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Trade: DYDX/USDT/120/DCM/ZLMA/9873

Strategy
DYDX/USDT/120/DCM/ZLMA/9873
Pair
DYDX_USDT
Interval
2h
Score
384060
Daily Profit
0.245312
Profit Factor
1.650761
Profitability
52.678571
Streak
0.000000
Best Strategy
Training Data Length
1481.250000
Evaluation Time
2025-09-29 10:49
Expiration Time
2025-11-21 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363367.7283 117614.1489 245753.5795 535360.2561 230022.4649 305337.7911
Total P&L (%) 363.3677 117.6141 245.7536 535.3603 230.0225 305.3378
Avg Daily Profit (%) 0.2453 0.0794 0.1659 0.1249 0.0806 0.0945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153133 -68685 -118737 -1560749 -1039537 -1081590
Profit Factor 1.6508 1.3892 1.9593 1.1194 1.0964 1.1454
Total Trades 112 56 56 112 56 56
Winning Trades 59 28 31 59 28 31
Losing Trades 53 28 25 53 28 25
Profitability (%) 52.6786 50 55.3571 52.6786 50 55.3571
Ratio Avg Win / Avg Loss 1.4829 1.3892 1.58 1.0055 1.0964 0.9237
Largest Winning Trade 59860 57402 59860 514063 514063 449077
Largest Losing Trade -28180 -27017 -28180 -451883 -322718 -451883
Avg Bars in Trades 153 114 193 153 114 193
Avg Bars in Winners 170 100 234 170 100 234
Avg Bars in Losers 135 127 142 135 127 142
Bars Traded 17234 6391 10843 17234 6391 10843
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 384060 -266363 -168309 -114440 -379807 -308372
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17775,
    "evaluation_days": 1481.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632902400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759132193268,
    "expiration_time": 1763732880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "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": [
        [
            363367.7283387816,
            117614.1488761501,
            245753.5794626314,
            535360.2560604258,
            230022.4649265091,
            305337.7911339166
        ],
        [
            363.367728,
            117.614149,
            245.753579,
            535.360256,
            230.022465,
            305.337791
        ],
        [
            0.245312,
            0.079402,
            0.16591,
            0.124906,
            0.080639,
            0.094529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153133,
            -68685,
            -118737,
            -1560749,
            -1039537,
            -1081590
        ],
        [
            1.650761,
            1.389217,
            1.959254,
            1.119355,
            1.096421,
            1.145409
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            52.678571,
            50,
            55.357143,
            52.678571,
            50,
            55.357143
        ],
        [
            1.482887,
            1.389217,
            1.580044,
            1.005522,
            1.096421,
            0.923717
        ],
        [
            59860,
            57402,
            59860,
            514063,
            514063,
            449077
        ],
        [
            -28180,
            -27017,
            -28180,
            -451883,
            -322718,
            -451883
        ],
        [
            153,
            114,
            193,
            153,
            114,
            193
        ],
        [
            170,
            100,
            234,
            170,
            100,
            234
        ],
        [
            135,
            127,
            142,
            135,
            127,
            142
        ],
        [
            17234,
            6391,
            10843,
            17234,
            6391,
            10843
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384060,
            -266363,
            -168309,
            -114440,
            -379807,
            -308372
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17775,
    "evaluation_days": 1481.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632902400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759132193268,
    "expiration_time": 1763732880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "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)