← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/120/RMA/MIDPRICE/8672

Strategy
DYDX/USDT/120/RMA/MIDPRICE/8672
Pair
DYDX_USDT
Interval
2h
Score
318335
Daily Profit
0.206171
Profit Factor
1.434140
Profitability
45.454545
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 304427.5641 112992.5582 191435.0059 241170.5993 -64665.8053 305836.4045
Total P&L (%) 304.4276 112.9926 191.435 241.1706 -64.6658 305.8364
Avg Daily Profit (%) 0.2062 0.0765 0.1296 0.0831 -0.0704 0.0949
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86050 -94752 -58235 -576181 -435007 -426782
Profit Factor 1.4341 1.2745 1.6612 1.0847 0.9557 1.2206
Total Trades 176 88 88 176 88 88
Winning Trades 80 38 42 80 38 42
Losing Trades 96 50 46 96 50 46
Profitability (%) 45.4545 43.1818 47.7273 45.4545 43.1818 47.7273
Ratio Avg Win / Avg Loss 1.721 1.6769 1.8194 1.3017 1.2575 1.3368
Largest Winning Trade 67704 67704 54285 220892 97351 220892
Largest Losing Trade -35409 -33490 -35409 -306911 -153737 -306911
Avg Bars in Trades 99 93 104 99 93 104
Avg Bars in Winners 145 132 157 145 132 157
Avg Bars in Losers 60 64 55 60 64 55
Bars Traded 17447 8258 9189 17447 8258 9189
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 318335 -92707 -17998 -210112 -582081 -67861
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": 1632614400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005392540,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "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": [
        [
            304427.5640969193,
            112992.5581877928,
            191435.0059091261,
            241170.5992669672,
            -64665.8052510657,
            305836.4045180329
        ],
        [
            304.427564,
            112.992558,
            191.435006,
            241.170599,
            -64.665805,
            305.836405
        ],
        [
            0.206171,
            0.076523,
            0.129648,
            0.083146,
            -0.07043,
            0.094912
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86050,
            -94752,
            -58235,
            -576181,
            -435007,
            -426782
        ],
        [
            1.43414,
            1.274457,
            1.661206,
            1.084732,
            0.955699,
            1.220572
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            45.454545,
            43.181818,
            47.727273,
            45.454545,
            43.181818,
            47.727273
        ],
        [
            1.720968,
            1.676917,
            1.819416,
            1.301679,
            1.257499,
            1.336817
        ],
        [
            67704,
            67704,
            54285,
            220892,
            97351,
            220892
        ],
        [
            -35409,
            -33490,
            -35409,
            -306911,
            -153737,
            -306911
        ],
        [
            99,
            93,
            104,
            99,
            93,
            104
        ],
        [
            145,
            132,
            157,
            145,
            132,
            157
        ],
        [
            60,
            64,
            55,
            60,
            64,
            55
        ],
        [
            17447,
            8258,
            9189,
            17447,
            8258,
            9189
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318335,
            -92707,
            -17998,
            -210112,
            -582081,
            -67861
        ]
    ]
}
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": 1632614400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005392540,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "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)