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Trade: DYDX/USDT/360/MIDPRICE/SMA/8000

Strategy
DYDX/USDT/360/MIDPRICE/SMA/8000
Pair
DYDX_USDT
Interval
6h
Score
436092
Daily Profit
0.296283
Profit Factor
1.920422
Profitability
56.976744
Streak
0.000000
Best Strategy
Training Data Length
1482.750000
Evaluation Time
2025-09-30 17:06
Expiration Time
2025-11-14 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439314.1241 172697.1894 266616.9346 930007.49 88563.5114 841443.9787
Total P&L (%) 439.3141 172.6972 266.6169 930.0075 88.5635 841.444
Avg Daily Profit (%) 0.2963 0.1165 0.1798 0.1574 0.0428 0.1513
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69690 -58095 -71788 -985524 -692697 -522996
Profit Factor 1.9204 1.9237 1.9183 1.2325 1.0454 1.4106
Total Trades 86 43 43 86 43 43
Winning Trades 49 24 25 49 24 25
Losing Trades 37 19 18 37 19 18
Profitability (%) 56.9767 55.814 58.1395 56.9767 55.814 58.1395
Ratio Avg Win / Avg Loss 1.4501 1.5229 1.3812 0.9307 0.8276 1.0156
Largest Winning Trade 67170 67170 55767 558713 462458 558713
Largest Losing Trade -57238 -29214 -57238 -361217 -361217 -304710
Avg Bars in Trades 65 38 92 65 38 92
Avg Bars in Winners 65 32 96 65 32 96
Avg Bars in Losers 65 45 86 65 45 86
Bars Traded 5621 1643 3977 5621 1643 3977
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 436092 -33054 399097 245250 -307209 341549
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241187268,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "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": [
        [
            439314.1240527504,
            172697.1894279839,
            266616.9346247668,
            930007.4900274959,
            88563.5113771746,
            841443.9786503215
        ],
        [
            439.314124,
            172.697189,
            266.616935,
            930.00749,
            88.563511,
            841.443979
        ],
        [
            0.296283,
            0.116471,
            0.179812,
            0.157409,
            0.042785,
            0.151336
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69690,
            -58095,
            -71788,
            -985524,
            -692697,
            -522996
        ],
        [
            1.920422,
            1.92366,
            1.918337,
            1.232496,
            1.0454,
            1.410591
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            56.976744,
            55.813953,
            58.139535,
            56.976744,
            55.813953,
            58.139535
        ],
        [
            1.450114,
            1.522897,
            1.381202,
            0.93066,
            0.827608,
            1.015626
        ],
        [
            67170,
            67170,
            55767,
            558713,
            462458,
            558713
        ],
        [
            -57238,
            -29214,
            -57238,
            -361217,
            -361217,
            -304710
        ],
        [
            65,
            38,
            92,
            65,
            38,
            92
        ],
        [
            65,
            32,
            96,
            65,
            32,
            96
        ],
        [
            65,
            45,
            86,
            65,
            45,
            86
        ],
        [
            5621,
            1643,
            3977,
            5621,
            1643,
            3977
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436092,
            -33054,
            399097,
            245250,
            -307209,
            341549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241187268,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "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)