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Trade: DYDX/USDT/30/SINWMA/ALMA/7441

Strategy
DYDX/USDT/30/SINWMA/ALMA/7441
Pair
DYDX_USDT
Interval
30m
Score
517539
Daily Profit
0.423901
Profit Factor
1.659303
Profitability
61.240310
Streak
17.595509
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-03 11:47
Expiration Time
2025-12-17 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220780.175 80093.1077 140687.0673 407925.5553 196600.1195 211325.4358
Total P&L (%) 220.7802 80.0931 140.6871 407.9256 196.6001 211.3254
Avg Daily Profit (%) 0.4239 0.1538 0.2701 0.3125 0.209 0.2183
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51904 -46886 -43690 -106681 -55864 -98327
Profit Factor 1.6593 1.4334 1.9374 1.6266 1.662 1.5969
Total Trades 129 65 64 129 65 64
Winning Trades 79 38 41 79 38 41
Losing Trades 50 27 23 50 27 23
Profitability (%) 61.2403 58.4615 64.0625 61.2403 58.4615 64.0625
Ratio Avg Win / Avg Loss 1.0502 1.0185 1.0868 1.0295 1.1809 0.8958
Largest Winning Trade 39599 27494 39599 53343 45407 53343
Largest Losing Trade -28349 -28349 -18994 -75044 -41148 -75044
Avg Bars in Trades 190 196 184 190 196 184
Avg Bars in Winners 137 140 134 137 140 134
Avg Bars in Losers 274 275 273 274 275 273
Bars Traded 24593 12795 11798 24593 12795 11798
Profit Streak 17.5955 25.908 17.5955 17.5955 25.908 17.5955
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 517539 -121562 -126070 480997 -119953 -128850
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714482000000,
    "first_datapoint_time": 1714881600000,
    "last_datapoint_time": 1759480200000,
    "evaluation_time": 1759481252012,
    "expiration_time": 1765960200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 223,
            "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": [
        [
            220780.1749729309,
            80093.1076520807,
            140687.0673208504,
            407925.5552880893,
            196600.1195079335,
            211325.4357801559
        ],
        [
            220.780175,
            80.093108,
            140.687067,
            407.925555,
            196.60012,
            211.325436
        ],
        [
            0.423901,
            0.15378,
            0.270121,
            0.312521,
            0.208965,
            0.218288
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51904,
            -46886,
            -43690,
            -106681,
            -55864,
            -98327
        ],
        [
            1.659303,
            1.43344,
            1.937386,
            1.626614,
            1.662047,
            1.596893
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            61.24031,
            58.461538,
            64.0625,
            61.24031,
            58.461538,
            64.0625
        ],
        [
            1.050192,
            1.018497,
            1.086826,
            1.029502,
            1.180928,
            0.895818
        ],
        [
            39599,
            27494,
            39599,
            53343,
            45407,
            53343
        ],
        [
            -28349,
            -28349,
            -18994,
            -75044,
            -41148,
            -75044
        ],
        [
            190,
            196,
            184,
            190,
            196,
            184
        ],
        [
            137,
            140,
            134,
            137,
            140,
            134
        ],
        [
            274,
            275,
            273,
            274,
            275,
            273
        ],
        [
            24593,
            12795,
            11798,
            24593,
            12795,
            11798
        ],
        [
            17.595509,
            25.908009,
            17.595509,
            17.595509,
            25.908009,
            17.595509
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517539,
            -121562,
            -126070,
            480997,
            -119953,
            -128850
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714482000000,
    "first_datapoint_time": 1714881600000,
    "last_datapoint_time": 1759480200000,
    "evaluation_time": 1759481252012,
    "expiration_time": 1765960200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 223,
            "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)