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Trade: DYDX/USDT/240/SMA/PWMA/1401

Strategy
DYDX/USDT/240/SMA/PWMA/1401
Pair
DYDX_USDT
Interval
4h
Score
477331
Daily Profit
0.165593
Profit Factor
2.292909
Profitability
62.500000
Streak
69.286610
Best Strategy
Training Data Length
1480.500000
Evaluation Time
2025-09-28 13:52
Expiration Time
2025-11-11 19:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332023.0172 86862.0295 245160.9878 702630.4507 102195.7769 600434.6738
Total P&L (%) 332.023 86.862 245.161 702.6305 102.1958 600.4347
Avg Daily Profit (%) 0.2243 0.0587 0.1656 0.1408 0.0476 0.1316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75118 -63049 -48069 -290444 -288292 -188783
Profit Factor 1.8373 1.4197 2.2929 1.4412 1.1174 1.8321
Total Trades 96 48 48 96 48 48
Winning Trades 56 26 30 56 26 30
Losing Trades 40 22 18 40 22 18
Profitability (%) 58.3333 54.1667 62.5 58.3333 54.1667 62.5
Ratio Avg Win / Avg Loss 1.3123 1.2013 1.3757 1.0295 0.9455 1.0993
Largest Winning Trade 59629 45872 59629 391294 109627 391294
Largest Losing Trade -45439 -29678 -45439 -185056 -185056 -129929
Avg Bars in Trades 89 68 109 89 68 109
Avg Bars in Winners 97 63 126 97 63 126
Avg Bars in Losers 77 74 80 77 74 80
Bars Traded 8558 3298 5260 8558 3298 5260
Profit Streak 18.6199 18.6199 69.2866 18.6199 18.6199 69.2866
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453790 -112572 477331 -1339 -221297 -11928
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8883,
    "evaluation_days": 1480.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634716800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759056763121,
    "expiration_time": 1762883856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 144,
            "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": [
        [
            332023.0172455739,
            86862.0294854749,
            245160.9877600991,
            702630.4506861231,
            102195.7768882831,
            600434.6737978399
        ],
        [
            332.023017,
            86.862029,
            245.160988,
            702.630451,
            102.195777,
            600.434674
        ],
        [
            0.224264,
            0.058671,
            0.165593,
            0.140776,
            0.047567,
            0.131564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75118,
            -63049,
            -48069,
            -290444,
            -288292,
            -188783
        ],
        [
            1.837257,
            1.419744,
            2.292909,
            1.441239,
            1.117354,
            1.832119
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            58.333333,
            54.166667,
            62.5,
            58.333333,
            54.166667,
            62.5
        ],
        [
            1.312327,
            1.201321,
            1.375746,
            1.029456,
            0.945454,
            1.099271
        ],
        [
            59629,
            45872,
            59629,
            391294,
            109627,
            391294
        ],
        [
            -45439,
            -29678,
            -45439,
            -185056,
            -185056,
            -129929
        ],
        [
            89,
            68,
            109,
            89,
            68,
            109
        ],
        [
            97,
            63,
            126,
            97,
            63,
            126
        ],
        [
            77,
            74,
            80,
            77,
            74,
            80
        ],
        [
            8558,
            3298,
            5260,
            8558,
            3298,
            5260
        ],
        [
            18.619943,
            18.619943,
            69.28661,
            18.619943,
            18.619944,
            69.28661
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453790,
            -112572,
            477331,
            -1339,
            -221297,
            -11928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8883,
    "evaluation_days": 1480.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634716800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759056763121,
    "expiration_time": 1762883856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 144,
            "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)