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Trade: DYDX/USDT/240/HLC3/DCM/5227

Strategy
DYDX/USDT/240/HLC3/DCM/5227
Pair
DYDX_USDT
Interval
4h
Score
352045
Daily Profit
0.155995
Profit Factor
2.105883
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1490.830000
Evaluation Time
2025-10-08 22:25
Expiration Time
2025-11-22 11:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304311.5364 71749.6571 232561.8793 614246.418 44722.6253 569523.7927
Total P&L (%) 304.3115 71.7497 232.5619 614.2464 44.7226 569.5238
Avg Daily Profit (%) 0.2041 0.0481 0.156 0.132 0.0248 0.1276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105611 -64573 -69595 -625053 -274811 -393970
Profit Factor 1.7272 1.3446 2.1059 1.3272 1.047 1.6148
Total Trades 169 84 85 169 84 85
Winning Trades 75 35 40 75 35 40
Losing Trades 94 49 45 94 49 45
Profitability (%) 44.3787 41.6667 47.0588 44.3787 41.6667 47.0588
Ratio Avg Win / Avg Loss 2.1647 1.8825 2.3691 1.6634 1.4658 1.8167
Largest Winning Trade 61657 61657 55005 406122 301030 406122
Largest Losing Trade -21730 -21730 -14444 -189174 -189174 -91194
Avg Bars in Trades 50 38 63 50 38 63
Avg Bars in Winners 77 60 93 77 60 93
Avg Bars in Losers 29 23 36 29 23 36
Bars Traded 8617 3255 5362 8617 3255 5362
Profit Streak 0 2.976 0 0 2.976 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346653 -131909 352045 -16377 -335079 -20641
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8945,
    "evaluation_days": 1490.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634184000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759951530048,
    "expiration_time": 1763803440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "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": [
        [
            304311.5363579466,
            71749.65705517,
            232561.8793027767,
            614246.4179722831,
            44722.6252751502,
            569523.7926971327
        ],
        [
            304.311536,
            71.749657,
            232.561879,
            614.246418,
            44.722625,
            569.523793
        ],
        [
            0.204122,
            0.048127,
            0.155995,
            0.131964,
            0.024798,
            0.127621
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105611,
            -64573,
            -69595,
            -625053,
            -274811,
            -393970
        ],
        [
            1.727185,
            1.344645,
            2.105883,
            1.327202,
            1.04703,
            1.614821
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            94,
            49,
            45,
            94,
            49,
            45
        ],
        [
            44.378698,
            41.666667,
            47.058824,
            44.378698,
            41.666667,
            47.058824
        ],
        [
            2.164738,
            1.882504,
            2.369119,
            1.663426,
            1.465841,
            1.816674
        ],
        [
            61657,
            61657,
            55005,
            406122,
            301030,
            406122
        ],
        [
            -21730,
            -21730,
            -14444,
            -189174,
            -189174,
            -91194
        ],
        [
            50,
            38,
            63,
            50,
            38,
            63
        ],
        [
            77,
            60,
            93,
            77,
            60,
            93
        ],
        [
            29,
            23,
            36,
            29,
            23,
            36
        ],
        [
            8617,
            3255,
            5362,
            8617,
            3255,
            5362
        ],
        [
            0,
            2.976042,
            0,
            0,
            2.976042,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346653,
            -131909,
            352045,
            -16377,
            -335079,
            -20641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8945,
    "evaluation_days": 1490.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634184000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759951530048,
    "expiration_time": 1763803440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "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)