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Trade: DYDX/USDT/240/SSF/LINREG/5592

Strategy
DYDX/USDT/240/SSF/LINREG/5592
Pair
DYDX_USDT
Interval
4h
Score
300683
Daily Profit
0.155259
Profit Factor
1.334245
Profitability
54.054054
Streak
0.000000
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 230456.1544 66156.339 164299.8153 -38811.9795 -62013.8024 23201.8229
Total P&L (%) 230.4562 66.1563 164.2998 -38.812 -62.0138 23.2018
Avg Daily Profit (%) 0.1553 0.0446 0.1107 -0.0331 -0.0652 0.0141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117710 -62356 -110861 -309035 -129928 -266250
Profit Factor 1.3342 1.1959 1.4669 0.9646 0.8825 1.0407
Total Trades 111 55 56 111 55 56
Winning Trades 60 27 33 60 27 33
Losing Trades 51 28 23 51 28 23
Profitability (%) 54.0541 49.0909 58.9286 54.0541 49.0909 58.9286
Ratio Avg Win / Avg Loss 1.1341 1.2402 1.0224 0.8199 0.9152 0.7254
Largest Winning Trade 71656 71656 52437 122826 122826 76760
Largest Losing Trade -84200 -37578 -84200 -198868 -77693 -198868
Avg Bars in Trades 76 65 88 76 65 88
Avg Bars in Winners 66 47 82 66 47 82
Avg Bars in Losers 88 82 96 88 82 96
Bars Traded 8527 3582 4944 8527 3582 4944
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 300683 -319029 -223013 -579957 -761186 -535101
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": 1633824000000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380648489,
    "expiration_time": 1763224992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "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": [
        [
            230456.154370419,
            66156.3390392947,
            164299.8153311243,
            -38811.9794920055,
            -62013.8024358177,
            23201.8229438122
        ],
        [
            230.456154,
            66.156339,
            164.299815,
            -38.811979,
            -62.013802,
            23.201823
        ],
        [
            0.155259,
            0.04457,
            0.11069,
            -0.033088,
            -0.06519,
            0.014058
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117710,
            -62356,
            -110861,
            -309035,
            -129928,
            -266250
        ],
        [
            1.334245,
            1.195948,
            1.466944,
            0.964629,
            0.882485,
            1.040734
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            54.054054,
            49.090909,
            58.928571,
            54.054054,
            49.090909,
            58.928571
        ],
        [
            1.134108,
            1.240242,
            1.022416,
            0.819935,
            0.915169,
            0.72536
        ],
        [
            71656,
            71656,
            52437,
            122826,
            122826,
            76760
        ],
        [
            -84200,
            -37578,
            -84200,
            -198868,
            -77693,
            -198868
        ],
        [
            76,
            65,
            88,
            76,
            65,
            88
        ],
        [
            66,
            47,
            82,
            66,
            47,
            82
        ],
        [
            88,
            82,
            96,
            88,
            82,
            96
        ],
        [
            8527,
            3582,
            4944,
            8527,
            3582,
            4944
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300683,
            -319029,
            -223013,
            -579957,
            -761186,
            -535101
        ]
    ]
}
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": 1633824000000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380648489,
    "expiration_time": 1763224992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "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)