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Trade: DYDX/USDT/30/BBU/MIDPRICE/8871

Strategy
DYDX/USDT/30/BBU/MIDPRICE/8871
Pair
DYDX_USDT
Interval
30m
Score
389995
Daily Profit
0.228026
Profit Factor
1.552128
Profitability
62.068966
Streak
39.970109
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 05:46
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118762.7507 18796.7 99966.0507 109715.7105 30002.8228 79712.8877
Total P&L (%) 118.7628 18.7967 99.9661 109.7157 30.0028 79.7129
Avg Daily Profit (%) 0.228 0.0361 0.1919 0.1423 0.0504 0.1126
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74365 -39958 -69356 -89473 -47152 -76150
Profit Factor 1.5521 1.286 1.6692 1.4083 1.3942 1.414
Total Trades 87 44 43 87 44 43
Winning Trades 54 27 27 54 27 27
Losing Trades 33 17 16 33 17 16
Profitability (%) 62.069 61.3636 62.7907 62.069 61.3636 62.7907
Ratio Avg Win / Avg Loss 0.9485 0.8097 0.9892 0.8607 0.8778 0.8379
Largest Winning Trade 26835 7261 26835 30498 12349 30498
Largest Losing Trade -41729 -11250 -41729 -50403 -12910 -50403
Avg Bars in Trades 284 38 536 284 38 536
Avg Bars in Winners 289 34 545 289 34 545
Avg Bars in Losers 276 45 522 276 45 522
Bars Traded 24771 1686 23085 24771 1686 23085
Profit Streak 39.9701 39.9701 41.7826 39.9701 39.9701 41.7826
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389995 -152095 362291 -987 -127786 -41414
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714114800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758941217419,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 3.11958
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "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": [
        [
            118762.7507220649,
            18796.6999820307,
            99966.0507400342,
            109715.7104556379,
            30002.8227553564,
            79712.8877002815
        ],
        [
            118.762751,
            18.7967,
            99.966051,
            109.71571,
            30.002823,
            79.712888
        ],
        [
            0.228026,
            0.03609,
            0.191936,
            0.142294,
            0.050391,
            0.112613
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74365,
            -39958,
            -69356,
            -89473,
            -47152,
            -76150
        ],
        [
            1.552128,
            1.28598,
            1.66924,
            1.408348,
            1.394173,
            1.413951
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            62.068966,
            61.363636,
            62.790698,
            62.068966,
            61.363636,
            62.790698
        ],
        [
            0.948523,
            0.809691,
            0.989179,
            0.860657,
            0.877813,
            0.837897
        ],
        [
            26835,
            7261,
            26835,
            30498,
            12349,
            30498
        ],
        [
            -41729,
            -11250,
            -41729,
            -50403,
            -12910,
            -50403
        ],
        [
            284,
            38,
            536,
            284,
            38,
            536
        ],
        [
            289,
            34,
            545,
            289,
            34,
            545
        ],
        [
            276,
            45,
            522,
            276,
            45,
            522
        ],
        [
            24771,
            1686,
            23085,
            24771,
            1686,
            23085
        ],
        [
            39.970109,
            39.970109,
            41.782609,
            39.970109,
            39.970109,
            41.782609
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389995,
            -152095,
            362291,
            -987,
            -127786,
            -41414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714114800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758941217419,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 3.11958
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "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)