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Trade: DYDX/USDT/720/MIDPOINT/BBM/4060

Strategy
DYDX/USDT/720/MIDPOINT/BBM/4060
Pair
DYDX_USDT
Interval
12h
Score
602620
Daily Profit
0.361538
Profit Factor
2.782640
Profitability
65.882353
Streak
76.748537
Best Strategy
Training Data Length
1482.500000
Evaluation Time
2025-09-30 08:57
Expiration Time
2025-11-13 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535980.0526 224035.7081 311944.3445 5188380.7358 2626883.2786 2561497.4572
Total P&L (%) 535.9801 224.0357 311.9443 5188.3807 2626.8833 2561.4975
Avg Daily Profit (%) 0.3615 0.1511 0.2104 0.268 0.2232 0.2216
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46742 -62510 -47330 -2428025 -2040760 -2428025
Profit Factor 2.7826 2.4547 3.127 1.5624 1.6701 1.4827
Total Trades 85 43 42 85 43 42
Winning Trades 56 28 28 56 28 28
Losing Trades 29 15 14 29 15 14
Profitability (%) 65.8824 65.1163 66.6667 65.8824 65.1163 66.6667
Ratio Avg Win / Avg Loss 1.441 1.315 1.5635 0.8091 0.8947 0.7414
Largest Winning Trade 59907 59907 54378 1572853 993225 1572853
Largest Losing Trade -33296 -32908 -33296 -2428025 -1236841 -2428025
Avg Bars in Trades 31 24 38 31 24 38
Avg Bars in Winners 29 20 38 29 20 38
Avg Bars in Losers 34 31 37 34 31 37
Bars Traded 2649 1050 1599 2649 1050 1599
Profit Streak 76.7485 170.2485 0 76.7485 170.2485 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 602620 518857 572007 423401 441538 358559
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2965,
    "evaluation_days": 1482.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636891200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211873604,
    "expiration_time": 1763033040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 134,
            "offset": 0,
            "std": 2.09467
        }
    }
}
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": [
        [
            535980.0526128648,
            224035.7081046491,
            311944.3445082153,
            5188380.735834826,
            2626883.278632024,
            2561497.4572028
        ],
        [
            535.980053,
            224.035708,
            311.944345,
            5188.380736,
            2626.883279,
            2561.497457
        ],
        [
            0.361538,
            0.15112,
            0.210418,
            0.268021,
            0.223233,
            0.221592
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46742,
            -62510,
            -47330,
            -2428025,
            -2040760,
            -2428025
        ],
        [
            2.78264,
            2.454697,
            3.12702,
            1.562353,
            1.670121,
            1.482738
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            65.882353,
            65.116279,
            66.666667,
            65.882353,
            65.116279,
            66.666667
        ],
        [
            1.44101,
            1.315016,
            1.56351,
            0.809075,
            0.894707,
            0.741369
        ],
        [
            59907,
            59907,
            54378,
            1572853,
            993225,
            1572853
        ],
        [
            -33296,
            -32908,
            -33296,
            -2428025,
            -1236841,
            -2428025
        ],
        [
            31,
            24,
            38,
            31,
            24,
            38
        ],
        [
            29,
            20,
            38,
            29,
            20,
            38
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            2649,
            1050,
            1599,
            2649,
            1050,
            1599
        ],
        [
            76.748537,
            170.248537,
            0,
            76.748537,
            170.248537,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            602620,
            518857,
            572007,
            423401,
            441538,
            358559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2965,
    "evaluation_days": 1482.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636891200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211873604,
    "expiration_time": 1763033040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 134,
            "offset": 0,
            "std": 2.09467
        }
    }
}

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)