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Trade: DYDX/USDT/120/MIDPOINT/LINREG/9436

Strategy
DYDX/USDT/120/MIDPOINT/LINREG/9436
Pair
DYDX_USDT
Interval
2h
Score
317900
Daily Profit
0.153801
Profit Factor
1.223248
Profitability
52.922078
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-27 23:36
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227099.9246 65433.3276 161666.597 40389.7383 8794.5485 31595.1897
Total P&L (%) 227.0999 65.4333 161.6666 40.3897 8.7945 31.5952
Avg Daily Profit (%) 0.1538 0.0443 0.1095 0.023 0.0057 0.0186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147308 -92062 -129469 -231636 -95247 -207895
Profit Factor 1.2232 1.128 1.3194 1.0491 1.0242 1.0688
Total Trades 308 154 154 308 154 154
Winning Trades 163 76 87 163 76 87
Losing Trades 145 78 67 145 78 67
Profitability (%) 52.9221 49.3506 56.4935 52.9221 49.3506 56.4935
Ratio Avg Win / Avg Loss 1.0882 1.1577 1.0161 0.9333 1.0512 0.8231
Largest Winning Trade 50057 50057 49528 73743 40752 73743
Largest Losing Trade -47313 -26582 -47313 -120049 -35536 -120049
Avg Bars in Trades 56 47 66 56 47 66
Avg Bars in Winners 63 48 77 63 48 77
Avg Bars in Losers 48 47 51 48 47 51
Bars Traded 17529 7364 10165 17529 7364 10165
Profit Streak 0 0 48.7753 0 0 48.7753
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317900 -213735 -44538 -330523 -544865 -315369
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632211200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005387303,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 148,
            "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": [
        [
            227099.9245889599,
            65433.3276349269,
            161666.5969540329,
            40389.7382500163,
            8794.5485011624,
            31595.189748854
        ],
        [
            227.099925,
            65.433328,
            161.666597,
            40.389738,
            8.794549,
            31.59519
        ],
        [
            0.153801,
            0.044314,
            0.109487,
            0.022978,
            0.005709,
            0.018596
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147308,
            -92062,
            -129469,
            -231636,
            -95247,
            -207895
        ],
        [
            1.223248,
            1.128017,
            1.319423,
            1.049125,
            1.024214,
            1.068839
        ],
        [
            308,
            154,
            154,
            308,
            154,
            154
        ],
        [
            163,
            76,
            87,
            163,
            76,
            87
        ],
        [
            145,
            78,
            67,
            145,
            78,
            67
        ],
        [
            52.922078,
            49.350649,
            56.493506,
            52.922078,
            49.350649,
            56.493506
        ],
        [
            1.088166,
            1.157701,
            1.016107,
            0.933271,
            1.051167,
            0.823129
        ],
        [
            50057,
            50057,
            49528,
            73743,
            40752,
            73743
        ],
        [
            -47313,
            -26582,
            -47313,
            -120049,
            -35536,
            -120049
        ],
        [
            56,
            47,
            66,
            56,
            47,
            66
        ],
        [
            63,
            48,
            77,
            63,
            48,
            77
        ],
        [
            48,
            47,
            51,
            48,
            47,
            51
        ],
        [
            17529,
            7364,
            10165,
            17529,
            7364,
            10165
        ],
        [
            0,
            0,
            48.775316,
            0,
            0,
            48.775316
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317900,
            -213735,
            -44538,
            -330523,
            -544865,
            -315369
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632211200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005387303,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 148,
            "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)