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Trade: DYDX/USDT/30/SWMA/T3/7696

Strategy
DYDX/USDT/30/SWMA/T3/7696
Pair
DYDX_USDT
Interval
30m
Score
327698
Daily Profit
0.216217
Profit Factor
1.328404
Profitability
61.739130
Streak
14.282020
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 00:46
Expiration Time
2025-12-13 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112612.0555 21687.0132 90925.0423 75271.5133 1672.7324 73598.7809
Total P&L (%) 112.6121 21.687 90.925 75.2715 1.6727 73.5988
Avg Daily Profit (%) 0.2162 0.0416 0.1746 0.1078 0.0032 0.106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91520 -66841 -76842 -129098 -97187 -87025
Profit Factor 1.3284 1.1236 1.543 1.1875 1.0079 1.388
Total Trades 115 58 57 115 58 57
Winning Trades 71 32 39 71 32 39
Losing Trades 44 26 18 44 26 18
Profitability (%) 61.7391 55.1724 68.4211 61.7391 55.1724 68.4211
Ratio Avg Win / Avg Loss 0.8232 0.9129 0.7121 0.7359 0.8189 0.6406
Largest Winning Trade 19835 13415 19835 19204 16909 19204
Largest Losing Trade -43207 -24160 -43207 -45230 -42594 -45230
Avg Bars in Trades 215 220 210 215 220 210
Avg Bars in Winners 133 131 134 133 131 134
Avg Bars in Losers 348 329 376 348 329 376
Bars Traded 24786 12769 12017 24786 12769 12017
Profit Streak 14.282 23.032 14.282 14.282 23.032 14.282
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327698 -408189 -170337 -62279 -746759 -230215
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714183200000,
    "first_datapoint_time": 1714431600000,
    "last_datapoint_time": 1759181400000,
    "evaluation_time": 1759182366519,
    "expiration_time": 1765661400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 139,
            "offset": 0,
            "a": 0.37597
        }
    }
}
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": [
        [
            112612.0554961344,
            21687.0132261295,
            90925.0422700049,
            75271.5133230512,
            1672.7323894391,
            73598.7809336119
        ],
        [
            112.612055,
            21.687013,
            90.925042,
            75.271513,
            1.672732,
            73.598781
        ],
        [
            0.216217,
            0.041639,
            0.174577,
            0.107803,
            0.003185,
            0.105959
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91520,
            -66841,
            -76842,
            -129098,
            -97187,
            -87025
        ],
        [
            1.328404,
            1.123611,
            1.542962,
            1.187483,
            1.007898,
            1.387997
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            44,
            26,
            18,
            44,
            26,
            18
        ],
        [
            61.73913,
            55.172414,
            68.421053,
            61.73913,
            55.172414,
            68.421053
        ],
        [
            0.823236,
            0.912934,
            0.712136,
            0.735905,
            0.818917,
            0.640614
        ],
        [
            19835,
            13415,
            19835,
            19204,
            16909,
            19204
        ],
        [
            -43207,
            -24160,
            -43207,
            -45230,
            -42594,
            -45230
        ],
        [
            215,
            220,
            210,
            215,
            220,
            210
        ],
        [
            133,
            131,
            134,
            133,
            131,
            134
        ],
        [
            348,
            329,
            376,
            348,
            329,
            376
        ],
        [
            24786,
            12769,
            12017,
            24786,
            12769,
            12017
        ],
        [
            14.28202,
            23.03202,
            14.28202,
            14.28202,
            23.03202,
            14.28202
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327698,
            -408189,
            -170337,
            -62279,
            -746759,
            -230215
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714183200000,
    "first_datapoint_time": 1714431600000,
    "last_datapoint_time": 1759181400000,
    "evaluation_time": 1759182366519,
    "expiration_time": 1765661400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 139,
            "offset": 0,
            "a": 0.37597
        }
    }
}

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)