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Trade: DYDX/USDT/240/MIDPOINT/ZLMA/6684

Strategy
DYDX/USDT/240/MIDPOINT/ZLMA/6684
Pair
DYDX_USDT
Interval
4h
Score
396619
Daily Profit
0.264225
Profit Factor
1.421559
Profitability
55.737705
Streak
0.000000
Best Strategy
Training Data Length
1489.830000
Evaluation Time
2025-10-07 22:51
Expiration Time
2025-11-21 10:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393649.6602 153606.5895 240043.0707 427069.1704 197382.8007 229686.3697
Total P&L (%) 393.6497 153.6066 240.0431 427.0692 197.3828 229.6864
Avg Daily Profit (%) 0.2642 0.1031 0.1611 0.1116 0.0732 0.0801
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182284 -80506 -141284 -452285 -199387 -442101
Profit Factor 1.4216 1.3323 1.509 1.1798 1.1713 1.1877
Total Trades 244 122 122 244 122 122
Winning Trades 136 64 72 136 64 72
Losing Trades 108 58 50 108 58 50
Profitability (%) 55.7377 52.459 59.0164 55.7377 52.459 59.0164
Ratio Avg Win / Avg Loss 1.1289 1.2074 1.0479 0.9369 1.0615 0.8248
Largest Winning Trade 64967 57348 64967 142693 141909 142693
Largest Losing Trade -42391 -27551 -42391 -146651 -91725 -146651
Avg Bars in Trades 36 24 47 36 24 47
Avg Bars in Winners 40 24 54 40 24 54
Avg Bars in Losers 31 25 38 31 25 38
Bars Traded 8815 3002 5813 8815 3002 5813
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 396619 -54687 345186 -66408 -126983 -100741
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8939,
    "evaluation_days": 1489.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632715200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759866702374,
    "expiration_time": 1763714448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 110,
            "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": [
        [
            393649.6602387684,
            153606.5895105206,
            240043.0707282477,
            427069.1703623915,
            197382.8007087631,
            229686.3696536283
        ],
        [
            393.64966,
            153.60659,
            240.043071,
            427.06917,
            197.382801,
            229.68637
        ],
        [
            0.264225,
            0.103103,
            0.161121,
            0.111629,
            0.073179,
            0.080106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182284,
            -80506,
            -141284,
            -452285,
            -199387,
            -442101
        ],
        [
            1.421559,
            1.332338,
            1.509003,
            1.179757,
            1.171283,
            1.187738
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            136,
            64,
            72,
            136,
            64,
            72
        ],
        [
            108,
            58,
            50,
            108,
            58,
            50
        ],
        [
            55.737705,
            52.459016,
            59.016393,
            55.737705,
            52.459016,
            59.016393
        ],
        [
            1.128885,
            1.207431,
            1.047919,
            0.936866,
            1.061476,
            0.824818
        ],
        [
            64967,
            57348,
            64967,
            142693,
            141909,
            142693
        ],
        [
            -42391,
            -27551,
            -42391,
            -146651,
            -91725,
            -146651
        ],
        [
            36,
            24,
            47,
            36,
            24,
            47
        ],
        [
            40,
            24,
            54,
            40,
            24,
            54
        ],
        [
            31,
            25,
            38,
            31,
            25,
            38
        ],
        [
            8815,
            3002,
            5813,
            8815,
            3002,
            5813
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396619,
            -54687,
            345186,
            -66408,
            -126983,
            -100741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8939,
    "evaluation_days": 1489.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632715200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759866702374,
    "expiration_time": 1763714448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 110,
            "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)