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Trade: DYDX/USDT/720/MIDPOINT/LINREG/6753

Strategy
DYDX/USDT/720/MIDPOINT/LINREG/6753
Pair
DYDX_USDT
Interval
12h
Score
343720
Daily Profit
0.199411
Profit Factor
1.504889
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1484.500000
Evaluation Time
2025-10-02 15:36
Expiration Time
2025-11-15 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296025.1322 92777.2662 203247.866 187147.1255 88712.9038 98434.2218
Total P&L (%) 296.0251 92.7773 203.2479 187.1471 88.7129 98.4342
Avg Daily Profit (%) 0.1994 0.0625 0.1369 0.0711 0.0428 0.0462
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127923 -65313 -101257 -687439 -396385 -413667
Profit Factor 1.5049 1.2888 1.7668 1.0865 1.0788 1.0948
Total Trades 108 54 54 108 54 54
Winning Trades 51 22 29 51 22 29
Losing Trades 57 32 25 57 32 25
Profitability (%) 47.2222 40.7407 53.7037 47.2222 40.7407 53.7037
Ratio Avg Win / Avg Loss 1.6819 1.8746 1.5231 1.2143 1.5692 0.9438
Largest Winning Trade 90771 90771 70247 406145 406145 188252
Largest Losing Trade -37588 -29739 -37588 -170749 -118948 -170749
Avg Bars in Trades 26 20 33 26 20 33
Avg Bars in Winners 35 21 45 35 21 45
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 2882 1083 1799 2882 1083 1799
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 343720 -291728 -186480 -223933 -451840 -428729
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2969,
    "evaluation_days": 1484.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632916800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759408599093,
    "expiration_time": 1763211024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "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": [
        [
            296025.1321608025,
            92777.2661847273,
            203247.8659760752,
            187147.1255237822,
            88712.903750922,
            98434.2217728602
        ],
        [
            296.025132,
            92.777266,
            203.247866,
            187.147126,
            88.712904,
            98.434222
        ],
        [
            0.199411,
            0.062497,
            0.136913,
            0.071081,
            0.042788,
            0.046174
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127923,
            -65313,
            -101257,
            -687439,
            -396385,
            -413667
        ],
        [
            1.504889,
            1.288795,
            1.766798,
            1.086492,
            1.078827,
            1.094801
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            47.222222,
            40.740741,
            53.703704,
            47.222222,
            40.740741,
            53.703704
        ],
        [
            1.681935,
            1.874611,
            1.523102,
            1.214315,
            1.569203,
            0.943794
        ],
        [
            90771,
            90771,
            70247,
            406145,
            406145,
            188252
        ],
        [
            -37588,
            -29739,
            -37588,
            -170749,
            -118948,
            -170749
        ],
        [
            26,
            20,
            33,
            26,
            20,
            33
        ],
        [
            35,
            21,
            45,
            35,
            21,
            45
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            2882,
            1083,
            1799,
            2882,
            1083,
            1799
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343720,
            -291728,
            -186480,
            -223933,
            -451840,
            -428729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2969,
    "evaluation_days": 1484.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632916800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759408599093,
    "expiration_time": 1763211024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "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)