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Trade: DYDX/USDT/30/LINREG/ALMA/3900

Strategy
DYDX/USDT/30/LINREG/ALMA/3900
Pair
DYDX_USDT
Interval
30m
Score
305714
Daily Profit
0.154861
Profit Factor
1.408011
Profitability
68.333333
Streak
13.116896
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 22:48
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91742.9328 11086.8714 80656.0613 47089.6274 -21527.2086 68616.836
Total P&L (%) 91.7429 11.0869 80.6561 47.0896 -21.5272 68.6168
Avg Daily Profit (%) 0.1761 0.0213 0.1549 0.0741 -0.0465 0.1004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42009 -52744 -61573 -76929 -82354 -76719
Profit Factor 1.1986 1.042 1.408 1.0852 0.9322 1.2921
Total Trades 239 119 120 239 119 120
Winning Trades 154 72 82 154 72 82
Losing Trades 85 47 38 85 47 38
Profitability (%) 64.4351 60.5042 68.3333 64.4351 60.5042 68.3333
Ratio Avg Win / Avg Loss 0.6616 0.6802 0.6525 0.599 0.6085 0.5988
Largest Winning Trade 18442 10682 18442 18017 12503 18017
Largest Losing Trade -30372 -25072 -30372 -37322 -37322 -37021
Avg Bars in Trades 102 107 98 102 107 98
Avg Bars in Winners 64 59 68 64 59 68
Avg Bars in Losers 171 180 161 171 180 161
Bars Traded 24551 12784 11767 24551 12784 11767
Profit Streak 13.1169 20.1169 13.1169 13.1169 20.1169 13.1169
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 264577 -471311 305714 -220370 -579668 -58532
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714098600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759002499808,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "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": [
        [
            91742.9327638998,
            11086.8714300858,
            80656.0613338139,
            47089.627415409,
            -21527.2085706948,
            68616.8359861037
        ],
        [
            91.742933,
            11.086871,
            80.656061,
            47.089627,
            -21.527209,
            68.616836
        ],
        [
            0.176148,
            0.021287,
            0.154861,
            0.074115,
            -0.046534,
            0.100363
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42009,
            -52744,
            -61573,
            -76929,
            -82354,
            -76719
        ],
        [
            1.19863,
            1.041964,
            1.408011,
            1.085244,
            0.932201,
            1.292119
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            154,
            72,
            82,
            154,
            72,
            82
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            64.435146,
            60.504202,
            68.333333,
            64.435146,
            60.504202,
            68.333333
        ],
        [
            0.661581,
            0.680171,
            0.652493,
            0.598998,
            0.60852,
            0.598787
        ],
        [
            18442,
            10682,
            18442,
            18017,
            12503,
            18017
        ],
        [
            -30372,
            -25072,
            -30372,
            -37322,
            -37322,
            -37021
        ],
        [
            102,
            107,
            98,
            102,
            107,
            98
        ],
        [
            64,
            59,
            68,
            64,
            59,
            68
        ],
        [
            171,
            180,
            161,
            171,
            180,
            161
        ],
        [
            24551,
            12784,
            11767,
            24551,
            12784,
            11767
        ],
        [
            13.116896,
            20.116896,
            13.116896,
            13.116896,
            20.116896,
            13.116896
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            264577,
            -471311,
            305714,
            -220370,
            -579668,
            -58532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714098600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759002499808,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "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)