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Trade: DYDX/USDT/720/LINREG/HILO/1870

Strategy
DYDX/USDT/720/LINREG/HILO/1870
Pair
DYDX_USDT
Interval
12h
Score
410637
Daily Profit
0.151963
Profit Factor
1.891367
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1485.000000
Evaluation Time
2025-10-03 02:51
Expiration Time
2025-11-16 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333126.0433 136467.1626 196658.8806 218276.5629 -635189.9406 853466.5036
Total P&L (%) 333.126 136.4672 196.6589 218.2766 -635.1899 853.4665
Avg Daily Profit (%) 0.2243 0.0919 0.1324 0.078 0 0.152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132113 -98003 -58076 -1708824 -1629217 -454749
Profit Factor 1.6206 1.3984 2.0122 1.0658 0.731 1.8914
Total Trades 99 50 49 99 50 49
Winning Trades 49 21 28 49 21 28
Losing Trades 50 29 21 50 29 21
Profitability (%) 49.4949 42 57.1429 49.4949 42 57.1429
Ratio Avg Win / Avg Loss 1.6537 1.9312 1.5092 1.0875 1.0094 1.4185
Largest Winning Trade 125092 125092 58357 527531 527531 519892
Largest Losing Trade -44690 -44690 -42822 -699387 -699387 -327008
Avg Bars in Trades 28 30 25 28 30 25
Avg Bars in Winners 32 34 31 32 34 31
Avg Bars in Losers 24 28 17 24 28 17
Bars Traded 2798 1544 1254 2798 1544 1254
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404714 -251646 -11109 -236644 -762277 410637
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2970,
    "evaluation_days": 1485,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637539200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449102835,
    "expiration_time": 1763255520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 149,
            "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": [
        [
            333126.043271147,
            136467.1626360748,
            196658.8806350719,
            218276.5629460919,
            -635189.9406194836,
            853466.5035655758
        ],
        [
            333.126043,
            136.467163,
            196.658881,
            218.276563,
            -635.189941,
            853.466504
        ],
        [
            0.224327,
            0.091897,
            0.13243,
            0.077993,
            0,
            0.151963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132113,
            -98003,
            -58076,
            -1708824,
            -1629217,
            -454749
        ],
        [
            1.620597,
            1.398444,
            2.012225,
            1.065776,
            0.730967,
            1.891367
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            49.494949,
            42,
            57.142857,
            49.494949,
            42,
            57.142857
        ],
        [
            1.65367,
            1.931185,
            1.509169,
            1.087526,
            1.009431,
            1.418526
        ],
        [
            125092,
            125092,
            58357,
            527531,
            527531,
            519892
        ],
        [
            -44690,
            -44690,
            -42822,
            -699387,
            -699387,
            -327008
        ],
        [
            28,
            30,
            25,
            28,
            30,
            25
        ],
        [
            32,
            34,
            31,
            32,
            34,
            31
        ],
        [
            24,
            28,
            17,
            24,
            28,
            17
        ],
        [
            2798,
            1544,
            1254,
            2798,
            1544,
            1254
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404714,
            -251646,
            -11109,
            -236644,
            -762277,
            410637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2970,
    "evaluation_days": 1485,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637539200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449102835,
    "expiration_time": 1763255520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 149,
            "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)