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Trade: DYDX/USDT/240/MIDPOINT/TEMA/8655

Strategy
DYDX/USDT/240/MIDPOINT/TEMA/8655
Pair
DYDX_USDT
Interval
4h
Score
470944
Daily Profit
0.257842
Profit Factor
1.511195
Profitability
57.870370
Streak
35.201933
Best Strategy
Training Data Length
1484.330000
Evaluation Time
2025-10-02 07:50
Expiration Time
2025-11-15 18:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382722.8693 115681.7798 267041.0895 640755.5954 264950.9048 375804.6906
Total P&L (%) 382.7229 115.6818 267.0411 640.7556 264.9509 375.8047
Avg Daily Profit (%) 0.2578 0.0779 0.1799 0.135 0.0873 0.1051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118273 -114319 -49179 -351024 -261609 -362354
Profit Factor 1.5112 1.2845 1.7807 1.3919 1.3314 1.4497
Total Trades 216 108 108 216 108 108
Winning Trades 125 56 69 125 56 69
Losing Trades 91 52 39 91 52 39
Profitability (%) 57.8704 51.8519 63.8889 57.8704 51.8519 63.8889
Ratio Avg Win / Avg Loss 1.1002 1.1927 1.0065 1.0133 1.2363 0.8194
Largest Winning Trade 53753 41839 53753 197043 197043 188185
Largest Losing Trade -46139 -42539 -46139 -304122 -259176 -304122
Avg Bars in Trades 39 30 49 39 30 49
Avg Bars in Winners 36 20 49 36 20 49
Avg Bars in Losers 44 41 48 44 41 48
Bars Traded 8626 3325 5301 8626 3325 5301
Profit Streak 35.2019 35.2019 39.5353 35.2019 35.2019 39.5353
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470944 -88388 440526 -8152 -75674 -50763
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8906,
    "evaluation_days": 1484.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634025600000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380647061,
    "expiration_time": 1763224992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 201,
            "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": [
        [
            382722.8693262786,
            115681.779810774,
            267041.0895155045,
            640755.5953557675,
            264950.9047813738,
            375804.6905743939
        ],
        [
            382.722869,
            115.68178,
            267.04109,
            640.755595,
            264.950905,
            375.804691
        ],
        [
            0.257842,
            0.077935,
            0.179907,
            0.135,
            0.087255,
            0.105142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118273,
            -114319,
            -49179,
            -351024,
            -261609,
            -362354
        ],
        [
            1.511195,
            1.284486,
            1.780711,
            1.391864,
            1.331393,
            1.44972
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            125,
            56,
            69,
            125,
            56,
            69
        ],
        [
            91,
            52,
            39,
            91,
            52,
            39
        ],
        [
            57.87037,
            51.851852,
            63.888889,
            57.87037,
            51.851852,
            63.888889
        ],
        [
            1.10015,
            1.192737,
            1.006489,
            1.013277,
            1.236293,
            0.819407
        ],
        [
            53753,
            41839,
            53753,
            197043,
            197043,
            188185
        ],
        [
            -46139,
            -42539,
            -46139,
            -304122,
            -259176,
            -304122
        ],
        [
            39,
            30,
            49,
            39,
            30,
            49
        ],
        [
            36,
            20,
            49,
            36,
            20,
            49
        ],
        [
            44,
            41,
            48,
            44,
            41,
            48
        ],
        [
            8626,
            3325,
            5301,
            8626,
            3325,
            5301
        ],
        [
            35.201933,
            35.201933,
            39.535267,
            35.201934,
            35.201934,
            39.535267
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470944,
            -88388,
            440526,
            -8152,
            -75674,
            -50763
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8906,
    "evaluation_days": 1484.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634025600000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380647061,
    "expiration_time": 1763224992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 201,
            "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)