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Trade: DYDX/USDT/240/MIDPRICE/SSF/4139

Strategy
DYDX/USDT/240/MIDPRICE/SSF/4139
Pair
DYDX_USDT
Interval
4h
Score
334580
Daily Profit
0.230013
Profit Factor
1.497454
Profitability
61.290323
Streak
0.000000
Best Strategy
Training Data Length
1487.500000
Evaluation Time
2025-10-05 14:40
Expiration Time
2025-11-19 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342143.9578 110757.0835 231386.8744 122760.8651 561944.6186 -439183.7535
Total P&L (%) 342.144 110.7571 231.3869 122.7609 561.9446 -439.1838
Avg Daily Profit (%) 0.23 0.0745 0.1556 0.0539 0.1271 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151679 -88203 -125701 -1389913 -251426 -1541224
Profit Factor 1.4975 1.3576 1.612 1.0385 1.6489 0.8108
Total Trades 124 62 62 124 62 62
Winning Trades 76 35 41 76 35 41
Losing Trades 48 27 21 48 27 21
Profitability (%) 61.2903 56.4516 66.129 61.2903 56.4516 66.129
Ratio Avg Win / Avg Loss 0.9458 1.0473 0.8257 0.6559 1.272 0.4153
Largest Winning Trade 50707 47135 50707 357539 303255 357539
Largest Losing Trade -76412 -28756 -76412 -1141766 -87586 -1141766
Avg Bars in Trades 68 47 88 68 47 88
Avg Bars in Winners 60 33 83 60 33 83
Avg Bars in Losers 80 65 99 80 65 99
Bars Traded 8461 2946 5515 8461 2946 5515
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 334580 -246435 -144574 -299025 -174202 -732867
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633507200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759664429383,
    "expiration_time": 1763506800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            342143.9578258145,
            110757.083464782,
            231386.8743610325,
            122760.8650869849,
            561944.618629091,
            -439183.7535421059
        ],
        [
            342.143958,
            110.757083,
            231.386874,
            122.760865,
            561.944619,
            -439.183754
        ],
        [
            0.230013,
            0.074459,
            0.155554,
            0.053858,
            0.12714,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151679,
            -88203,
            -125701,
            -1389913,
            -251426,
            -1541224
        ],
        [
            1.497454,
            1.357606,
            1.612017,
            1.03852,
            1.648852,
            0.810768
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            61.290323,
            56.451613,
            66.129032,
            61.290323,
            56.451613,
            66.129032
        ],
        [
            0.94576,
            1.047296,
            0.825667,
            0.655907,
            1.271972,
            0.415271
        ],
        [
            50707,
            47135,
            50707,
            357539,
            303255,
            357539
        ],
        [
            -76412,
            -28756,
            -76412,
            -1141766,
            -87586,
            -1141766
        ],
        [
            68,
            47,
            88,
            68,
            47,
            88
        ],
        [
            60,
            33,
            83,
            60,
            33,
            83
        ],
        [
            80,
            65,
            99,
            80,
            65,
            99
        ],
        [
            8461,
            2946,
            5515,
            8461,
            2946,
            5515
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334580,
            -246435,
            -144574,
            -299025,
            -174202,
            -732867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633507200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759664429383,
    "expiration_time": 1763506800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    }
}

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)