← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/120/ALMA/SSF/3032

Strategy
DYDX/USDT/120/ALMA/SSF/3032
Pair
DYDX_USDT
Interval
2h
Score
449978
Daily Profit
0.280364
Profit Factor
1.423185
Profitability
57.613169
Streak
10.705660
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-28 03:56
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413979.5603 180948.0476 233031.5127 248430.2509 658707.9847 -410277.7337
Total P&L (%) 413.9796 180.948 233.0315 248.4303 658.708 -410.2777
Avg Daily Profit (%) 0.2804 0.1225 0.1578 0.0846 0.1373 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94997 -129869 -90612 -1246838 -471700 -1459293
Profit Factor 1.4232 1.3471 1.5101 1.0473 1.3036 0.8671
Total Trades 243 121 122 243 121 122
Winning Trades 140 64 76 140 64 76
Losing Trades 103 57 46 103 57 46
Profitability (%) 57.6132 52.8926 62.2951 57.6132 52.8926 62.2951
Ratio Avg Win / Avg Loss 1.0471 1.1997 0.914 0.7705 1.161 0.5248
Largest Winning Trade 61138 61138 41210 369478 369478 204614
Largest Losing Trade -79495 -30332 -79495 -1152757 -209807 -1152757
Avg Bars in Trades 72 78 67 72 78 67
Avg Bars in Winners 58 59 56 58 59 56
Avg Bars in Losers 92 98 85 92 98 85
Bars Traded 17678 9444 8234 17678 9444 8234
Profit Streak 10.7057 19.8723 10.7057 10.7057 19.8723 10.7057
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449978 -28343 323008 -246899 -8474 -578766
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631412000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759020969025,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            413979.5602863902,
            180948.0475955696,
            233031.5126908207,
            248430.2509183847,
            658707.9846538149,
            -410277.7337354297
        ],
        [
            413.97956,
            180.948048,
            233.031513,
            248.430251,
            658.707985,
            -410.277734
        ],
        [
            0.280364,
            0.122545,
            0.157818,
            0.084574,
            0.137333,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94997,
            -129869,
            -90612,
            -1246838,
            -471700,
            -1459293
        ],
        [
            1.423185,
            1.347063,
            1.510052,
            1.047255,
            1.303607,
            0.867122
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            140,
            64,
            76,
            140,
            64,
            76
        ],
        [
            103,
            57,
            46,
            103,
            57,
            46
        ],
        [
            57.613169,
            52.892562,
            62.295082,
            57.613169,
            52.892562,
            62.295082
        ],
        [
            1.047057,
            1.199728,
            0.913979,
            0.77048,
            1.161025,
            0.524837
        ],
        [
            61138,
            61138,
            41210,
            369478,
            369478,
            204614
        ],
        [
            -79495,
            -30332,
            -79495,
            -1152757,
            -209807,
            -1152757
        ],
        [
            72,
            78,
            67,
            72,
            78,
            67
        ],
        [
            58,
            59,
            56,
            58,
            59,
            56
        ],
        [
            92,
            98,
            85,
            92,
            98,
            85
        ],
        [
            17678,
            9444,
            8234,
            17678,
            9444,
            8234
        ],
        [
            10.70566,
            19.872327,
            10.70566,
            10.70566,
            19.872327,
            10.70566
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449978,
            -28343,
            323008,
            -246899,
            -8474,
            -578766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631412000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759020969025,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    }
}

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)