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Trade: DYDX/USDT/480/MIDPOINT/HILO/9481

Strategy
DYDX/USDT/480/MIDPOINT/HILO/9481
Pair
DYDX_USDT
Interval
8h
Score
424853
Daily Profit
0.271200
Profit Factor
1.589365
Profitability
54.777070
Streak
0.000000
Best Strategy
Training Data Length
1481.330000
Evaluation Time
2025-09-29 08:42
Expiration Time
2025-11-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401736.1807 139635.1054 262101.0753 655806.8858 50313.4234 605493.4624
Total P&L (%) 401.7362 139.6351 262.1011 655.8069 50.3134 605.4935
Avg Daily Profit (%) 0.2712 0.0943 0.1769 0.1366 0.0275 0.132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142490 -71257 -96210 -762711 -578444 -445191
Profit Factor 1.5894 1.3932 1.8026 1.1857 1.0272 1.3593
Total Trades 157 79 78 157 79 78
Winning Trades 86 38 48 86 38 48
Losing Trades 71 41 30 71 41 30
Profitability (%) 54.7771 48.1013 61.5385 54.7771 48.1013 61.5385
Ratio Avg Win / Avg Loss 1.3122 1.5032 1.1266 0.9789 1.1083 0.8496
Largest Winning Trade 86711 86711 72494 396001 396001 366172
Largest Losing Trade -36565 -33989 -36565 -330735 -330735 -214951
Avg Bars in Trades 27 17 38 27 17 38
Avg Bars in Winners 29 15 40 29 15 40
Avg Bars in Losers 25 19 34 25 19 34
Bars Traded 4357 1381 2976 4357 1381 2976
Profit Streak 0 0 46.5711 0 0 46.5711
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424853 -92776 -21964 -26415 -375402 -49336
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633075200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124547048,
    "expiration_time": 1762943616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            401736.1807059849,
            139635.105389582,
            262101.0753164028,
            655806.8858341444,
            50313.423407706,
            605493.4624264385
        ],
        [
            401.736181,
            139.635105,
            262.101075,
            655.806886,
            50.313423,
            605.493462
        ],
        [
            0.2712,
            0.094263,
            0.176936,
            0.136634,
            0.027516,
            0.131977
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142490,
            -71257,
            -96210,
            -762711,
            -578444,
            -445191
        ],
        [
            1.589365,
            1.393244,
            1.802621,
            1.1857,
            1.027249,
            1.359318
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            86,
            38,
            48,
            86,
            38,
            48
        ],
        [
            71,
            41,
            30,
            71,
            41,
            30
        ],
        [
            54.77707,
            48.101266,
            61.538462,
            54.77707,
            48.101266,
            61.538462
        ],
        [
            1.312151,
            1.503237,
            1.126638,
            0.978891,
            1.108348,
            0.849574
        ],
        [
            86711,
            86711,
            72494,
            396001,
            396001,
            366172
        ],
        [
            -36565,
            -33989,
            -36565,
            -330735,
            -330735,
            -214951
        ],
        [
            27,
            17,
            38,
            27,
            17,
            38
        ],
        [
            29,
            15,
            40,
            29,
            15,
            40
        ],
        [
            25,
            19,
            34,
            25,
            19,
            34
        ],
        [
            4357,
            1381,
            2976,
            4357,
            1381,
            2976
        ],
        [
            0,
            0,
            46.571146,
            0,
            0,
            46.571146
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424853,
            -92776,
            -21964,
            -26415,
            -375402,
            -49336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633075200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124547048,
    "expiration_time": 1762943616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)