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Trade: DYDX/USDT/240/MIDPOINT/DEMA/3908

Strategy
DYDX/USDT/240/MIDPOINT/DEMA/3908
Pair
DYDX_USDT
Interval
4h
Score
305417
Daily Profit
0.214044
Profit Factor
1.514997
Profitability
44.525547
Streak
0.000000
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 12:23
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 316072.5538 105983.2091 210089.3447 272684.9066 175436.7192 97248.1874
Total P&L (%) 316.0726 105.9832 210.0893 272.6849 175.4367 97.2482
Avg Daily Profit (%) 0.214 0.0718 0.1423 0.0891 0.0686 0.046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193555 -87374 -114463 -664283 -293539 -430578
Profit Factor 1.515 1.3201 1.7433 1.1657 1.221 1.1142
Total Trades 137 69 68 137 69 68
Winning Trades 61 27 34 61 27 34
Losing Trades 76 42 34 76 42 34
Profitability (%) 44.5255 39.1304 50 44.5255 39.1304 50
Ratio Avg Win / Avg Loss 1.8875 2.0535 1.7433 1.4524 1.8994 1.1142
Largest Winning Trade 74149 74149 69317 317272 317272 181104
Largest Losing Trade -27812 -26460 -27812 -208050 -112639 -208050
Avg Bars in Trades 63 47 79 63 47 79
Avg Bars in Winners 96 63 123 96 63 123
Avg Bars in Losers 37 37 36 37 37 36
Bars Traded 8734 3297 5437 8734 3297 5437
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305417 -201977 -108985 -113973 -206763 -335580

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": 1632441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878603274,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 80,
            "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": [
        [
            316072.5538100699,
            105983.2090829722,
            210089.3447270978,
            272684.9065630857,
            175436.719197296,
            97248.1873657898
        ],
        [
            316.072554,
            105.983209,
            210.089345,
            272.684907,
            175.436719,
            97.248187
        ],
        [
            0.214044,
            0.071772,
            0.142272,
            0.08913,
            0.068637,
            0.046012
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193555,
            -87374,
            -114463,
            -664283,
            -293539,
            -430578
        ],
        [
            1.514997,
            1.320116,
            1.743262,
            1.165715,
            1.221037,
            1.114167
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            44.525547,
            39.130435,
            50,
            44.525547,
            39.130435,
            50
        ],
        [
            1.887538,
            2.053513,
            1.743262,
            1.452366,
            1.899391,
            1.114167
        ],
        [
            74149,
            74149,
            69317,
            317272,
            317272,
            181104
        ],
        [
            -27812,
            -26460,
            -27812,
            -208050,
            -112639,
            -208050
        ],
        [
            63,
            47,
            79,
            63,
            47,
            79
        ],
        [
            96,
            63,
            123,
            96,
            63,
            123
        ],
        [
            37,
            37,
            36,
            37,
            37,
            36
        ],
        [
            8734,
            3297,
            5437,
            8734,
            3297,
            5437
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305417,
            -201977,
            -108985,
            -113973,
            -206763,
            -335580
        ]
    ]
}
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": 1632441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878603274,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 80,
            "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)