← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/120/DCM/SWMA/2448

Strategy
DYDX/USDT/120/DCM/SWMA/2448
Pair
DYDX_USDT
Interval
2h
Score
468198
Daily Profit
0.291819
Profit Factor
1.451658
Profitability
55.982906
Streak
16.038536
Best Strategy
Training Data Length
1481.170000
Evaluation Time
2025-09-29 07:55
Expiration Time
2025-11-21 13:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432233.1723 185547.4629 246685.7094 249664.6931 197539.9171 52124.7761
Total P&L (%) 432.2332 185.5475 246.6857 249.6647 197.5399 52.1248
Avg Daily Profit (%) 0.2918 0.1253 0.1665 0.0846 0.0736 0.0283
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202644 -107816 -136573 -221856 -137212 -143838
Profit Factor 1.4517 1.4417 1.4595 1.3111 1.6142 1.1084
Total Trades 234 117 117 234 117 117
Winning Trades 131 65 66 131 65 66
Losing Trades 103 52 51 103 52 51
Profitability (%) 55.9829 55.5556 56.4103 55.9829 55.5556 56.4103
Ratio Avg Win / Avg Loss 1.1414 1.1533 1.1278 1.0309 1.2913 0.8565
Largest Winning Trade 61625 61625 49698 66391 66391 54841
Largest Losing Trade -84915 -23385 -84915 -84915 -53120 -84915
Avg Bars in Trades 74 62 87 74 62 87
Avg Bars in Winners 70 54 85 70 54 85
Avg Bars in Losers 80 71 90 80 71 90
Bars Traded 17540 7259 10281 17540 7259 10281
Profit Streak 16.0385 38.1219 16.0385 16.0385 38.1219 16.0385
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468198 -22919 361838 -76332 -90762 -257532
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17774,
    "evaluation_days": 1481.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632484800000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121729550,
    "expiration_time": 1763725420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "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": [
        [
            432233.1722777333,
            185547.4629065846,
            246685.7093711489,
            249664.6931118493,
            197539.9170604271,
            52124.7760514222
        ],
        [
            432.233172,
            185.547463,
            246.685709,
            249.664693,
            197.539917,
            52.124776
        ],
        [
            0.291819,
            0.125271,
            0.166548,
            0.08455,
            0.073643,
            0.028328
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202644,
            -107816,
            -136573,
            -221856,
            -137212,
            -143838
        ],
        [
            1.451658,
            1.441671,
            1.459472,
            1.311096,
            1.614162,
            1.108392
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            55.982906,
            55.555556,
            56.410256,
            55.982906,
            55.555556,
            56.410256
        ],
        [
            1.14138,
            1.153337,
            1.127774,
            1.030862,
            1.29133,
            0.856485
        ],
        [
            61625,
            61625,
            49698,
            66391,
            66391,
            54841
        ],
        [
            -84915,
            -23385,
            -84915,
            -84915,
            -53120,
            -84915
        ],
        [
            74,
            62,
            87,
            74,
            62,
            87
        ],
        [
            70,
            54,
            85,
            70,
            54,
            85
        ],
        [
            80,
            71,
            90,
            80,
            71,
            90
        ],
        [
            17540,
            7259,
            10281,
            17540,
            7259,
            10281
        ],
        [
            16.038536,
            38.12187,
            16.038536,
            16.038536,
            38.12187,
            16.038536
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468198,
            -22919,
            361838,
            -76332,
            -90762,
            -257532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17774,
    "evaluation_days": 1481.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632484800000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121729550,
    "expiration_time": 1763725420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "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)