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Trade: DYDX/USDT/720/HL2/BBL/3502

Strategy
DYDX/USDT/720/HL2/BBL/3502
Pair
DYDX_USDT
Interval
12h
Score
436166
Daily Profit
0.191807
Profit Factor
1.527703
Profitability
74.436090
Streak
7.353467
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 11:29
Expiration Time
2025-11-16 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284929.4617 50614.8401 234314.6215 -199711.5951 -302848.3367 103136.7416
Total P&L (%) 284.9295 50.6148 234.3146 -199.7116 -302.8483 103.1367
Avg Daily Profit (%) 0.1918 0.0341 0.1577 0 0 0.0477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191040 -58923 -181293 -1284526 -541645 -1037224
Profit Factor 1.5277 1.3198 1.6139 0.8955 0.5279 1.0813
Total Trades 133 67 66 133 67 66
Winning Trades 99 43 56 60 31 29
Losing Trades 34 24 10 73 36 37
Profitability (%) 74.4361 64.1791 84.8485 45.1128 46.2687 43.9394
Ratio Avg Win / Avg Loss 0.5247 0.7366 0.2882 1.0895 0.6131 1.3795
Largest Winning Trade 38435 21951 38435 280604 96810 280604
Largest Losing Trade -112165 -24309 -112165 -734080 -271293 -734080
Avg Bars in Trades 21 4 39 21 4 39
Avg Bars in Winners 15 2 25 22 4 41
Avg Bars in Losers 38 7 115 20 3 37
Bars Traded 2878 295 2583 2878 295 2583
Profit Streak 7.3535 60.8535 0 0 0 103.8535
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436166 -264134 -112282 -580381 -698909 -386177
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633003200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480139576,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 242,
            "offset": 65,
            "std": 1.75407
        }
    }
}
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": [
        [
            284929.4616586441,
            50614.8401233885,
            234314.6215352558,
            -199711.5951412398,
            -302848.3367489033,
            103136.7416076636
        ],
        [
            284.929462,
            50.61484,
            234.314622,
            -199.711595,
            -302.848337,
            103.136742
        ],
        [
            0.191807,
            0.034073,
            0.157735,
            0,
            0,
            0.04772
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191040,
            -58923,
            -181293,
            -1284526,
            -541645,
            -1037224
        ],
        [
            1.527703,
            1.319775,
            1.613935,
            0.89548,
            0.527932,
            1.08126
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            99,
            43,
            56,
            60,
            31,
            29
        ],
        [
            34,
            24,
            10,
            73,
            36,
            37
        ],
        [
            74.43609,
            64.179104,
            84.848485,
            45.112782,
            46.268657,
            43.939394
        ],
        [
            0.524666,
            0.736618,
            0.288203,
            1.089501,
            0.613082,
            1.379538
        ],
        [
            38435,
            21951,
            38435,
            280604,
            96810,
            280604
        ],
        [
            -112165,
            -24309,
            -112165,
            -734080,
            -271293,
            -734080
        ],
        [
            21,
            4,
            39,
            21,
            4,
            39
        ],
        [
            15,
            2,
            25,
            22,
            4,
            41
        ],
        [
            38,
            7,
            115,
            20,
            3,
            37
        ],
        [
            2878,
            295,
            2583,
            2878,
            295,
            2583
        ],
        [
            7.353467,
            60.853467,
            0,
            0,
            0,
            103.853467
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436166,
            -264134,
            -112282,
            -580381,
            -698909,
            -386177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633003200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480139576,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 242,
            "offset": 65,
            "std": 1.75407
        }
    }
}

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)