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Trade: DYDX/USDT/120/LINREG/DEMA/7513

Strategy
DYDX/USDT/120/LINREG/DEMA/7513
Pair
DYDX_USDT
Interval
2h
Score
375015
Daily Profit
0.266273
Profit Factor
1.260964
Profitability
49.788136
Streak
0.000000
Best Strategy
Training Data Length
1492.750000
Evaluation Time
2025-10-10 21:28
Expiration Time
2025-12-03 13:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397479.3318 145371.5686 252107.7632 401634.584 503852.8105 -102218.2265
Total P&L (%) 397.4793 145.3716 252.1078 401.6346 503.8528 -102.2182
Avg Daily Profit (%) 0.2663 0.0974 0.1689 0.1081 0.1205 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231657 -132681 -132839 -1196106 -519830 -841951
Profit Factor 1.261 1.201 1.3153 1.0659 1.1892 0.9703
Total Trades 472 236 236 472 236 236
Winning Trades 235 111 124 235 111 124
Losing Trades 237 125 112 237 125 112
Profitability (%) 49.7881 47.0339 52.5424 49.7881 47.0339 52.5424
Ratio Avg Win / Avg Loss 1.2717 1.3524 1.188 1.0749 1.3392 0.8764
Largest Winning Trade 48406 48406 34707 346347 346347 123419
Largest Losing Trade -45455 -21699 -45455 -273113 -230428 -273113
Avg Bars in Trades 37 35 39 37 35 39
Avg Bars in Winners 42 40 45 42 40 45
Avg Bars in Losers 32 31 33 32 31 33
Bars Traded 17800 8426 9374 17800 8426 9374
Profit Streak 0 0 7.8534 0 0 7.8534
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375015 -63955 348333 -194385 -44535 -578634
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17913,
    "evaluation_days": 1492.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631700000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760120933555,
    "expiration_time": 1764762249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 53,
            "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": [
        [
            397479.3317999716,
            145371.56859169,
            252107.7632082822,
            401634.5839742896,
            503852.810459706,
            -102218.2264854161
        ],
        [
            397.479332,
            145.371569,
            252.107763,
            401.634584,
            503.85281,
            -102.218226
        ],
        [
            0.266273,
            0.097385,
            0.168888,
            0.108094,
            0.120532,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231657,
            -132681,
            -132839,
            -1196106,
            -519830,
            -841951
        ],
        [
            1.260964,
            1.200951,
            1.315252,
            1.065853,
            1.189224,
            0.970253
        ],
        [
            472,
            236,
            236,
            472,
            236,
            236
        ],
        [
            235,
            111,
            124,
            235,
            111,
            124
        ],
        [
            237,
            125,
            112,
            237,
            125,
            112
        ],
        [
            49.788136,
            47.033898,
            52.542373,
            49.788136,
            47.033898,
            52.542373
        ],
        [
            1.271695,
            1.352422,
            1.18797,
            1.074924,
            1.339216,
            0.876357
        ],
        [
            48406,
            48406,
            34707,
            346347,
            346347,
            123419
        ],
        [
            -45455,
            -21699,
            -45455,
            -273113,
            -230428,
            -273113
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            42,
            40,
            45,
            42,
            40,
            45
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            17800,
            8426,
            9374,
            17800,
            8426,
            9374
        ],
        [
            0,
            0,
            7.853397,
            0,
            0,
            7.853398
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375015,
            -63955,
            348333,
            -194385,
            -44535,
            -578634
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17913,
    "evaluation_days": 1492.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631700000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760120933555,
    "expiration_time": 1764762249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 53,
            "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)