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Trade: DYDX/USDT/360/HLC3/BBL/5898

Strategy
DYDX/USDT/360/HLC3/BBL/5898
Pair
DYDX_USDT
Interval
6h
Score
507539
Daily Profit
0.161265
Profit Factor
1.943705
Profitability
84.782609
Streak
252.187516
Best Strategy
Training Data Length
1488.500000
Evaluation Time
2025-10-06 13:30
Expiration Time
2025-11-19 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274073.223 34030.1495 240043.0735 -303623.2477 112137.242 -415760.4897
Total P&L (%) 274.0732 34.0302 240.0431 -303.6232 112.1372 -415.7605
Avg Daily Profit (%) 0.1841 0.0229 0.1613 0 0.0505 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137852 -37656 -143212 -1144820 -139697 -1166364
Profit Factor 1.7948 1.3762 1.9437 0.8254 1.4826 0.724
Total Trades 93 47 46 93 47 46
Winning Trades 69 30 39 42 21 21
Losing Trades 24 17 7 51 26 25
Profitability (%) 74.1935 63.8298 84.7826 45.1613 44.6809 45.6522
Ratio Avg Win / Avg Loss 0.6243 0.7798 0.3489 1.0023 1.8356 0.862
Largest Winning Trade 47386 16166 47386 215995 89640 215995
Largest Losing Trade -111766 -23458 -111766 -829992 -139697 -829992
Avg Bars in Trades 57 7 108 57 7 108
Avg Bars in Winners 41 4 70 77 9 145
Avg Bars in Losers 102 13 318 40 5 77
Bars Traded 5323 346 4977 5323 346 4977
Profit Streak 0 0 252.1875 106.4375 127.6875 0
Trades During Streak 0 0 8 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423860 -164042 507539 -580183 -124253 -582395
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5954,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634191200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759746601438,
    "expiration_time": 1763588592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 2.02172
        }
    }
}
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": [
        [
            274073.2230493345,
            34030.149537328,
            240043.0735120063,
            -303623.2477228529,
            112137.2419948581,
            -415760.489717711
        ],
        [
            274.073223,
            34.03015,
            240.043074,
            -303.623248,
            112.137242,
            -415.76049
        ],
        [
            0.184127,
            0.022862,
            0.161265,
            0,
            0.050538,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137852,
            -37656,
            -143212,
            -1144820,
            -139697,
            -1166364
        ],
        [
            1.794818,
            1.376179,
            1.943705,
            0.825396,
            1.482634,
            0.724038
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            69,
            30,
            39,
            42,
            21,
            21
        ],
        [
            24,
            17,
            7,
            51,
            26,
            25
        ],
        [
            74.193548,
            63.829787,
            84.782609,
            45.16129,
            44.680851,
            45.652174
        ],
        [
            0.624284,
            0.779835,
            0.34887,
            1.002267,
            1.835642,
            0.86195
        ],
        [
            47386,
            16166,
            47386,
            215995,
            89640,
            215995
        ],
        [
            -111766,
            -23458,
            -111766,
            -829992,
            -139697,
            -829992
        ],
        [
            57,
            7,
            108,
            57,
            7,
            108
        ],
        [
            41,
            4,
            70,
            77,
            9,
            145
        ],
        [
            102,
            13,
            318,
            40,
            5,
            77
        ],
        [
            5323,
            346,
            4977,
            5323,
            346,
            4977
        ],
        [
            0,
            0,
            252.187516,
            106.437517,
            127.687517,
            0
        ],
        [
            0,
            0,
            8,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423860,
            -164042,
            507539,
            -580183,
            -124253,
            -582395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5954,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634191200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759746601438,
    "expiration_time": 1763588592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 2.02172
        }
    }
}

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)