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Trade: DYDX/USDT/240/HILO/MIDPRICE/9191

Strategy
DYDX/USDT/240/HILO/MIDPRICE/9191
Pair
DYDX_USDT
Interval
4h
Score
531323
Daily Profit
0.374360
Profit Factor
1.451266
Profitability
52.427184
Streak
17.583733
Best Strategy
Training Data Length
1491.670000
Evaluation Time
2025-10-09 17:00
Expiration Time
2025-11-23 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558422.0291 238163.897 320258.1321 2503786.6066 534073.8293 1969712.7773
Total P&L (%) 558.422 238.1639 320.2581 2503.7866 534.0738 1969.7128
Avg Daily Profit (%) 0.3744 0.1597 0.2147 0.2188 0.1239 0.2033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130866 -130051 -47991 -1933120 -1682737 -662094
Profit Factor 1.4513 1.3298 1.6215 1.2091 1.0826 1.3579
Total Trades 412 206 206 412 206 206
Winning Trades 216 99 117 216 99 117
Losing Trades 196 107 89 196 107 89
Profitability (%) 52.4272 48.0583 56.7961 52.4272 48.0583 56.7961
Ratio Avg Win / Avg Loss 1.3169 1.4373 1.2334 1.0972 1.17 1.033
Largest Winning Trade 76303 76303 44954 493832 363761 493832
Largest Losing Trade -29042 -29042 -20846 -453367 -453367 -389416
Avg Bars in Trades 21 27 16 21 27 16
Avg Bars in Winners 22 28 17 22 28 17
Avg Bars in Losers 20 26 14 20 26 14
Bars Traded 8895 5595 3300 8895 5595 3300
Profit Streak 17.5837 17.5837 18.4171 17.5837 17.5837 18.4171
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531323 293580 448299 430178 -156287 405059
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8950,
    "evaluation_days": 1491.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631880000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018434564,
    "expiration_time": 1763877600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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": [
        [
            558422.0290941142,
            238163.8969693953,
            320258.1321247186,
            2503786.6065768255,
            534073.8292663335,
            1969712.7773104904
        ],
        [
            558.422029,
            238.163897,
            320.258132,
            2503.786607,
            534.073829,
            1969.712777
        ],
        [
            0.37436,
            0.159663,
            0.214698,
            0.218756,
            0.123897,
            0.203334
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130866,
            -130051,
            -47991,
            -1933120,
            -1682737,
            -662094
        ],
        [
            1.451266,
            1.329813,
            1.621452,
            1.209146,
            1.082564,
            1.357941
        ],
        [
            412,
            206,
            206,
            412,
            206,
            206
        ],
        [
            216,
            99,
            117,
            216,
            99,
            117
        ],
        [
            196,
            107,
            89,
            196,
            107,
            89
        ],
        [
            52.427184,
            48.058252,
            56.796117,
            52.427184,
            48.058252,
            56.796117
        ],
        [
            1.316889,
            1.437272,
            1.233412,
            1.097188,
            1.170044,
            1.032964
        ],
        [
            76303,
            76303,
            44954,
            493832,
            363761,
            493832
        ],
        [
            -29042,
            -29042,
            -20846,
            -453367,
            -453367,
            -389416
        ],
        [
            21,
            27,
            16,
            21,
            27,
            16
        ],
        [
            22,
            28,
            17,
            22,
            28,
            17
        ],
        [
            20,
            26,
            14,
            20,
            26,
            14
        ],
        [
            8895,
            5595,
            3300,
            8895,
            5595,
            3300
        ],
        [
            17.583733,
            17.583733,
            18.417067,
            17.583733,
            17.583733,
            18.417067
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531323,
            293580,
            448299,
            430178,
            -156287,
            405059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8950,
    "evaluation_days": 1491.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631880000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018434564,
    "expiration_time": 1763877600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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)