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Trade: DYDX/USDT/360/MIDPOINT/LINREG/3956

Strategy
DYDX/USDT/360/MIDPOINT/LINREG/3956
Pair
DYDX_USDT
Interval
6h
Score
341688
Daily Profit
0.201120
Profit Factor
1.468240
Profitability
53.278689
Streak
0.000000
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 05:40
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297004.3826 116873.6165 180130.766 133749.7382 8698.8713 125050.8669
Total P&L (%) 297.0044 116.8736 180.1308 133.7497 8.6989 125.0509
Avg Daily Profit (%) 0.2011 0.0791 0.122 0.0575 0.0056 0.0549
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141527 -63310 -89960 -598781 -329596 -348143
Profit Factor 1.4682 1.3465 1.6066 1.0634 1.0075 1.1318
Total Trades 122 61 61 122 61 61
Winning Trades 65 31 34 65 31 34
Losing Trades 57 30 27 57 30 27
Profitability (%) 53.2787 50.8197 55.7377 53.2787 50.8197 55.7377
Ratio Avg Win / Avg Loss 1.2875 1.303 1.2758 0.9325 0.975 0.8988
Largest Winning Trade 88592 88592 68101 207735 207735 150130
Largest Losing Trade -40139 -40139 -31179 -193373 -193373 -124686
Avg Bars in Trades 46 32 61 46 32 61
Avg Bars in Winners 46 23 67 46 23 67
Avg Bars in Losers 47 41 53 47 41 53
Bars Traded 5725 1963 3762 5725 1963 3762
Profit Streak 0 0 8.6115 0 0 8.6115
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341688 -248489 -188505 -267859 -726586 -356991
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633651200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940831516,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 117,
            "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": [
        [
            297004.3825823323,
            116873.6165333224,
            180130.7660490099,
            133749.7381791588,
            8698.871255071,
            125050.8669240876
        ],
        [
            297.004383,
            116.873617,
            180.130766,
            133.749738,
            8.698871,
            125.050867
        ],
        [
            0.20112,
            0.079142,
            0.121978,
            0.057513,
            0.005648,
            0.054944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141527,
            -63310,
            -89960,
            -598781,
            -329596,
            -348143
        ],
        [
            1.46824,
            1.346472,
            1.606553,
            1.063371,
            1.007486,
            1.131833
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            53.278689,
            50.819672,
            55.737705,
            53.278689,
            50.819672,
            55.737705
        ],
        [
            1.287534,
            1.303038,
            1.275792,
            0.932495,
            0.974986,
            0.898809
        ],
        [
            88592,
            88592,
            68101,
            207735,
            207735,
            150130
        ],
        [
            -40139,
            -40139,
            -31179,
            -193373,
            -193373,
            -124686
        ],
        [
            46,
            32,
            61,
            46,
            32,
            61
        ],
        [
            46,
            23,
            67,
            46,
            23,
            67
        ],
        [
            47,
            41,
            53,
            47,
            41,
            53
        ],
        [
            5725,
            1963,
            3762,
            5725,
            1963,
            3762
        ],
        [
            0,
            0,
            8.611476,
            0,
            0,
            8.611476
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341688,
            -248489,
            -188505,
            -267859,
            -726586,
            -356991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633651200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940831516,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 117,
            "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)