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Trade: DYDX/USDT/720/BBU/SSF/6403

Strategy
DYDX/USDT/720/BBU/SSF/6403
Pair
DYDX_USDT
Interval
12h
Score
410039
Daily Profit
0.196519
Profit Factor
1.642031
Profitability
66.315789
Streak
24.966245
Best Strategy
Training Data Length
1483.500000
Evaluation Time
2025-10-01 14:11
Expiration Time
2025-11-14 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291536.4627 53602.1121 237934.3506 133038.1646 264045.8885 -131007.7239
Total P&L (%) 291.5365 53.6021 237.9344 133.0382 264.0459 -131.0077
Avg Daily Profit (%) 0.1965 0.0361 0.1604 0.057 0.0871 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91142 -36864 -108796 -1134882 -155596 -1148252
Profit Factor 1.642 1.3691 1.7703 1.0503 1.4489 0.9363
Total Trades 95 48 47 95 48 47
Winning Trades 63 30 33 63 30 33
Losing Trades 32 18 14 32 18 14
Profitability (%) 66.3158 62.5 70.2128 66.3158 62.5 70.2128
Ratio Avg Win / Avg Loss 0.834 0.8215 0.751 0.5335 0.8693 0.3972
Largest Winning Trade 36895 18641 36895 277885 198472 277885
Largest Losing Trade -70753 -22604 -70753 -640958 -139302 -640958
Avg Bars in Trades 29 9 50 29 9 50
Avg Bars in Winners 19 7 30 19 7 30
Avg Bars in Losers 49 11 99 49 11 99
Bars Traded 2828 432 2396 2828 432 2396
Profit Streak 24.9662 101.9662 0 24.9662 101.9662 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410039 -144336 380268 -280172 -74749 -578076
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2967,
    "evaluation_days": 1483.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631664000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759317083575,
    "expiration_time": 1763122032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 4.29206
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            291536.4626600327,
            53602.1120617966,
            237934.3505982361,
            133038.1645666442,
            264045.8885105113,
            -131007.7239438673
        ],
        [
            291.536463,
            53.602112,
            237.934351,
            133.038165,
            264.045889,
            -131.007724
        ],
        [
            0.196519,
            0.036132,
            0.160387,
            0.057046,
            0.087137,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91142,
            -36864,
            -108796,
            -1134882,
            -155596,
            -1148252
        ],
        [
            1.642031,
            1.369136,
            1.770326,
            1.050272,
            1.448891,
            0.936346
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            66.315789,
            62.5,
            70.212766,
            66.315789,
            62.5,
            70.212766
        ],
        [
            0.834048,
            0.821482,
            0.751047,
            0.533472,
            0.869334,
            0.397238
        ],
        [
            36895,
            18641,
            36895,
            277885,
            198472,
            277885
        ],
        [
            -70753,
            -22604,
            -70753,
            -640958,
            -139302,
            -640958
        ],
        [
            29,
            9,
            50,
            29,
            9,
            50
        ],
        [
            19,
            7,
            30,
            19,
            7,
            30
        ],
        [
            49,
            11,
            99,
            49,
            11,
            99
        ],
        [
            2828,
            432,
            2396,
            2828,
            432,
            2396
        ],
        [
            24.966245,
            101.966245,
            0,
            24.966245,
            101.966245,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410039,
            -144336,
            380268,
            -280172,
            -74749,
            -578076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2967,
    "evaluation_days": 1483.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631664000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759317083575,
    "expiration_time": 1763122032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 4.29206
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 2
        }
    }
}

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)