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Trade: DYDX/USDT/120/LINREG/ALMA/9457

Strategy
DYDX/USDT/120/LINREG/ALMA/9457
Pair
DYDX_USDT
Interval
2h
Score
305604
Daily Profit
0.162589
Profit Factor
1.296937
Profitability
64.848485
Streak
0.000000
Best Strategy
Training Data Length
1486.000000
Evaluation Time
2025-10-04 03:34
Expiration Time
2025-11-26 13:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241607.9002 77586.0756 164021.8246 -85615.9414 -2933.5139 -82682.4275
Total P&L (%) 241.6079 77.5861 164.0218 -85.6159 -2.9335 -82.6824
Avg Daily Profit (%) 0.1626 0.0522 0.1104 -0.1304 -0.002 -0.1179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150264 -172276 -98474 -370401 -186882 -336566
Profit Factor 1.2969 1.1688 1.4633 0.9372 0.9954 0.8861
Total Trades 165 83 82 165 83 82
Winning Trades 107 48 59 107 48 59
Losing Trades 58 35 23 58 35 23
Profitability (%) 64.8485 57.8313 71.9512 64.8485 57.8313 71.9512
Ratio Avg Win / Avg Loss 0.703 0.8522 0.5704 0.508 0.7258 0.3454
Largest Winning Trade 66039 66039 23452 101667 101667 51728
Largest Losing Trade -95060 -53139 -95060 -246825 -102503 -246825
Avg Bars in Trades 106 114 98 106 114 98
Avg Bars in Winners 70 72 68 70 72 68
Avg Bars in Losers 174 173 175 174 173 175
Bars Traded 17639 9530 8109 17639 9530 8109
Profit Streak 0 0 16.4409 0 0 16.4409
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305604 -159032 -46980 -577988 -580094 -581538
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17832,
    "evaluation_days": 1486,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631995200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759538093003,
    "expiration_time": 1764158054400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "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": [
        [
            241607.9002009242,
            77586.0756140859,
            164021.8245868384,
            -85615.941412105,
            -2933.5139244294,
            -82682.4274876756
        ],
        [
            241.6079,
            77.586076,
            164.021825,
            -85.615941,
            -2.933514,
            -82.682427
        ],
        [
            0.162589,
            0.052211,
            0.110378,
            -0.130403,
            -0.002004,
            -0.117928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150264,
            -172276,
            -98474,
            -370401,
            -186882,
            -336566
        ],
        [
            1.296937,
            1.168791,
            1.463326,
            0.937224,
            0.995403,
            0.88606
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            107,
            48,
            59,
            107,
            48,
            59
        ],
        [
            58,
            35,
            23,
            58,
            35,
            23
        ],
        [
            64.848485,
            57.831325,
            71.95122,
            64.848485,
            57.831325,
            71.95122
        ],
        [
            0.703013,
            0.852244,
            0.570449,
            0.508028,
            0.725815,
            0.345413
        ],
        [
            66039,
            66039,
            23452,
            101667,
            101667,
            51728
        ],
        [
            -95060,
            -53139,
            -95060,
            -246825,
            -102503,
            -246825
        ],
        [
            106,
            114,
            98,
            106,
            114,
            98
        ],
        [
            70,
            72,
            68,
            70,
            72,
            68
        ],
        [
            174,
            173,
            175,
            174,
            173,
            175
        ],
        [
            17639,
            9530,
            8109,
            17639,
            9530,
            8109
        ],
        [
            0,
            0,
            16.440891,
            0,
            0,
            16.440891
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305604,
            -159032,
            -46980,
            -577988,
            -580094,
            -581538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17832,
    "evaluation_days": 1486,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631995200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759538093003,
    "expiration_time": 1764158054400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "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)