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Trade: DYDX/USDT/240/HILO/EMA/6153

Strategy
DYDX/USDT/240/HILO/EMA/6153
Pair
DYDX_USDT
Interval
4h
Score
354073
Daily Profit
0.168089
Profit Factor
1.299425
Profitability
59.243697
Streak
35.421488
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-27 01:06
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 248211.8588 75558.0509 172653.8079 -3280.9448 -20464.0545 17183.1097
Total P&L (%) 248.2119 75.5581 172.6538 -3.2809 -20.4641 17.1831
Avg Daily Profit (%) 0.1681 0.0512 0.1169 -0.0023 -0.0155 0.0107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121147 -162307 -67859 -276588 -195512 -216055
Profit Factor 1.2994 1.1429 1.5748 0.9975 0.9721 1.0288
Total Trades 238 119 119 238 119 119
Winning Trades 141 62 79 141 62 79
Losing Trades 97 57 40 97 57 40
Profitability (%) 59.2437 52.1008 66.3866 59.2437 52.1008 66.3866
Ratio Avg Win / Avg Loss 0.8939 1.0508 0.7974 0.6862 0.8937 0.5209
Largest Winning Trade 78087 78087 28962 56858 56858 34117
Largest Losing Trade -64522 -60961 -64522 -212149 -87991 -212149
Avg Bars in Trades 36 47 26 36 47 26
Avg Bars in Winners 25 29 21 25 29 21
Avg Bars in Losers 53 66 36 53 66 36
Bars Traded 8755 5635 3120 8755 5635 3120
Profit Streak 35.4215 36.4215 35.4215 35.4215 36.4215 35.4215
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354073 -186332 -33147 -576704 -579239 -374086
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": 1632484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924416595,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 94,
            "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": [
        [
            248211.8588307547,
            75558.0509466935,
            172653.8078840609,
            -3280.9447855652,
            -20464.0545248773,
            17183.1097393122
        ],
        [
            248.211859,
            75.558051,
            172.653808,
            -3.280945,
            -20.464055,
            17.18311
        ],
        [
            0.168089,
            0.051168,
            0.116921,
            -0.002259,
            -0.015504,
            0.010739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121147,
            -162307,
            -67859,
            -276588,
            -195512,
            -216055
        ],
        [
            1.299425,
            1.142944,
            1.574786,
            0.997533,
            0.972105,
            1.028813
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            141,
            62,
            79,
            141,
            62,
            79
        ],
        [
            97,
            57,
            40,
            97,
            57,
            40
        ],
        [
            59.243697,
            52.10084,
            66.386555,
            59.243697,
            52.10084,
            66.386555
        ],
        [
            0.89393,
            1.050771,
            0.79736,
            0.686246,
            0.89371,
            0.520918
        ],
        [
            78087,
            78087,
            28962,
            56858,
            56858,
            34117
        ],
        [
            -64522,
            -60961,
            -64522,
            -212149,
            -87991,
            -212149
        ],
        [
            36,
            47,
            26,
            36,
            47,
            26
        ],
        [
            25,
            29,
            21,
            25,
            29,
            21
        ],
        [
            53,
            66,
            36,
            53,
            66,
            36
        ],
        [
            8755,
            5635,
            3120,
            8755,
            5635,
            3120
        ],
        [
            35.421488,
            36.421488,
            35.421488,
            35.421488,
            36.421488,
            35.421488
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354073,
            -186332,
            -33147,
            -576704,
            -579239,
            -374086
        ]
    ]
}
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": 1632484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924416595,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 94,
            "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)