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Trade: DYDX/USDT/360/MIDPOINT/SSF/3821

Strategy
DYDX/USDT/360/MIDPOINT/SSF/3821
Pair
DYDX_USDT
Interval
6h
Score
480913
Daily Profit
0.350249
Profit Factor
1.813717
Profitability
51.879699
Streak
0.000000
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-26 15:22
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 517230.8635 204522.4108 312708.4527 2078050.6513 501580.3935 1576470.2578
Total P&L (%) 517.2309 204.5224 312.7085 2078.0507 501.5804 1576.4703
Avg Daily Profit (%) 0.3502 0.1385 0.2118 0.2089 0.1216 0.1911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147797 -79048 -87060 -1839984 -2636965 -1095670
Profit Factor 1.8137 1.6348 1.9977 1.2363 1.1034 1.3995
Total Trades 133 67 66 133 67 66
Winning Trades 69 31 38 69 31 38
Losing Trades 64 36 28 64 36 28
Profitability (%) 51.8797 46.2687 57.5758 51.8797 46.2687 57.5758
Ratio Avg Win / Avg Loss 1.6823 1.8984 1.472 1.1467 1.2814 1.0312
Largest Winning Trade 97444 97444 59094 1397192 1397192 1041904
Largest Losing Trade -26650 -20630 -26650 -832827 -744318 -832827
Avg Bars in Trades 43 33 54 43 33 54
Avg Bars in Winners 48 32 61 48 32 61
Avg Bars in Losers 38 34 44 38 34 44
Bars Traded 5819 2232 3587 5819 2232 3587
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 480913 -123460 -112792 302538 -255434 -114544

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": 1632744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889377634,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            517230.8635206203,
            204522.4108067582,
            312708.4527138621,
            2078050.6512772832,
            501580.3934848935,
            1576470.2577923888
        ],
        [
            517.230864,
            204.522411,
            312.708453,
            2078.050651,
            501.580393,
            1576.470258
        ],
        [
            0.350249,
            0.138495,
            0.211754,
            0.208853,
            0.121583,
            0.191093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147797,
            -79048,
            -87060,
            -1839984,
            -2636965,
            -1095670
        ],
        [
            1.813717,
            1.63475,
            1.997696,
            1.236267,
            1.103437,
            1.399491
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            51.879699,
            46.268657,
            57.575758,
            51.879699,
            46.268657,
            57.575758
        ],
        [
            1.682288,
            1.89842,
            1.471987,
            1.146682,
            1.28141,
            1.031204
        ],
        [
            97444,
            97444,
            59094,
            1397192,
            1397192,
            1041904
        ],
        [
            -26650,
            -20630,
            -26650,
            -832827,
            -744318,
            -832827
        ],
        [
            43,
            33,
            54,
            43,
            33,
            54
        ],
        [
            48,
            32,
            61,
            48,
            32,
            61
        ],
        [
            38,
            34,
            44,
            38,
            34,
            44
        ],
        [
            5819,
            2232,
            3587,
            5819,
            2232,
            3587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480913,
            -123460,
            -112792,
            302538,
            -255434,
            -114544
        ]
    ]
}
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": 1632744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889377634,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "offset": 0,
            "poles": 2
        }
    }
}

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)