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Trade: DYDX/USDT/120/MIDPRICE/WMA/1232

Strategy
DYDX/USDT/120/MIDPRICE/WMA/1232
Pair
DYDX_USDT
Interval
2h
Score
331072
Daily Profit
0.221023
Profit Factor
1.480192
Profitability
46.825397
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-27 03:06
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326358.6383 116444.7915 209913.8468 200382.6683 224173.4313 -23790.763
Total P&L (%) 326.3586 116.4448 209.9138 200.3827 224.1734 -23.7908
Avg Daily Profit (%) 0.221 0.0789 0.1422 0.0745 0.0797 -0.0184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201751 -97025 -118335 -1591960 -1007764 -756053
Profit Factor 1.4802 1.3454 1.6128 1.0565 1.1247 0.9864
Total Trades 126 63 63 126 63 63
Winning Trades 59 26 33 59 26 33
Losing Trades 67 37 30 67 37 30
Profitability (%) 46.8254 41.2698 52.381 46.8254 41.2698 52.381
Ratio Avg Win / Avg Loss 1.6809 1.9146 1.4662 1.1998 1.6006 0.8967
Largest Winning Trade 91775 91775 58468 819402 819402 201204
Largest Losing Trade -30768 -25993 -30768 -422173 -422173 -343712
Avg Bars in Trades 136 103 170 136 103 170
Avg Bars in Winners 178 103 238 178 103 238
Avg Bars in Losers 99 103 95 99 103 95
Bars Traded 17240 6503 10737 17240 6503 10737
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 331072 -236538 -147686 -252676 -319120 -727149

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632909600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931606455,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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": [
        [
            326358.6383463479,
            116444.7915023369,
            209913.846844011,
            200382.6683488589,
            224173.4313138546,
            -23790.7629649959
        ],
        [
            326.358638,
            116.444792,
            209.913847,
            200.382668,
            224.173431,
            -23.790763
        ],
        [
            0.221023,
            0.078861,
            0.142162,
            0.074517,
            0.079683,
            -0.018398
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201751,
            -97025,
            -118335,
            -1591960,
            -1007764,
            -756053
        ],
        [
            1.480192,
            1.345427,
            1.612821,
            1.056547,
            1.124737,
            0.986378
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            46.825397,
            41.269841,
            52.380952,
            46.825397,
            41.269841,
            52.380952
        ],
        [
            1.680896,
            1.914646,
            1.4662,
            1.199808,
            1.600587,
            0.896707
        ],
        [
            91775,
            91775,
            58468,
            819402,
            819402,
            201204
        ],
        [
            -30768,
            -25993,
            -30768,
            -422173,
            -422173,
            -343712
        ],
        [
            136,
            103,
            170,
            136,
            103,
            170
        ],
        [
            178,
            103,
            238,
            178,
            103,
            238
        ],
        [
            99,
            103,
            95,
            99,
            103,
            95
        ],
        [
            17240,
            6503,
            10737,
            17240,
            6503,
            10737
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331072,
            -236538,
            -147686,
            -252676,
            -319120,
            -727149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632909600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931606455,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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)