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Trade: DYDX/USDT/480/SSF/T3/7424

Strategy
DYDX/USDT/480/SSF/T3/7424
Pair
DYDX_USDT
Interval
8h
Score
374799
Daily Profit
0.223248
Profit Factor
1.457214
Profitability
64.655172
Streak
29.233023
Best Strategy
Training Data Length
1489.670000
Evaluation Time
2025-10-07 16:35
Expiration Time
2025-11-21 02:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332565.5077 129472.0855 203093.4222 32494.1037 127109.0421 -94614.9384
Total P&L (%) 332.5655 129.4721 203.0934 32.4941 127.109 -94.6149
Avg Daily Profit (%) 0.2232 0.0869 0.1363 0.0189 0.0551 -0.1959
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103894 -51729 -109021 -412027 -137964 -385863
Profit Factor 1.4572 1.4086 1.4948 1.0233 1.2364 0.8897
Total Trades 116 58 58 116 58 58
Winning Trades 75 37 38 75 37 38
Losing Trades 41 21 20 41 21 20
Profitability (%) 64.6552 63.7931 65.5172 64.6552 63.7931 65.5172
Ratio Avg Win / Avg Loss 0.7966 0.7995 0.7867 0.5594 0.7018 0.4683
Largest Winning Trade 67966 67966 56349 114889 114889 66932
Largest Losing Trade -81765 -36323 -81765 -274089 -120009 -274089
Avg Bars in Trades 38 33 43 38 33 43
Avg Bars in Winners 31 24 38 31 24 38
Avg Bars in Losers 49 48 50 49 48 50
Bars Traded 4430 1934 2495 4430 1934 2495
Profit Streak 29.233 29.233 48.5664 29.233 29.233 48.5664
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374799 -255568 -188900 -363880 -299067 -758259
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631923200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759844133241,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.76867
        }
    }
}
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": [
        [
            332565.5077068991,
            129472.0855358629,
            203093.4221710362,
            32494.1036980973,
            127109.0420883863,
            -94614.9383902891
        ],
        [
            332.565508,
            129.472086,
            203.093422,
            32.494104,
            127.109042,
            -94.614938
        ],
        [
            0.223248,
            0.086913,
            0.136335,
            0.01889,
            0.055078,
            -0.195928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103894,
            -51729,
            -109021,
            -412027,
            -137964,
            -385863
        ],
        [
            1.457214,
            1.408558,
            1.494777,
            1.023281,
            1.236423,
            0.889742
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            64.655172,
            63.793103,
            65.517241,
            64.655172,
            63.793103,
            65.517241
        ],
        [
            0.79661,
            0.799452,
            0.786725,
            0.559393,
            0.701754,
            0.468285
        ],
        [
            67966,
            67966,
            56349,
            114889,
            114889,
            66932
        ],
        [
            -81765,
            -36323,
            -81765,
            -274089,
            -120009,
            -274089
        ],
        [
            38,
            33,
            43,
            38,
            33,
            43
        ],
        [
            31,
            24,
            38,
            31,
            24,
            38
        ],
        [
            49,
            48,
            50,
            49,
            48,
            50
        ],
        [
            4430,
            1934,
            2495,
            4430,
            1934,
            2495
        ],
        [
            29.233023,
            29.233024,
            48.566357,
            29.233024,
            29.233024,
            48.566357
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374799,
            -255568,
            -188900,
            -363880,
            -299067,
            -758259
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631923200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759844133241,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.76867
        }
    }
}

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)