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Trade: DYDX/USDT/360/SMA/SSF/6137

Strategy
DYDX/USDT/360/SMA/SSF/6137
Pair
DYDX_USDT
Interval
6h
Score
444138
Daily Profit
0.177802
Profit Factor
2.362931
Profitability
61.538462
Streak
0.000000
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 04:17
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413879.5189 151310.6361 262568.8828 1304010.2222 -67918.8271 1371929.0493
Total P&L (%) 413.8795 151.3106 262.5689 1304.0102 -67.9188 1371.929
Avg Daily Profit (%) 0.2803 0.1025 0.1778 0.1791 -0.077 0.1823
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78977 -42963 -73317 -1847713 -864300 -1100796
Profit Factor 2.0411 1.7385 2.3629 1.3463 0.9663 1.7828
Total Trades 77 38 39 77 38 39
Winning Trades 44 20 24 44 20 24
Losing Trades 33 18 15 33 18 15
Profitability (%) 57.1429 52.6316 61.5385 57.1429 52.6316 61.5385
Ratio Avg Win / Avg Loss 1.5308 1.5646 1.4768 1.0097 0.8696 1.1142
Largest Winning Trade 75665 61300 75665 1195786 276536 1195786
Largest Losing Trade -46765 -25599 -46765 -638230 -525520 -638230
Avg Bars in Trades 73 59 87 73 59 87
Avg Bars in Winners 77 58 92 77 58 92
Avg Bars in Losers 69 60 80 69 60 80
Bars Traded 5690 2264 3425 5690 2264 3425
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 -32887 -52540 444138 -36848 -580423 420207
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634364000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935832125,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 35,
            "poles": 2
        }
    }
}
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": [
        [
            413879.5188899749,
            151310.636119891,
            262568.8827700837,
            1304010.2222242616,
            -67918.8271062696,
            1371929.049330531
        ],
        [
            413.879519,
            151.310636,
            262.568883,
            1304.010222,
            -67.918827,
            1371.929049
        ],
        [
            0.280264,
            0.102462,
            0.177802,
            0.179061,
            -0.076957,
            0.182266
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78977,
            -42963,
            -73317,
            -1847713,
            -864300,
            -1100796
        ],
        [
            2.041075,
            1.738461,
            2.362931,
            1.346275,
            0.966263,
            1.782786
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            57.142857,
            52.631579,
            61.538462,
            57.142857,
            52.631579,
            61.538462
        ],
        [
            1.530806,
            1.564615,
            1.476832,
            1.009706,
            0.869637,
            1.114241
        ],
        [
            75665,
            61300,
            75665,
            1195786,
            276536,
            1195786
        ],
        [
            -46765,
            -25599,
            -46765,
            -638230,
            -525520,
            -638230
        ],
        [
            73,
            59,
            87,
            73,
            59,
            87
        ],
        [
            77,
            58,
            92,
            77,
            58,
            92
        ],
        [
            69,
            60,
            80,
            69,
            60,
            80
        ],
        [
            5690,
            2264,
            3425,
            5690,
            2264,
            3425
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32887,
            -52540,
            444138,
            -36848,
            -580423,
            420207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634364000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935832125,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 35,
            "poles": 2
        }
    }
}

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)