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Trade: DYDX/USDT/240/DEMA/MIDPRICE/5048

Strategy
DYDX/USDT/240/DEMA/MIDPRICE/5048
Pair
DYDX_USDT
Interval
4h
Score
363287
Daily Profit
0.196164
Profit Factor
1.652815
Profitability
61.445783
Streak
0.000000
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 23:11
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 289670.1377 181006.2154 108663.9222 -34050.8052 589486.1938 -623536.999
Total P&L (%) 289.6701 181.0062 108.6639 -34.0508 589.4862 -623.537
Avg Daily Profit (%) 0.1962 0.1226 0.0736 -0.0282 0.1308 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194425 -133923 -99300 -2601527 -1190548 -1430815
Profit Factor 1.6528 1.8652 1.4634 0.9925 1.3282 0.7716
Total Trades 83 41 42 83 41 42
Winning Trades 51 24 27 51 24 27
Losing Trades 32 17 15 32 17 15
Profitability (%) 61.4458 58.5366 64.2857 61.4458 58.5366 64.2857
Ratio Avg Win / Avg Loss 1.0371 1.3212 0.813 0.6227 0.9408 0.4287
Largest Winning Trade 86504 86504 38856 447671 447671 332019
Largest Losing Trade -94228 -50632 -94228 -840562 -548293 -840562
Avg Bars in Trades 88 129 48 88 129 48
Avg Bars in Winners 76 101 55 76 101 55
Avg Bars in Losers 107 170 37 107 170 37
Bars Traded 7372 5315 2057 7372 5315 2057
Profit Streak 0 42.5083 0 0 42.5083 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 363287 -25247 -93379 -580294 -17655 -578882

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": 1634385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917518400,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "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": [
        [
            289670.1376597414,
            181006.2154303705,
            108663.9222293709,
            -34050.8052103219,
            589486.1937768025,
            -623536.998987125
        ],
        [
            289.670138,
            181.006215,
            108.663922,
            -34.050805,
            589.486194,
            -623.536999
        ],
        [
            0.196164,
            0.122577,
            0.073587,
            -0.028187,
            0.130838,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194425,
            -133923,
            -99300,
            -2601527,
            -1190548,
            -1430815
        ],
        [
            1.652815,
            1.865168,
            1.463367,
            0.992477,
            1.328227,
            0.771617
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            61.445783,
            58.536585,
            64.285714,
            61.445783,
            58.536585,
            64.285714
        ],
        [
            1.037061,
            1.32116,
            0.812982,
            0.622731,
            0.940828,
            0.428676
        ],
        [
            86504,
            86504,
            38856,
            447671,
            447671,
            332019
        ],
        [
            -94228,
            -50632,
            -94228,
            -840562,
            -548293,
            -840562
        ],
        [
            88,
            129,
            48,
            88,
            129,
            48
        ],
        [
            76,
            101,
            55,
            76,
            101,
            55
        ],
        [
            107,
            170,
            37,
            107,
            170,
            37
        ],
        [
            7372,
            5315,
            2057,
            7372,
            5315,
            2057
        ],
        [
            0,
            42.508315,
            0,
            0,
            42.508315,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363287,
            -25247,
            -93379,
            -580294,
            -17655,
            -578882
        ]
    ]
}
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": 1634385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917518400,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "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)