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Trade: DYDX/USDT/120/MIDPRICE/RMA/1886

Strategy
DYDX/USDT/120/MIDPRICE/RMA/1886
Pair
DYDX_USDT
Interval
2h
Score
386953
Daily Profit
0.224950
Profit Factor
1.352165
Profitability
50.246305
Streak
48.721231
Best Strategy
Training Data Length
1491.170000
Evaluation Time
2025-10-09 08:18
Expiration Time
2025-12-01 22:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335438.2573 145737.7544 189700.5029 110506.396 94080.6611 16425.7349
Total P&L (%) 335.4383 145.7378 189.7005 110.5064 94.0807 16.4257
Avg Daily Profit (%) 0.225 0.0977 0.1272 0.0499 0.0445 0.0102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -273489 -137339 -162926 -169231 -87809 -108669
Profit Factor 1.3522 1.3082 1.3955 1.199 1.3723 1.0543
Total Trades 203 101 102 203 101 102
Winning Trades 102 50 52 102 50 52
Losing Trades 101 51 50 101 51 50
Profitability (%) 50.2463 49.505 50.9804 50.2463 49.505 50.9804
Ratio Avg Win / Avg Loss 1.3389 1.3344 1.3418 1.1873 1.3998 1.0137
Largest Winning Trade 60844 60844 46997 49805 49805 29944
Largest Losing Trade -73367 -25969 -73367 -73367 -27214 -73367
Avg Bars in Trades 87 72 101 87 72 101
Avg Bars in Winners 104 72 134 104 72 134
Avg Bars in Losers 69 72 67 69 72 67
Bars Traded 17687 7290 10396 17687 7290 10396
Profit Streak 48.7212 48.7212 61.0546 48.7212 48.7212 61.0546
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386953 -62275 -21281 -125302 -132890 -348041
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17894,
    "evaluation_days": 1491.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632470400000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759987114344,
    "expiration_time": 1764620524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 40,
            "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": [
        [
            335438.2572956944,
            145737.7543949867,
            189700.5029007077,
            110506.3959703112,
            94080.661050941,
            16425.7349193701
        ],
        [
            335.438257,
            145.737754,
            189.700503,
            110.506396,
            94.080661,
            16.425735
        ],
        [
            0.22495,
            0.097734,
            0.127216,
            0.049929,
            0.044479,
            0.010199
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -273489,
            -137339,
            -162926,
            -169231,
            -87809,
            -108669
        ],
        [
            1.352165,
            1.308201,
            1.395508,
            1.199043,
            1.372328,
            1.054299
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            102,
            50,
            52,
            102,
            50,
            52
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            50.246305,
            49.50495,
            50.980392,
            50.246305,
            49.50495,
            50.980392
        ],
        [
            1.338908,
            1.334365,
            1.341835,
            1.187287,
            1.399775,
            1.013749
        ],
        [
            60844,
            60844,
            46997,
            49805,
            49805,
            29944
        ],
        [
            -73367,
            -25969,
            -73367,
            -73367,
            -27214,
            -73367
        ],
        [
            87,
            72,
            101,
            87,
            72,
            101
        ],
        [
            104,
            72,
            134,
            104,
            72,
            134
        ],
        [
            69,
            72,
            67,
            69,
            72,
            67
        ],
        [
            17687,
            7290,
            10396,
            17687,
            7290,
            10396
        ],
        [
            48.721231,
            48.721231,
            61.054564,
            48.721231,
            48.721231,
            61.054564
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386953,
            -62275,
            -21281,
            -125302,
            -132890,
            -348041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17894,
    "evaluation_days": 1491.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632470400000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759987114344,
    "expiration_time": 1764620524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 40,
            "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)