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Trade: DYDX/USDT/480/MIDPOINT/ZLMA/6239

Strategy
DYDX/USDT/480/MIDPOINT/ZLMA/6239
Pair
DYDX_USDT
Interval
8h
Score
422409
Daily Profit
0.263714
Profit Factor
1.747575
Profitability
66.417910
Streak
21.885786
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-06 00:15
Expiration Time
2025-11-19 09:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392406.7141 148037.6022 244369.1119 810644.5633 302657.5408 507987.0225
Total P&L (%) 392.4067 148.0376 244.3691 810.6446 302.6575 507.987
Avg Daily Profit (%) 0.2637 0.0995 0.1642 0.1486 0.0937 0.1214
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112481 -59823 -89585 -476010 -300993 -320026
Profit Factor 1.7476 1.5763 1.9118 1.3434 1.254 1.4346
Total Trades 134 67 67 134 67 67
Winning Trades 89 45 44 89 45 44
Losing Trades 45 22 23 45 22 23
Profitability (%) 66.4179 67.1642 65.6716 66.4179 67.1642 65.6716
Ratio Avg Win / Avg Loss 0.8836 0.7706 0.9993 0.6793 0.6131 0.7499
Largest Winning Trade 103381 103381 60753 356076 356076 229103
Largest Losing Trade -41419 -41419 -30398 -300993 -300993 -143109
Avg Bars in Trades 31 18 45 31 18 45
Avg Bars in Winners 30 9 51 30 9 51
Avg Bars in Losers 35 36 33 35 36 33
Bars Traded 4250 1221 3029 4250 1221 3029
Profit Streak 21.8858 41.8858 0 21.8858 41.8858 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422409 -173240 -106481 266749 -182988 -145963
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4464,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633939200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759698931953,
    "expiration_time": 1763536896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "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": [
        [
            392406.7141184699,
            148037.6021938196,
            244369.1119246504,
            810644.5632518273,
            302657.5407938299,
            507987.0224579974
        ],
        [
            392.406714,
            148.037602,
            244.369112,
            810.644563,
            302.657541,
            507.987022
        ],
        [
            0.263714,
            0.099488,
            0.164227,
            0.148563,
            0.093654,
            0.121376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112481,
            -59823,
            -89585,
            -476010,
            -300993,
            -320026
        ],
        [
            1.747575,
            1.576257,
            1.911788,
            1.343444,
            1.254008,
            1.434619
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            66.41791,
            67.164179,
            65.671642,
            66.41791,
            67.164179,
            65.671642
        ],
        [
            0.883605,
            0.770615,
            0.999344,
            0.67927,
            0.613071,
            0.749915
        ],
        [
            103381,
            103381,
            60753,
            356076,
            356076,
            229103
        ],
        [
            -41419,
            -41419,
            -30398,
            -300993,
            -300993,
            -143109
        ],
        [
            31,
            18,
            45,
            31,
            18,
            45
        ],
        [
            30,
            9,
            51,
            30,
            9,
            51
        ],
        [
            35,
            36,
            33,
            35,
            36,
            33
        ],
        [
            4250,
            1221,
            3029,
            4250,
            1221,
            3029
        ],
        [
            21.885786,
            41.885786,
            0,
            21.885786,
            41.885786,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422409,
            -173240,
            -106481,
            266749,
            -182988,
            -145963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4464,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633939200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759698931953,
    "expiration_time": 1763536896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "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)