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Trade: DYDX/USDT/240/SSF/LINREG/2722

Strategy
DYDX/USDT/240/SSF/LINREG/2722
Pair
DYDX_USDT
Interval
4h
Score
322541
Daily Profit
0.158927
Profit Factor
1.329104
Profitability
50.862069
Streak
28.565208
Best Strategy
Training Data Length
1490.330000
Evaluation Time
2025-10-08 08:33
Expiration Time
2025-11-21 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236853.4446 65440.9962 171412.4484 10389.0622 -148976.4181 159365.4803
Total P&L (%) 236.8534 65.441 171.4124 10.3891 -148.9764 159.3655
Avg Daily Profit (%) 0.1589 0.0439 0.115 0.0066 0 0.064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126804 -99960 -140570 -265663 -270510 -140624
Profit Factor 1.3291 1.1709 1.5088 1.0101 0.7623 1.3946
Total Trades 116 58 58 116 58 58
Winning Trades 59 27 32 59 27 32
Losing Trades 57 31 26 57 31 26
Profitability (%) 50.8621 46.5517 55.1724 50.8621 46.5517 55.1724
Ratio Avg Win / Avg Loss 1.2841 1.3444 1.2259 0.9758 0.8752 1.1331
Largest Winning Trade 58953 58953 40565 132477 132477 77790
Largest Losing Trade -57427 -32657 -57427 -114728 -114728 -93222
Avg Bars in Trades 74 61 86 74 61 86
Avg Bars in Winners 74 56 89 74 56 89
Avg Bars in Losers 74 66 83 74 66 83
Bars Traded 8626 3583 5043 8626 3583 5043
Profit Streak 28.5652 28.5652 46.5652 28.5652 28.5652 46.5652
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322541 -347906 -216918 -547314 -761634 -285675
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8942,
    "evaluation_days": 1490.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633924800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759901634016,
    "expiration_time": 1763758944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 194,
            "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": [
        [
            236853.4445981682,
            65440.9961658554,
            171412.4484323128,
            10389.0622193639,
            -148976.4180538124,
            159365.4802731762
        ],
        [
            236.853445,
            65.440996,
            171.412448,
            10.389062,
            -148.976418,
            159.36548
        ],
        [
            0.158927,
            0.04391,
            0.115016,
            0.006632,
            0,
            0.063971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126804,
            -99960,
            -140570,
            -265663,
            -270510,
            -140624
        ],
        [
            1.329104,
            1.170946,
            1.50883,
            1.010081,
            0.762287,
            1.394639
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            50.862069,
            46.551724,
            55.172414,
            50.862069,
            46.551724,
            55.172414
        ],
        [
            1.28405,
            1.34442,
            1.225925,
            0.975841,
            0.875218,
            1.133145
        ],
        [
            58953,
            58953,
            40565,
            132477,
            132477,
            77790
        ],
        [
            -57427,
            -32657,
            -57427,
            -114728,
            -114728,
            -93222
        ],
        [
            74,
            61,
            86,
            74,
            61,
            86
        ],
        [
            74,
            56,
            89,
            74,
            56,
            89
        ],
        [
            74,
            66,
            83,
            74,
            66,
            83
        ],
        [
            8626,
            3583,
            5043,
            8626,
            3583,
            5043
        ],
        [
            28.565208,
            28.565208,
            46.565208,
            28.565208,
            28.565209,
            46.565208
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322541,
            -347906,
            -216918,
            -547314,
            -761634,
            -285675
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8942,
    "evaluation_days": 1490.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633924800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759901634016,
    "expiration_time": 1763758944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 194,
            "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)