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Trade: DYDX/USDT/240/ALMA/ALMA/6480

Strategy
DYDX/USDT/240/ALMA/ALMA/6480
Pair
DYDX_USDT
Interval
4h
Score
332552
Daily Profit
0.147080
Profit Factor
2.914198
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-25 21:11
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284105.9441 66916.6346 217189.3095 440376.2835 -13917.5249 454293.8085
Total P&L (%) 284.1059 66.9166 217.1893 440.3763 -13.9175 454.2938
Avg Daily Profit (%) 0.1924 0.0453 0.1471 0.1143 -0.0101 0.116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59215 -52971 -43548 -459825 -265420 -212613
Profit Factor 1.9579 1.3654 2.9142 1.3964 0.9779 1.9463
Total Trades 63 31 32 63 31 32
Winning Trades 29 12 17 29 12 17
Losing Trades 34 19 15 34 19 15
Profitability (%) 46.0317 38.7097 53.125 46.0317 38.7097 53.125
Ratio Avg Win / Avg Loss 2.2955 2.1619 2.5714 1.6371 1.5484 1.7173
Largest Winning Trade 66947 66947 57267 354379 173133 354379
Largest Losing Trade -32991 -23230 -32991 -128230 -90248 -128230
Avg Bars in Trades 135 101 169 135 101 169
Avg Bars in Winners 204 124 260 204 124 260
Avg Bars in Losers 77 86 66 77 86 66
Bars Traded 8549 3131 5418 8549 3131 5418
Profit Streak 0 20.7577 0 0 20.7577 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141267 -134873 332552 -191145 -581878 -34018

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758823866891,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 30,
            "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": [
        [
            284105.9441100852,
            66916.6346404563,
            217189.309469629,
            440376.2835438843,
            -13917.5249204905,
            454293.808464375
        ],
        [
            284.105944,
            66.916635,
            217.189309,
            440.376284,
            -13.917525,
            454.293808
        ],
        [
            0.192396,
            0.045316,
            0.14708,
            0.114315,
            -0.010148,
            0.116039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59215,
            -52971,
            -43548,
            -459825,
            -265420,
            -212613
        ],
        [
            1.957917,
            1.365415,
            2.914198,
            1.39637,
            0.977942,
            1.946325
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            46.031746,
            38.709677,
            53.125,
            46.031746,
            38.709677,
            53.125
        ],
        [
            2.295489,
            2.161907,
            2.571351,
            1.637123,
            1.548409,
            1.717346
        ],
        [
            66947,
            66947,
            57267,
            354379,
            173133,
            354379
        ],
        [
            -32991,
            -23230,
            -32991,
            -128230,
            -90248,
            -128230
        ],
        [
            135,
            101,
            169,
            135,
            101,
            169
        ],
        [
            204,
            124,
            260,
            204,
            124,
            260
        ],
        [
            77,
            86,
            66,
            77,
            86,
            66
        ],
        [
            8549,
            3131,
            5418,
            8549,
            3131,
            5418
        ],
        [
            0,
            20.757719,
            0,
            0,
            20.757719,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141267,
            -134873,
            332552,
            -191145,
            -581878,
            -34018
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758823866891,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 30,
            "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)