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Trade: DYDX/USDT/360/BBU/DEMA/2656

Strategy
DYDX/USDT/360/BBU/DEMA/2656
Pair
DYDX_USDT
Interval
6h
Score
406275
Daily Profit
0.182179
Profit Factor
2.013543
Profitability
71.428571
Streak
0.000000
Best Strategy
Training Data Length
1491.750000
Evaluation Time
2025-10-09 18:55
Expiration Time
2025-11-23 08:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396840.1888 125074.245 271765.9438 -1032475.4673 -342817.1485 -689658.3188
Total P&L (%) 396.8402 125.0742 271.7659 -1032.4755 -342.8171 -689.6583
Avg Daily Profit (%) 0.266 0.0838 0.1822 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125089 -15081 -122742 -1522304 -415179 -1158367
Profit Factor 2.2821 4.0227 2.0135 0.5387 0.3372 0.5993
Total Trades 71 36 35 71 36 35
Winning Trades 50 25 25 27 11 16
Losing Trades 21 11 10 44 25 19
Profitability (%) 70.4225 69.4444 71.4286 38.0282 30.5556 45.7143
Ratio Avg Win / Avg Loss 0.9585 1.77 0.8054 0.8779 0.7665 0.7116
Largest Winning Trade 46543 20376 46543 339799 50085 339799
Largest Losing Trade -122742 -9990 -122742 -609642 -59976 -609642
Avg Bars in Trades 79 14 146 79 14 146
Avg Bars in Winners 78 14 141 87 8 141
Avg Bars in Losers 82 13 157 74 16 150
Bars Traded 5630 514 5116 5630 514 5116
Profit Streak 36.1636 37.9136 0 0 0 126.6636
Trades During Streak 1 1 0 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78056 -70594 406275 -676711 -588064 -581103
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5967,
    "evaluation_days": 1491.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634148000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025332127,
    "expiration_time": 1763877816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 1.99116
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "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": [
        [
            396840.1888340834,
            125074.2450086159,
            271765.9438254675,
            -1032475.467300945,
            -342817.1484809449,
            -689658.31882
        ],
        [
            396.840189,
            125.074245,
            271.765944,
            -1032.475467,
            -342.817148,
            -689.658319
        ],
        [
            0.266023,
            0.083844,
            0.182179,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125089,
            -15081,
            -122742,
            -1522304,
            -415179,
            -1158367
        ],
        [
            2.282142,
            4.022653,
            2.013543,
            0.538703,
            0.337244,
            0.599256
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            50,
            25,
            25,
            27,
            11,
            16
        ],
        [
            21,
            11,
            10,
            44,
            25,
            19
        ],
        [
            70.422535,
            69.444444,
            71.428571,
            38.028169,
            30.555556,
            45.714286
        ],
        [
            0.958499,
            1.769967,
            0.805417,
            0.877887,
            0.766463,
            0.711616
        ],
        [
            46543,
            20376,
            46543,
            339799,
            50085,
            339799
        ],
        [
            -122742,
            -9990,
            -122742,
            -609642,
            -59976,
            -609642
        ],
        [
            79,
            14,
            146,
            79,
            14,
            146
        ],
        [
            78,
            14,
            141,
            87,
            8,
            141
        ],
        [
            82,
            13,
            157,
            74,
            16,
            150
        ],
        [
            5630,
            514,
            5116,
            5630,
            514,
            5116
        ],
        [
            36.163566,
            37.913566,
            0,
            0,
            0,
            126.663566
        ],
        [
            1,
            1,
            0,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78056,
            -70594,
            406275,
            -676711,
            -588064,
            -581103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5967,
    "evaluation_days": 1491.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634148000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025332127,
    "expiration_time": 1763877816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 1.99116
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "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)