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Trade: DYDX/USDT/120/MIDPOINT/RMA/7060

Strategy
DYDX/USDT/120/MIDPOINT/RMA/7060
Pair
DYDX_USDT
Interval
2h
Score
428308
Daily Profit
0.270901
Profit Factor
1.365481
Profitability
61.095101
Streak
51.899799
Best Strategy
Training Data Length
1481.170000
Evaluation Time
2025-09-29 08:35
Expiration Time
2025-11-21 13:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401249.8646 133542.1207 267707.7439 380939.3443 -40111.6731 421051.0174
Total P&L (%) 401.2499 133.5421 267.7077 380.9393 -40.1117 421.051
Avg Daily Profit (%) 0.2709 0.0902 0.1807 0.1061 -0.0346 0.1115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208776 -128986 -159992 -483044 -397792 -206678
Profit Factor 1.3655 1.2514 1.4724 1.2305 0.956 1.5678
Total Trades 347 174 173 347 174 173
Winning Trades 212 104 108 212 104 108
Losing Trades 135 70 65 135 70 65
Profitability (%) 61.0951 59.7701 62.4277 61.0951 59.7701 62.4277
Ratio Avg Win / Avg Loss 0.8695 0.8423 0.8861 0.7836 0.6434 0.9436
Largest Winning Trade 85840 85840 31714 82462 82462 81805
Largest Losing Trade -58078 -33243 -58078 -166731 -166731 -89994
Avg Bars in Trades 49 48 51 49 48 51
Avg Bars in Winners 41 38 45 41 38 45
Avg Bars in Losers 62 63 62 62 63 62
Bars Traded 17329 8403 8926 17329 8403 8926
Profit Streak 51.8998 83.0665 51.8998 51.8998 83.0665 51.8998
Trades During Streak 7 6 3 7 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428308 -71348 370798 -48504 -577654 -40704
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17774,
    "evaluation_days": 1481.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632088800000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759124142681,
    "expiration_time": 1763725420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "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": [
        [
            401249.8646121139,
            133542.1206934401,
            267707.7439186735,
            380939.3443451991,
            -40111.6730550955,
            421051.0174002947
        ],
        [
            401.249865,
            133.542121,
            267.707744,
            380.939344,
            -40.111673,
            421.051017
        ],
        [
            0.270901,
            0.09016,
            0.180741,
            0.106092,
            -0.034608,
            0.111506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208776,
            -128986,
            -159992,
            -483044,
            -397792,
            -206678
        ],
        [
            1.365481,
            1.251438,
            1.472352,
            1.230529,
            0.955968,
            1.567841
        ],
        [
            347,
            174,
            173,
            347,
            174,
            173
        ],
        [
            212,
            104,
            108,
            212,
            104,
            108
        ],
        [
            135,
            70,
            65,
            135,
            70,
            65
        ],
        [
            61.095101,
            59.770115,
            62.427746,
            61.095101,
            59.770115,
            62.427746
        ],
        [
            0.869528,
            0.842314,
            0.886138,
            0.783592,
            0.64344,
            0.943608
        ],
        [
            85840,
            85840,
            31714,
            82462,
            82462,
            81805
        ],
        [
            -58078,
            -33243,
            -58078,
            -166731,
            -166731,
            -89994
        ],
        [
            49,
            48,
            51,
            49,
            48,
            51
        ],
        [
            41,
            38,
            45,
            41,
            38,
            45
        ],
        [
            62,
            63,
            62,
            62,
            63,
            62
        ],
        [
            17329,
            8403,
            8926,
            17329,
            8403,
            8926
        ],
        [
            51.899799,
            83.066466,
            51.899799,
            51.899799,
            83.066466,
            51.899799
        ],
        [
            7,
            6,
            3,
            7,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428308,
            -71348,
            370798,
            -48504,
            -577654,
            -40704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17774,
    "evaluation_days": 1481.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632088800000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759124142681,
    "expiration_time": 1763725420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "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)