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Trade: DYDX/USDT/240/LINREG/T3/1164

Strategy
DYDX/USDT/240/LINREG/T3/1164
Pair
DYDX_USDT
Interval
4h
Score
394606
Daily Profit
0.177586
Profit Factor
1.351807
Profitability
68.944099
Streak
42.989087
Best Strategy
Training Data Length
1483.670000
Evaluation Time
2025-10-01 18:44
Expiration Time
2025-11-15 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263478.4605 73801.4498 189677.0107 -4909.0289 -54189.0175 49279.9886
Total P&L (%) 263.4785 73.8015 189.677 -4.909 -54.189 49.28
Avg Daily Profit (%) 0.1776 0.0497 0.1278 -0.0034 -0.0526 0.027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109028 -122621 -82805 -392145 -268817 -312252
Profit Factor 1.3518 1.1706 1.5998 0.9964 0.9246 1.0752
Total Trades 161 80 81 161 80 81
Winning Trades 111 51 60 111 51 60
Losing Trades 50 29 21 50 29 21
Profitability (%) 68.9441 63.75 74.0741 68.9441 63.75 74.0741
Ratio Avg Win / Avg Loss 0.6089 0.6656 0.5599 0.4488 0.5257 0.3763
Largest Winning Trade 39720 39720 28588 50872 50872 46574
Largest Losing Trade -77586 -67586 -77586 -294149 -125744 -294149
Avg Bars in Trades 54 63 46 54 63 46
Avg Bars in Winners 29 31 28 29 31 28
Avg Bars in Losers 109 118 97 109 118 97
Bars Traded 8809 5044 3765 8809 5044 3765
Profit Streak 42.9891 54.4891 42.9891 42.9891 54.4891 42.9891
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394606 -177465 -29672 -575980 -597192 -305206
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8902,
    "evaluation_days": 1483.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631793600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759333457125,
    "expiration_time": 1763165664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 46,
            "offset": 0,
            "a": 0.22854
        }
    }
}
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": [
        [
            263478.4605224219,
            73801.4498416123,
            189677.0106808097,
            -4909.0288794682,
            -54189.0175157358,
            49279.9886362676
        ],
        [
            263.478461,
            73.80145,
            189.677011,
            -4.909029,
            -54.189018,
            49.279989
        ],
        [
            0.177586,
            0.049742,
            0.127843,
            -0.003393,
            -0.052602,
            0.027008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109028,
            -122621,
            -82805,
            -392145,
            -268817,
            -312252
        ],
        [
            1.351807,
            1.170569,
            1.599765,
            0.996426,
            0.924589,
            1.07523
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            111,
            51,
            60,
            111,
            51,
            60
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            68.944099,
            63.75,
            74.074074,
            68.944099,
            63.75,
            74.074074
        ],
        [
            0.608922,
            0.665618,
            0.559918,
            0.448841,
            0.525747,
            0.376331
        ],
        [
            39720,
            39720,
            28588,
            50872,
            50872,
            46574
        ],
        [
            -77586,
            -67586,
            -77586,
            -294149,
            -125744,
            -294149
        ],
        [
            54,
            63,
            46,
            54,
            63,
            46
        ],
        [
            29,
            31,
            28,
            29,
            31,
            28
        ],
        [
            109,
            118,
            97,
            109,
            118,
            97
        ],
        [
            8809,
            5044,
            3765,
            8809,
            5044,
            3765
        ],
        [
            42.989087,
            54.489087,
            42.989087,
            42.989087,
            54.489087,
            42.989087
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394606,
            -177465,
            -29672,
            -575980,
            -597192,
            -305206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8902,
    "evaluation_days": 1483.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631793600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759333457125,
    "expiration_time": 1763165664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 46,
            "offset": 0,
            "a": 0.22854
        }
    }
}

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)