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Trade: DYDX/USDT/720/TEMA/HILO/7212

Strategy
DYDX/USDT/720/TEMA/HILO/7212
Pair
DYDX_USDT
Interval
12h
Score
304478
Daily Profit
0.148754
Profit Factor
1.265576
Profitability
67.632850
Streak
15.389927
Best Strategy
Training Data Length
1483.000000
Evaluation Time
2025-10-01 00:21
Expiration Time
2025-11-14 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220602.5768 23341.6164 197260.9604 -28782.7365 -15335.7154 -13447.0211
Total P&L (%) 220.6026 23.3416 197.261 -28.7827 -15.3357 -13.447
Avg Daily Profit (%) 0.1488 0.0157 0.133 -0.0229 -0.0112 -0.0097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114968 -111854 -88105 -613711 -342420 -512839
Profit Factor 1.2656 1.0503 1.5384 0.9859 0.9844 0.9873
Total Trades 207 103 104 207 103 104
Winning Trades 140 63 77 140 63 77
Losing Trades 67 40 27 67 40 27
Profitability (%) 67.6329 61.165 74.0385 67.6329 61.165 74.0385
Ratio Avg Win / Avg Loss 0.6057 0.6668 0.5394 0.4718 0.625 0.3462
Largest Winning Trade 30160 30160 27181 51059 51059 47702
Largest Losing Trade -85172 -33215 -85172 -498341 -170461 -498341
Avg Bars in Trades 14 14 13 14 14 13
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 27 26 30 27 26 30
Bars Traded 2914 1502 1412 2914 1502 1412
Profit Streak 15.3899 22.8899 15.3899 15.3899 22.8899 15.3899
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304478 -341381 -11601 -576059 -578785 -576800
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2966,
    "evaluation_days": 1483,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267289735,
    "expiration_time": 1763077536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            220602.5767652505,
            23341.6163803393,
            197260.9603849108,
            -28782.7365345746,
            -15335.715393996,
            -13447.0211405788
        ],
        [
            220.602577,
            23.341616,
            197.26096,
            -28.782737,
            -15.335715,
            -13.447021
        ],
        [
            0.148754,
            0.015739,
            0.133015,
            -0.022886,
            -0.011225,
            -0.009737
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114968,
            -111854,
            -88105,
            -613711,
            -342420,
            -512839
        ],
        [
            1.265576,
            1.050275,
            1.538412,
            0.985922,
            0.984415,
            0.987321
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            140,
            63,
            77,
            140,
            63,
            77
        ],
        [
            67,
            40,
            27,
            67,
            40,
            27
        ],
        [
            67.63285,
            61.165049,
            74.038462,
            67.63285,
            61.165049,
            74.038462
        ],
        [
            0.605668,
            0.666841,
            0.539443,
            0.471834,
            0.625025,
            0.346203
        ],
        [
            30160,
            30160,
            27181,
            51059,
            51059,
            47702
        ],
        [
            -85172,
            -33215,
            -85172,
            -498341,
            -170461,
            -498341
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            27,
            26,
            30,
            27,
            26,
            30
        ],
        [
            2914,
            1502,
            1412,
            2914,
            1502,
            1412
        ],
        [
            15.389927,
            22.889927,
            15.389927,
            15.389927,
            22.889927,
            15.389927
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304478,
            -341381,
            -11601,
            -576059,
            -578785,
            -576800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2966,
    "evaluation_days": 1483,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759267289735,
    "expiration_time": 1763077536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)