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Trade: DYDX/USDT/720/MIDPRICE/SSF/6866

Strategy
DYDX/USDT/720/MIDPRICE/SSF/6866
Pair
DYDX_USDT
Interval
12h
Score
311591
Daily Profit
0.153496
Profit Factor
1.269110
Profitability
61.728395
Streak
45.508239
Best Strategy
Training Data Length
1495.500000
Evaluation Time
2025-10-13 15:11
Expiration Time
2025-11-26 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229552.8959 30703.8408 198849.0551 -601694.4868 -142643.4126 -459051.0742
Total P&L (%) 229.5529 30.7038 198.8491 -601.6945 -142.6434 -459.0511
Avg Daily Profit (%) 0.1535 0.0205 0.133 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160784 -97138 -163691 -1162091 -326379 -1027560
Profit Factor 1.2691 1.0886 1.3928 0.8277 0.8813 0.7997
Total Trades 162 81 81 162 81 81
Winning Trades 100 49 51 78 36 42
Losing Trades 62 32 30 84 45 39
Profitability (%) 61.7284 60.4938 62.963 48.1481 44.4444 51.8519
Ratio Avg Win / Avg Loss 0.7868 0.7109 0.8193 0.8914 1.1016 0.7426
Largest Winning Trade 44188 36332 44188 176409 95644 176409
Largest Losing Trade -155019 -32479 -155019 -613406 -120079 -613406
Avg Bars in Trades 18 12 24 18 12 24
Avg Bars in Winners 15 7 23 20 14 25
Avg Bars in Losers 21 18 24 16 10 22
Bars Traded 2931 977 1954 2931 977 1954
Profit Streak 45.5082 0 51.5082 0 90.0082 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311591 -303304 -25693 -580371 -591992 -592218
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2991,
    "evaluation_days": 1495.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633089600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760357511849,
    "expiration_time": 1764189936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "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": [
        [
            229552.8959058854,
            30703.8407616512,
            198849.0551442344,
            -601694.4868270933,
            -142643.4125928416,
            -459051.074234252
        ],
        [
            229.552896,
            30.703841,
            198.849055,
            -601.694487,
            -142.643413,
            -459.051074
        ],
        [
            0.153496,
            0.020531,
            0.132965,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160784,
            -97138,
            -163691,
            -1162091,
            -326379,
            -1027560
        ],
        [
            1.26911,
            1.088556,
            1.392756,
            0.827744,
            0.881272,
            0.79968
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            100,
            49,
            51,
            78,
            36,
            42
        ],
        [
            62,
            32,
            30,
            84,
            45,
            39
        ],
        [
            61.728395,
            60.493827,
            62.962963,
            48.148148,
            44.444444,
            51.851852
        ],
        [
            0.786848,
            0.710894,
            0.819268,
            0.891416,
            1.10159,
            0.74256
        ],
        [
            44188,
            36332,
            44188,
            176409,
            95644,
            176409
        ],
        [
            -155019,
            -32479,
            -155019,
            -613406,
            -120079,
            -613406
        ],
        [
            18,
            12,
            24,
            18,
            12,
            24
        ],
        [
            15,
            7,
            23,
            20,
            14,
            25
        ],
        [
            21,
            18,
            24,
            16,
            10,
            22
        ],
        [
            2931,
            977,
            1954,
            2931,
            977,
            1954
        ],
        [
            45.508239,
            0,
            51.508239,
            0,
            90.008239,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311591,
            -303304,
            -25693,
            -580371,
            -591992,
            -592218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2991,
    "evaluation_days": 1495.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633089600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760357511849,
    "expiration_time": 1764189936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "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)