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Trade: DYDX/USDT/30/MIDPOINT/SSF/2414

Strategy
DYDX/USDT/30/MIDPOINT/SSF/2414
Pair
DYDX_USDT
Interval
30m
Score
339968
Daily Profit
0.183630
Profit Factor
1.236739
Profitability
65.605096
Streak
24.182371
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-09 15:22
Expiration Time
2025-12-23 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95640.256 16305.3722 79334.8839 28814.3639 13315.9348 15498.429
Total P&L (%) 95.6403 16.3054 79.3349 28.8144 13.3159 15.4984
Avg Daily Profit (%) 0.1836 0.0313 0.1523 0.0486 0.024 0.0277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99915 -74835 -71181 -121078 -68082 -110449
Profit Factor 1.2367 1.0754 1.4227 1.0688 1.064 1.0735
Total Trades 157 78 79 157 78 79
Winning Trades 103 48 55 103 48 55
Losing Trades 54 30 24 54 30 24
Profitability (%) 65.6051 61.5385 69.6203 65.6051 61.5385 69.6203
Ratio Avg Win / Avg Loss 0.6484 0.6721 0.6208 0.5603 0.665 0.4684
Largest Winning Trade 15694 12394 15694 16521 16521 12648
Largest Losing Trade -54463 -25986 -54463 -81597 -38365 -81597
Avg Bars in Trades 156 163 149 156 163 149
Avg Bars in Winners 118 123 115 118 123 115
Avg Bars in Losers 228 227 228 228 227 228
Bars Traded 24565 12740 11825 24565 12740 11825
Profit Streak 24.1824 48.099 24.1824 24.1824 48.099 24.1824
Trades During Streak 8 7 4 8 7 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339968 -331337 -16819 -273767 -406841 -330326
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715013000000,
    "first_datapoint_time": 1715333400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760012556889,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 79,
            "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": [
        [
            95640.2560278771,
            16305.3721602208,
            79334.8838676564,
            28814.3638502777,
            13315.9348475365,
            15498.4290027411
        ],
        [
            95.640256,
            16.305372,
            79.334884,
            28.814364,
            13.315935,
            15.498429
        ],
        [
            0.18363,
            0.031307,
            0.152324,
            0.048627,
            0.024005,
            0.027669
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99915,
            -74835,
            -71181,
            -121078,
            -68082,
            -110449
        ],
        [
            1.236739,
            1.075386,
            1.422671,
            1.068801,
            1.064018,
            1.07352
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            65.605096,
            61.538462,
            69.620253,
            65.605096,
            61.538462,
            69.620253
        ],
        [
            0.648388,
            0.672116,
            0.620802,
            0.560342,
            0.665011,
            0.468445
        ],
        [
            15694,
            12394,
            15694,
            16521,
            16521,
            12648
        ],
        [
            -54463,
            -25986,
            -54463,
            -81597,
            -38365,
            -81597
        ],
        [
            156,
            163,
            149,
            156,
            163,
            149
        ],
        [
            118,
            123,
            115,
            118,
            123,
            115
        ],
        [
            228,
            227,
            228,
            228,
            227,
            228
        ],
        [
            24565,
            12740,
            11825,
            24565,
            12740,
            11825
        ],
        [
            24.182371,
            48.099038,
            24.182371,
            24.182371,
            48.099038,
            24.182371
        ],
        [
            8,
            7,
            4,
            8,
            7,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339968,
            -331337,
            -16819,
            -273767,
            -406841,
            -330326
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715013000000,
    "first_datapoint_time": 1715333400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760012556889,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 79,
            "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)