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Trade: DYDX/USDT/120/SSF/HILO/5906

Strategy
DYDX/USDT/120/SSF/HILO/5906
Pair
DYDX_USDT
Interval
2h
Score
382422
Daily Profit
0.162718
Profit Factor
1.216608
Profitability
64.229765
Streak
13.142469
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-29 04:25
Expiration Time
2025-11-21 09:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240985.4276 67296.6695 173688.7581 -59097.3494 91519.344 -150616.6934
Total P&L (%) 240.9854 67.2967 173.6888 -59.0973 91.5193 -150.6167
Avg Daily Profit (%) 0.1627 0.0454 0.1173 -0.0603 0.0439 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135979 -97196 -124238 -506839 -131956 -471363
Profit Factor 1.2166 1.1281 1.2959 0.9598 1.1536 0.8276
Total Trades 383 191 192 383 191 192
Winning Trades 246 120 126 246 120 126
Losing Trades 137 71 66 137 71 66
Profitability (%) 64.2298 62.8272 65.625 64.2298 62.8272 65.625
Ratio Avg Win / Avg Loss 0.6775 0.6674 0.6788 0.5345 0.6826 0.4335
Largest Winning Trade 37719 37719 30292 116293 116293 43731
Largest Losing Trade -86601 -32781 -86601 -421387 -118889 -421387
Avg Bars in Trades 45 47 44 45 47 44
Avg Bars in Winners 25 23 27 25 23 27
Avg Bars in Losers 82 87 76 82 87 76
Bars Traded 17609 9040 8569 17609 9040 8569
Profit Streak 13.1425 21.3925 13.1425 13.1425 21.3925 13.1425
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382422 -210557 -34488 -575365 -184335 -577222
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17772,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631772000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109109305,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 17,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 65
        }
    }
}
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": [
        [
            240985.4275963111,
            67296.6695098361,
            173688.758086475,
            -59097.3494354732,
            91519.3439837623,
            -150616.6934192356
        ],
        [
            240.985428,
            67.29667,
            173.688758,
            -59.097349,
            91.519344,
            -150.616693
        ],
        [
            0.162718,
            0.04544,
            0.117278,
            -0.060345,
            0.043887,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135979,
            -97196,
            -124238,
            -506839,
            -131956,
            -471363
        ],
        [
            1.216608,
            1.128071,
            1.295854,
            0.959786,
            1.153628,
            0.827638
        ],
        [
            383,
            191,
            192,
            383,
            191,
            192
        ],
        [
            246,
            120,
            126,
            246,
            120,
            126
        ],
        [
            137,
            71,
            66,
            137,
            71,
            66
        ],
        [
            64.229765,
            62.827225,
            65.625,
            64.229765,
            62.827225,
            65.625
        ],
        [
            0.677542,
            0.667442,
            0.678781,
            0.534515,
            0.682563,
            0.433525
        ],
        [
            37719,
            37719,
            30292,
            116293,
            116293,
            43731
        ],
        [
            -86601,
            -32781,
            -86601,
            -421387,
            -118889,
            -421387
        ],
        [
            45,
            47,
            44,
            45,
            47,
            44
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            82,
            87,
            76,
            82,
            87,
            76
        ],
        [
            17609,
            9040,
            8569,
            17609,
            9040,
            8569
        ],
        [
            13.142469,
            21.392469,
            13.142469,
            13.142469,
            21.392469,
            13.142469
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382422,
            -210557,
            -34488,
            -575365,
            -184335,
            -577222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17772,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631772000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109109305,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 17,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 65
        }
    }
}

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)