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Trade: DYDX/USDT/720/MIDPOINT/LINREG/2129

Strategy
DYDX/USDT/720/MIDPOINT/LINREG/2129
Pair
DYDX_USDT
Interval
12h
Score
382498
Daily Profit
0.248683
Profit Factor
1.458657
Profitability
52.542373
Streak
0.000000
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 16:22
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367304.4637 145289.4409 222015.0228 308670.3508 132628.9234 176041.4275
Total P&L (%) 367.3045 145.2894 222.015 308.6704 132.6289 176.0414
Avg Daily Profit (%) 0.2487 0.0984 0.1503 0.0954 0.0572 0.0688
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169849 -86484 -83364 -1792335 -1210190 -813082
Profit Factor 1.4587 1.3695 1.5446 1.0487 1.0437 1.0534
Total Trades 177 88 89 177 88 89
Winning Trades 93 43 50 93 43 50
Losing Trades 84 45 39 84 45 39
Profitability (%) 52.5424 48.8636 56.1798 52.5424 48.8636 56.1798
Ratio Avg Win / Avg Loss 1.3175 1.4332 1.2048 0.9473 1.0922 0.8217
Largest Winning Trade 127983 127983 60602 1114116 1114116 355419
Largest Losing Trade -31592 -31592 -28640 -369015 -322348 -369015
Avg Bars in Trades 16 11 20 16 11 20
Avg Bars in Winners 16 10 20 16 10 20
Avg Bars in Losers 16 12 20 16 12 20
Bars Traded 2862 1031 1831 2862 1031 1831
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 382498 -61623 343365 -232703 -289522 -263798
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758979366534,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 46,
            "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": [
        [
            367304.4637180399,
            145289.4409048663,
            222015.0228131735,
            308670.3508294132,
            132628.9233676141,
            176041.4274617982
        ],
        [
            367.304464,
            145.289441,
            222.015023,
            308.670351,
            132.628923,
            176.041427
        ],
        [
            0.248683,
            0.098368,
            0.150315,
            0.095356,
            0.057178,
            0.06877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169849,
            -86484,
            -83364,
            -1792335,
            -1210190,
            -813082
        ],
        [
            1.458657,
            1.369509,
            1.544648,
            1.048746,
            1.043688,
            1.053405
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            93,
            43,
            50,
            93,
            43,
            50
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            52.542373,
            48.863636,
            56.179775,
            52.542373,
            48.863636,
            56.179775
        ],
        [
            1.317497,
            1.433207,
            1.204826,
            0.947255,
            1.092231,
            0.821656
        ],
        [
            127983,
            127983,
            60602,
            1114116,
            1114116,
            355419
        ],
        [
            -31592,
            -31592,
            -28640,
            -369015,
            -322348,
            -369015
        ],
        [
            16,
            11,
            20,
            16,
            11,
            20
        ],
        [
            16,
            10,
            20,
            16,
            10,
            20
        ],
        [
            16,
            12,
            20,
            16,
            12,
            20
        ],
        [
            2862,
            1031,
            1831,
            2862,
            1031,
            1831
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382498,
            -61623,
            343365,
            -232703,
            -289522,
            -263798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758979366534,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 46,
            "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)