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Trade: DYDX/USDT/240/DCM/LINREG/5689

Strategy
DYDX/USDT/240/DCM/LINREG/5689
Pair
DYDX_USDT
Interval
4h
Score
619005
Daily Profit
0.388202
Profit Factor
2.157823
Profitability
58.490566
Streak
79.157229
Best Strategy
Training Data Length
1488.670000
Evaluation Time
2025-10-06 18:46
Expiration Time
2025-11-20 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 577904.5818 219402.2566 358502.3252 6653069.8826 3331449.9485 3321619.9341
Total P&L (%) 577.9046 219.4023 358.5023 6653.0699 3331.4499 3321.6199
Avg Daily Profit (%) 0.3882 0.1474 0.2408 0.2834 0.2378 0.2376
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108378 -38116 -93664 -2193817 -1317216 -1204230
Profit Factor 2.1578 1.8751 2.4431 2.0365 1.9821 2.0974
Total Trades 159 79 80 159 79 80
Winning Trades 93 44 49 93 44 49
Losing Trades 66 35 31 66 35 31
Profitability (%) 58.4906 55.6962 61.25 58.4906 55.6962 61.25
Ratio Avg Win / Avg Loss 1.5314 1.4916 1.5456 1.4452 1.5767 1.3269
Largest Winning Trade 57368 44702 57368 1535881 1535881 981134
Largest Losing Trade -33902 -31671 -33902 -1204230 -701532 -1204230
Avg Bars in Trades 54 37 70 54 37 70
Avg Bars in Winners 57 29 83 57 29 83
Avg Bars in Losers 48 46 51 48 46 51
Bars Traded 8597 2934 5663 8597 2934 5663
Profit Streak 79.1572 91.9906 79.1572 79.1572 91.9906 79.1572
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 619005 -18709 -3727 538320 -12733 -5117
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8932,
    "evaluation_days": 1488.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634472000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759765584619,
    "expiration_time": 1763610624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 232,
            "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": [
        [
            577904.5818349159,
            219402.256585817,
            358502.3252490995,
            6653069.882626652,
            3331449.9485182837,
            3321619.934108368
        ],
        [
            577.904582,
            219.402257,
            358.502325,
            6653.069883,
            3331.449949,
            3321.619934
        ],
        [
            0.388202,
            0.147381,
            0.240821,
            0.283377,
            0.237781,
            0.237588
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108378,
            -38116,
            -93664,
            -2193817,
            -1317216,
            -1204230
        ],
        [
            2.157823,
            1.875137,
            2.443107,
            2.03647,
            1.982116,
            2.097384
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            58.490566,
            55.696203,
            61.25,
            58.490566,
            55.696203,
            61.25
        ],
        [
            1.531359,
            1.491586,
            1.545639,
            1.445237,
            1.576683,
            1.326916
        ],
        [
            57368,
            44702,
            57368,
            1535881,
            1535881,
            981134
        ],
        [
            -33902,
            -31671,
            -33902,
            -1204230,
            -701532,
            -1204230
        ],
        [
            54,
            37,
            70,
            54,
            37,
            70
        ],
        [
            57,
            29,
            83,
            57,
            29,
            83
        ],
        [
            48,
            46,
            51,
            48,
            46,
            51
        ],
        [
            8597,
            2934,
            5663,
            8597,
            2934,
            5663
        ],
        [
            79.157229,
            91.990563,
            79.157229,
            79.157229,
            91.990563,
            79.157229
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            619005,
            -18709,
            -3727,
            538320,
            -12733,
            -5117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8932,
    "evaluation_days": 1488.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634472000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759765584619,
    "expiration_time": 1763610624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 232,
            "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)