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Trade: DYDX/USDT/360/SSF/LINREG/1535

Strategy
DYDX/USDT/360/SSF/LINREG/1535
Pair
DYDX_USDT
Interval
6h
Score
437877
Daily Profit
0.152686
Profit Factor
2.091474
Profitability
61.363636
Streak
41.164328
Best Strategy
Training Data Length
1486.000000
Evaluation Time
2025-10-04 00:56
Expiration Time
2025-11-17 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365184.5238 138292.6708 226891.853 608673.6583 -54077.308 662750.9663
Total P&L (%) 365.1845 138.2927 226.8919 608.6737 -54.0773 662.751
Avg Daily Profit (%) 0.2458 0.0931 0.1527 0.1319 -0.0524 0.1368
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84217 -67194 -59103 -1812241 -1142216 -1211965
Profit Factor 1.7669 1.5155 2.0915 1.12 0.9795 1.2723
Total Trades 87 43 44 87 43 44
Winning Trades 50 23 27 50 23 27
Losing Trades 37 20 17 37 20 17
Profitability (%) 57.4713 53.4884 61.3636 57.4713 53.4884 61.3636
Ratio Avg Win / Avg Loss 1.3075 1.3178 1.3169 0.8288 0.8518 0.8011
Largest Winning Trade 76280 72292 76280 592093 357169 592093
Largest Losing Trade -43687 -29989 -43687 -626632 -456628 -626632
Avg Bars in Trades 65 52 79 65 52 79
Avg Bars in Winners 68 49 84 68 49 84
Avg Bars in Losers 62 55 70 62 55 70
Bars Traded 5713 2237 3476 5713 2237 3476
Profit Streak 22.6643 0 41.1643 22.6643 0 41.1643
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431990 -66817 437877 -105057 -580274 -9633
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5944,
    "evaluation_days": 1486,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634061600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759528597984,
    "expiration_time": 1763366112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "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": [
        [
            365184.5238074619,
            138292.6707872847,
            226891.8530201771,
            608673.6582622235,
            -54077.3080123484,
            662750.9662745723
        ],
        [
            365.184524,
            138.292671,
            226.891853,
            608.673658,
            -54.077308,
            662.750966
        ],
        [
            0.24575,
            0.093064,
            0.152686,
            0.131865,
            -0.052356,
            0.13682
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84217,
            -67194,
            -59103,
            -1812241,
            -1142216,
            -1211965
        ],
        [
            1.76692,
            1.515453,
            2.091474,
            1.119962,
            0.979518,
            1.272326
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            57.471264,
            53.488372,
            61.363636,
            57.471264,
            53.488372,
            61.363636
        ],
        [
            1.307521,
            1.317785,
            1.316854,
            0.828772,
            0.851755,
            0.801094
        ],
        [
            76280,
            72292,
            76280,
            592093,
            357169,
            592093
        ],
        [
            -43687,
            -29989,
            -43687,
            -626632,
            -456628,
            -626632
        ],
        [
            65,
            52,
            79,
            65,
            52,
            79
        ],
        [
            68,
            49,
            84,
            68,
            49,
            84
        ],
        [
            62,
            55,
            70,
            62,
            55,
            70
        ],
        [
            5713,
            2237,
            3476,
            5713,
            2237,
            3476
        ],
        [
            22.664328,
            0,
            41.164328,
            22.664328,
            0,
            41.164328
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431990,
            -66817,
            437877,
            -105057,
            -580274,
            -9633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5944,
    "evaluation_days": 1486,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634061600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759528597984,
    "expiration_time": 1763366112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "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)