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Trade: DYDX/USDT/120/MIDPOINT/SWMA/1397

Strategy
DYDX/USDT/120/MIDPOINT/SWMA/1397
Pair
DYDX_USDT
Interval
2h
Score
317533
Daily Profit
0.280691
Profit Factor
1.279034
Profitability
57.310924
Streak
1.956175
Best Strategy
Training Data Length
1485.750000
Evaluation Time
2025-10-03 21:56
Expiration Time
2025-11-26 07:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417035.9971 179187.5209 237848.4762 281397.4424 192780.3835 88617.0588
Total P&L (%) 417.036 179.1875 237.8485 281.3974 192.7804 88.6171
Avg Daily Profit (%) 0.2807 0.1206 0.1601 0.0901 0.0723 0.0427
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123704 -89638 -120920 -400796 -198484 -313384
Profit Factor 1.279 1.2575 1.2978 1.1149 1.1716 1.0668
Total Trades 595 298 297 595 298 297
Winning Trades 341 162 179 341 162 179
Losing Trades 254 136 118 254 136 118
Profitability (%) 57.3109 54.3624 60.2694 57.3109 54.3624 60.2694
Ratio Avg Win / Avg Loss 0.9527 1.0557 0.8555 0.8304 0.9836 0.7033
Largest Winning Trade 68238 68238 27954 170922 170922 66103
Largest Losing Trade -67088 -32224 -67088 -142607 -102377 -142607
Avg Bars in Trades 29 26 32 29 26 32
Avg Bars in Winners 25 21 29 25 21 29
Avg Bars in Losers 34 32 37 34 32 37
Bars Traded 17675 7965 9710 17675 7965 9710
Profit Streak 1.9562 3.7062 0 1.9562 3.7062 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 317533 -30822 288460 -166209 -128411 -282199
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17829,
    "evaluation_days": 1485.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631937600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759517813570,
    "expiration_time": 1764135676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "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": [
        [
            417035.9971049181,
            179187.5208777698,
            237848.4762271483,
            281397.4423578857,
            192780.3835274712,
            88617.0588304143
        ],
        [
            417.035997,
            179.187521,
            237.848476,
            281.397442,
            192.780384,
            88.617059
        ],
        [
            0.280691,
            0.120604,
            0.160086,
            0.090141,
            0.07233,
            0.042718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123704,
            -89638,
            -120920,
            -400796,
            -198484,
            -313384
        ],
        [
            1.279034,
            1.257472,
            1.297824,
            1.114893,
            1.171631,
            1.066831
        ],
        [
            595,
            298,
            297,
            595,
            298,
            297
        ],
        [
            341,
            162,
            179,
            341,
            162,
            179
        ],
        [
            254,
            136,
            118,
            254,
            136,
            118
        ],
        [
            57.310924,
            54.362416,
            60.26936,
            57.310924,
            54.362416,
            60.26936
        ],
        [
            0.952712,
            1.055656,
            0.855549,
            0.830448,
            0.983592,
            0.703274
        ],
        [
            68238,
            68238,
            27954,
            170922,
            170922,
            66103
        ],
        [
            -67088,
            -32224,
            -67088,
            -142607,
            -102377,
            -142607
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            25,
            21,
            29,
            25,
            21,
            29
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            17675,
            7965,
            9710,
            17675,
            7965,
            9710
        ],
        [
            1.956175,
            3.706175,
            0,
            1.956176,
            3.706176,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317533,
            -30822,
            288460,
            -166209,
            -128411,
            -282199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17829,
    "evaluation_days": 1485.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631937600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759517813570,
    "expiration_time": 1764135676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "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)