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Trade: DYDX/USDT/30/BBL/ALMA/1727

Strategy
DYDX/USDT/30/BBL/ALMA/1727
Pair
DYDX_USDT
Interval
30m
Score
369004
Daily Profit
0.208034
Profit Factor
1.910721
Profitability
67.676768
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-10 11:00
Expiration Time
2025-12-24 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 157843.1565 49492.9471 108350.2094 174608.0801 -251.1753 174859.2554
Total P&L (%) 157.8432 49.4929 108.3502 174.6081 -0.2512 174.8593
Avg Daily Profit (%) 0.3031 0.095 0.208 0.1941 -0.0005 0.1943
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82968 -94444 -17794 -284758 -323355 -74306
Profit Factor 1.3833 1.169 1.9107 1.1712 0.9996 1.5486
Total Trades 198 99 99 198 99 99
Winning Trades 133 66 67 133 66 67
Losing Trades 65 33 32 65 33 32
Profitability (%) 67.1717 66.6667 67.6768 67.1717 66.6667 67.6768
Ratio Avg Win / Avg Loss 0.676 0.5845 0.9126 0.5724 0.4998 0.7396
Largest Winning Trade 32704 32704 14814 46925 46925 45741
Largest Losing Trade -29964 -29964 -17794 -105377 -105377 -74306
Avg Bars in Trades 123 189 58 123 189 58
Avg Bars in Winners 89 127 51 89 127 51
Avg Bars in Losers 195 313 73 195 313 73
Bars Traded 24520 18735 5785 24520 18735 5785
Profit Streak 0 10.9586 0 0 10.9586 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364382 -101564 369004 -23592 -578556 331889
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715083200000,
    "first_datapoint_time": 1715500800000,
    "last_datapoint_time": 1760081400000,
    "evaluation_time": 1760083222752,
    "expiration_time": 1766561400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 198,
            "offset": 0,
            "std": 3.72462
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 233,
            "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": [
        [
            157843.1565134621,
            49492.9471217387,
            108350.2093917236,
            174608.0801444688,
            -251.1752585878,
            174859.2554030566
        ],
        [
            157.843157,
            49.492947,
            108.350209,
            174.60808,
            -0.251175,
            174.859255
        ],
        [
            0.303061,
            0.095027,
            0.208034,
            0.194143,
            -0.000483,
            0.194319
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82968,
            -94444,
            -17794,
            -284758,
            -323355,
            -74306
        ],
        [
            1.383258,
            1.168991,
            1.910721,
            1.171215,
            0.999642,
            1.548598
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            67.171717,
            66.666667,
            67.676768,
            67.171717,
            66.666667,
            67.676768
        ],
        [
            0.676029,
            0.584495,
            0.912583,
            0.572398,
            0.499821,
            0.739629
        ],
        [
            32704,
            32704,
            14814,
            46925,
            46925,
            45741
        ],
        [
            -29964,
            -29964,
            -17794,
            -105377,
            -105377,
            -74306
        ],
        [
            123,
            189,
            58,
            123,
            189,
            58
        ],
        [
            89,
            127,
            51,
            89,
            127,
            51
        ],
        [
            195,
            313,
            73,
            195,
            313,
            73
        ],
        [
            24520,
            18735,
            5785,
            24520,
            18735,
            5785
        ],
        [
            0,
            10.958597,
            0,
            0,
            10.958597,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364382,
            -101564,
            369004,
            -23592,
            -578556,
            331889
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715083200000,
    "first_datapoint_time": 1715500800000,
    "last_datapoint_time": 1760081400000,
    "evaluation_time": 1760083222752,
    "expiration_time": 1766561400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 198,
            "offset": 0,
            "std": 3.72462
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 233,
            "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)