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Trade: DYDX/USDT/360/HLC3/SSF/4954

Strategy
DYDX/USDT/360/HLC3/SSF/4954
Pair
DYDX_USDT
Interval
6h
Score
390459
Daily Profit
0.203960
Profit Factor
1.470400
Profitability
53.543307
Streak
0.000000
Best Strategy
Training Data Length
1487.500000
Evaluation Time
2025-10-05 11:14
Expiration Time
2025-11-18 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303389.9107 84598.075 218791.8357 322159.5172 -139705.8231 461865.3403
Total P&L (%) 303.3899 84.5981 218.7918 322.1595 -139.7058 461.8653
Avg Daily Profit (%) 0.204 0.0569 0.1471 0.0969 0 0.1161
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92442 -79496 -45102 -612290 -573105 -369233
Profit Factor 1.4704 1.2563 1.6949 1.1137 0.9034 1.3328
Total Trades 254 127 127 254 127 127
Winning Trades 136 60 76 136 60 76
Losing Trades 118 67 51 118 67 51
Profitability (%) 53.5433 47.2441 59.8425 53.5433 47.2441 59.8425
Ratio Avg Win / Avg Loss 1.2758 1.4029 1.1373 0.9663 1.0087 0.8944
Largest Winning Trade 107910 107910 61011 276118 147154 276118
Largest Losing Trade -33094 -33094 -27931 -234610 -234610 -195731
Avg Bars in Trades 22 18 26 22 18 26
Avg Bars in Winners 29 26 31 29 26 31
Avg Bars in Losers 14 11 19 14 11 19
Bars Traded 5765 2381 3384 5765 2381 3384
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390459 -118169 242874 -158695 -580122 -38042
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5950,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633370400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652050624,
    "expiration_time": 1763499600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            303389.9107470702,
            84598.0750457144,
            218791.8357013559,
            322159.5172150481,
            -139705.8231286985,
            461865.3403437462
        ],
        [
            303.389911,
            84.598075,
            218.791836,
            322.159517,
            -139.705823,
            461.86534
        ],
        [
            0.20396,
            0.056873,
            0.147087,
            0.096868,
            0,
            0.116107
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92442,
            -79496,
            -45102,
            -612290,
            -573105,
            -369233
        ],
        [
            1.4704,
            1.256291,
            1.694852,
            1.11371,
            0.903353,
            1.332845
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            136,
            60,
            76,
            136,
            60,
            76
        ],
        [
            118,
            67,
            51,
            118,
            67,
            51
        ],
        [
            53.543307,
            47.244094,
            59.84252,
            53.543307,
            47.244094,
            59.84252
        ],
        [
            1.275788,
            1.402858,
            1.137335,
            0.966307,
            1.008745,
            0.894409
        ],
        [
            107910,
            107910,
            61011,
            276118,
            147154,
            276118
        ],
        [
            -33094,
            -33094,
            -27931,
            -234610,
            -234610,
            -195731
        ],
        [
            22,
            18,
            26,
            22,
            18,
            26
        ],
        [
            29,
            26,
            31,
            29,
            26,
            31
        ],
        [
            14,
            11,
            19,
            14,
            11,
            19
        ],
        [
            5765,
            2381,
            3384,
            5765,
            2381,
            3384
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390459,
            -118169,
            242874,
            -158695,
            -580122,
            -38042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5950,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633370400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652050624,
    "expiration_time": 1763499600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}

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)