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Trade: DYDX/USDT/480/ALMA/HILO/2401

Strategy
DYDX/USDT/480/ALMA/HILO/2401
Pair
DYDX_USDT
Interval
8h
Score
463230
Daily Profit
0.294295
Profit Factor
1.650743
Profitability
56.050955
Streak
27.943597
Best Strategy
Training Data Length
1495.000000
Evaluation Time
2025-10-13 01:38
Expiration Time
2025-11-26 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439970.6122 150554.5569 289416.0553 699071.8461 252718.0241 446353.822
Total P&L (%) 439.9706 150.5546 289.4161 699.0718 252.718 446.3538
Avg Daily Profit (%) 0.2943 0.1007 0.1936 0.1391 0.0844 0.1137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108317 -51504 -78227 -1041996 -434428 -676288
Profit Factor 1.6507 1.4881 1.7872 1.2172 1.2046 1.225
Total Trades 157 78 79 157 78 79
Winning Trades 88 37 51 88 37 51
Losing Trades 69 41 28 69 41 28
Profitability (%) 56.051 47.4359 64.557 56.051 47.4359 64.557
Ratio Avg Win / Avg Loss 1.2943 1.649 0.9812 0.9544 1.3349 0.6726
Largest Winning Trade 60198 57339 60198 431424 393267 431424
Largest Losing Trade -70049 -30425 -70049 -426870 -202879 -426870
Avg Bars in Trades 27 21 33 27 21 33
Avg Bars in Winners 31 23 36 31 23 36
Avg Bars in Losers 23 19 28 23 19 28
Bars Traded 4340 1671 2669 4340 1671 2669
Profit Streak 27.9436 0 30.6103 27.9436 0 30.6103
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463230 -91365 -16075 -6570 -116016 -67567
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4485,
    "evaluation_days": 1495,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634169600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760308726800,
    "expiration_time": 1764159840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 55
        }
    }
}
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": [
        [
            439970.6121914913,
            150554.5569134871,
            289416.0552780037,
            699071.8461200885,
            252718.0240848322,
            446353.8220352562
        ],
        [
            439.970612,
            150.554557,
            289.416055,
            699.071846,
            252.718024,
            446.353822
        ],
        [
            0.294295,
            0.100705,
            0.193589,
            0.139112,
            0.08435,
            0.11365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108317,
            -51504,
            -78227,
            -1041996,
            -434428,
            -676288
        ],
        [
            1.650743,
            1.488117,
            1.787172,
            1.217197,
            1.20462,
            1.225028
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            88,
            37,
            51,
            88,
            37,
            51
        ],
        [
            69,
            41,
            28,
            69,
            41,
            28
        ],
        [
            56.050955,
            47.435897,
            64.556962,
            56.050955,
            47.435897,
            64.556962
        ],
        [
            1.294333,
            1.648995,
            0.981193,
            0.954393,
            1.33485,
            0.672564
        ],
        [
            60198,
            57339,
            60198,
            431424,
            393267,
            431424
        ],
        [
            -70049,
            -30425,
            -70049,
            -426870,
            -202879,
            -426870
        ],
        [
            27,
            21,
            33,
            27,
            21,
            33
        ],
        [
            31,
            23,
            36,
            31,
            23,
            36
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            4340,
            1671,
            2669,
            4340,
            1671,
            2669
        ],
        [
            27.943597,
            0,
            30.610264,
            27.943597,
            0,
            30.610264
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463230,
            -91365,
            -16075,
            -6570,
            -116016,
            -67567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4485,
    "evaluation_days": 1495,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634169600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760308726800,
    "expiration_time": 1764159840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 55
        }
    }
}

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)