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633953600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093664405,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "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)