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Trade: DYDX/USDT/120/BBU/HMA/7832

Strategy
DYDX/USDT/120/BBU/HMA/7832
Pair
DYDX_USDT
Interval
2h
Score
347253
Daily Profit
0.159788
Profit Factor
1.481389
Profitability
63.736264
Streak
26.402155
Best Strategy
Training Data Length
1485.750000
Evaluation Time
2025-10-03 22:39
Expiration Time
2025-11-26 07:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 237404.9432 39672.9625 197731.9807 -168037.1412 184927.0874 -352964.2287
Total P&L (%) 237.4049 39.673 197.732 -168.0371 184.9271 -352.9642
Avg Daily Profit (%) 0.1598 0.0267 0.1331 0 0.0705 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117585 -65049 -136004 -1242079 -121198 -1306052
Profit Factor 1.4814 1.2688 1.5722 0.9259 1.5265 0.8158
Total Trades 91 46 45 91 46 45
Winning Trades 58 26 32 47 24 23
Losing Trades 33 20 13 44 22 22
Profitability (%) 63.7363 56.5217 71.1111 51.6484 52.1739 51.1111
Ratio Avg Win / Avg Loss 0.8429 0.976 0.6387 0.8668 1.3993 0.7803
Largest Winning Trade 56972 21985 56972 297029 97822 297029
Largest Losing Trade -109857 -37047 -109857 -1149536 -106628 -1149536
Avg Bars in Trades 187 33 345 187 33 345
Avg Bars in Winners 155 28 258 189 32 352
Avg Bars in Losers 245 41 559 186 35 337
Bars Traded 17105 1562 15542 17105 1562 15542
Profit Streak 26.4022 227.4022 0 0 0 99.1522
Trades During Streak 1 5 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347253 -158905 -12475 -580321 -96984 -580007
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17829,
    "evaluation_days": 1485.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632916800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759520346220,
    "expiration_time": 1764135676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 132,
            "offset": 0,
            "std": 4.05181
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "offset": 182
        }
    }
}
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": [
        [
            237404.9431768231,
            39672.9625088226,
            197731.9806680006,
            -168037.1412460731,
            184927.0874078574,
            -352964.2286539305
        ],
        [
            237.404943,
            39.672963,
            197.731981,
            -168.037141,
            184.927087,
            -352.964229
        ],
        [
            0.159788,
            0.026702,
            0.133086,
            0,
            0.070499,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117585,
            -65049,
            -136004,
            -1242079,
            -121198,
            -1306052
        ],
        [
            1.481389,
            1.268814,
            1.572173,
            0.925893,
            1.526477,
            0.815803
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            58,
            26,
            32,
            47,
            24,
            23
        ],
        [
            33,
            20,
            13,
            44,
            22,
            22
        ],
        [
            63.736264,
            56.521739,
            71.111111,
            51.648352,
            52.173913,
            51.111111
        ],
        [
            0.842859,
            0.976011,
            0.638695,
            0.866793,
            1.399271,
            0.780334
        ],
        [
            56972,
            21985,
            56972,
            297029,
            97822,
            297029
        ],
        [
            -109857,
            -37047,
            -109857,
            -1149536,
            -106628,
            -1149536
        ],
        [
            187,
            33,
            345,
            187,
            33,
            345
        ],
        [
            155,
            28,
            258,
            189,
            32,
            352
        ],
        [
            245,
            41,
            559,
            186,
            35,
            337
        ],
        [
            17105,
            1562,
            15542,
            17105,
            1562,
            15542
        ],
        [
            26.402155,
            227.402155,
            0,
            0,
            0,
            99.152155
        ],
        [
            1,
            5,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347253,
            -158905,
            -12475,
            -580321,
            -96984,
            -580007
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17829,
    "evaluation_days": 1485.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632916800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759520346220,
    "expiration_time": 1764135676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 132,
            "offset": 0,
            "std": 4.05181
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "offset": 182
        }
    }
}

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)