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Trade: DYDX/USDT/120/MIDPRICE/LINREG/3584

Strategy
DYDX/USDT/120/MIDPRICE/LINREG/3584
Pair
DYDX_USDT
Interval
2h
Score
451925
Daily Profit
0.190406
Profit Factor
1.935805
Profitability
55.172414
Streak
50.997960
Best Strategy
Training Data Length
1484.000000
Evaluation Time
2025-10-02 04:57
Expiration Time
2025-11-24 12:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428654.5816 146091.3511 282563.2305 1098554.8857 496226.5162 602328.3695
Total P&L (%) 428.6546 146.0914 282.5632 1098.5549 496.2265 602.3284
Avg Daily Profit (%) 0.2889 0.0984 0.1904 0.1675 0.1204 0.1314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129260 -62412 -104659 -975070 -515949 -621193
Profit Factor 1.6231 1.3784 1.9358 1.2677 1.2198 1.3261
Total Trades 174 87 87 174 87 87
Winning Trades 93 45 48 93 45 48
Losing Trades 81 42 39 81 42 39
Profitability (%) 53.4483 51.7241 55.1724 53.4483 51.7241 55.1724
Ratio Avg Win / Avg Loss 1.4136 1.2865 1.5728 1.1041 1.1385 1.0775
Largest Winning Trade 56295 56295 53228 305098 305098 300033
Largest Losing Trade -31613 -31613 -28353 -329541 -328294 -329541
Avg Bars in Trades 100 82 118 100 82 118
Avg Bars in Winners 114 72 152 114 72 152
Avg Bars in Losers 84 92 76 84 92 76
Bars Traded 17479 7154 10325 17479 7154 10325
Profit Streak 0 0 50.998 0 0 50.998
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421218 -61082 451925 324167 -32795 -15559
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17808,
    "evaluation_days": 1484,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632621600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370223789,
    "expiration_time": 1763979033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "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": [
        [
            428654.5815827325,
            146091.3510573044,
            282563.2305254282,
            1098554.885703252,
            496226.5161891436,
            602328.3695141085
        ],
        [
            428.654582,
            146.091351,
            282.563231,
            1098.554886,
            496.226516,
            602.32837
        ],
        [
            0.288851,
            0.098444,
            0.190406,
            0.167505,
            0.120386,
            0.131436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129260,
            -62412,
            -104659,
            -975070,
            -515949,
            -621193
        ],
        [
            1.62305,
            1.378429,
            1.935805,
            1.267668,
            1.219825,
            1.326148
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            53.448276,
            51.724138,
            55.172414,
            53.448276,
            51.724138,
            55.172414
        ],
        [
            1.413624,
            1.286533,
            1.572842,
            1.104098,
            1.138503,
            1.077495
        ],
        [
            56295,
            56295,
            53228,
            305098,
            305098,
            300033
        ],
        [
            -31613,
            -31613,
            -28353,
            -329541,
            -328294,
            -329541
        ],
        [
            100,
            82,
            118,
            100,
            82,
            118
        ],
        [
            114,
            72,
            152,
            114,
            72,
            152
        ],
        [
            84,
            92,
            76,
            84,
            92,
            76
        ],
        [
            17479,
            7154,
            10325,
            17479,
            7154,
            10325
        ],
        [
            0,
            0,
            50.99796,
            0,
            0,
            50.99796
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421218,
            -61082,
            451925,
            324167,
            -32795,
            -15559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17808,
    "evaluation_days": 1484,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632621600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370223789,
    "expiration_time": 1763979033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "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)