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Trade: DYDX/USDT/240/MIDPOINT/ZLMA/5102

Strategy
DYDX/USDT/240/MIDPOINT/ZLMA/5102
Pair
DYDX_USDT
Interval
4h
Score
313146
Daily Profit
0.164513
Profit Factor
1.377156
Profitability
50.000000
Streak
22.163273
Best Strategy
Training Data Length
1492.330000
Evaluation Time
2025-10-10 10:55
Expiration Time
2025-11-24 00:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245507.8837 103350.923 142156.9607 14395.247 -29253.43 43648.6769
Total P&L (%) 245.5079 103.3509 142.157 14.3952 -29.2534 43.6487
Avg Daily Profit (%) 0.1645 0.0693 0.0953 0.009 -0.0232 0.0243
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129474 -59376 -85099 -168908 -105241 -103533
Profit Factor 1.3772 1.3268 1.4247 1.0178 0.9269 1.1066
Total Trades 104 52 52 104 52 52
Winning Trades 52 23 29 52 23 29
Losing Trades 52 29 23 52 29 23
Profitability (%) 50 44.2308 55.7692 50 44.2308 55.7692
Ratio Avg Win / Avg Loss 1.3772 1.673 1.1299 1.0178 1.1687 0.8777
Largest Winning Trade 111125 111125 56782 72059 72059 53682
Largest Losing Trade -41491 -35522 -41491 -60927 -55378 -60927
Avg Bars in Trades 81 48 114 81 48 114
Avg Bars in Winners 86 30 131 86 30 131
Avg Bars in Losers 76 63 93 76 63 93
Bars Traded 8506 2542 5964 8506 2542 5964
Profit Streak 22.1633 40.4966 0 22.1633 40.4966 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313146 -280857 -244257 -409965 -760861 -446547
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8954,
    "evaluation_days": 1492.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760082906805,
    "expiration_time": 1763936928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "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": [
        [
            245507.8836893201,
            103350.9229568707,
            142156.9607324495,
            14395.2469523944,
            -29253.429970971,
            43648.6769233654
        ],
        [
            245.507884,
            103.350923,
            142.156961,
            14.395247,
            -29.25343,
            43.648677
        ],
        [
            0.164513,
            0.069255,
            0.095258,
            0.009012,
            -0.023187,
            0.024274
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129474,
            -59376,
            -85099,
            -168908,
            -105241,
            -103533
        ],
        [
            1.377156,
            1.326844,
            1.424684,
            1.017785,
            0.926873,
            1.10663
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            50,
            44.230769,
            55.769231,
            50,
            44.230769,
            55.769231
        ],
        [
            1.377156,
            1.672977,
            1.129922,
            1.017785,
            1.168666,
            0.877672
        ],
        [
            111125,
            111125,
            56782,
            72059,
            72059,
            53682
        ],
        [
            -41491,
            -35522,
            -41491,
            -60927,
            -55378,
            -60927
        ],
        [
            81,
            48,
            114,
            81,
            48,
            114
        ],
        [
            86,
            30,
            131,
            86,
            30,
            131
        ],
        [
            76,
            63,
            93,
            76,
            63,
            93
        ],
        [
            8506,
            2542,
            5964,
            8506,
            2542,
            5964
        ],
        [
            22.163273,
            40.496606,
            0,
            22.163273,
            40.496607,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313146,
            -280857,
            -244257,
            -409965,
            -760861,
            -446547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8954,
    "evaluation_days": 1492.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760082906805,
    "expiration_time": 1763936928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "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)