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Trade: DYDX/USDT/360/FWMA/BBL/4610

Strategy
DYDX/USDT/360/FWMA/BBL/4610
Pair
DYDX_USDT
Interval
6h
Score
511537
Daily Profit
0.205413
Profit Factor
1.524276
Profitability
80.459770
Streak
66.327756
Best Strategy
Training Data Length
1489.250000
Evaluation Time
2025-10-07 04:51
Expiration Time
2025-11-20 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305911.1017 60910.6769 245000.4247 -297591.2706 -356069.5315 58478.2609
Total P&L (%) 305.9111 60.9107 245.0004 -297.5913 -356.0695 58.4783
Avg Daily Profit (%) 0.2054 0.0409 0.1645 0 0 0.0309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207573 -82363 -172672 -862267 -483386 -600612
Profit Factor 1.5243 1.2306 1.7673 0.795 0.4998 1.079
Total Trades 174 87 87 174 87 87
Winning Trades 140 64 76 67 34 33
Losing Trades 34 23 11 107 53 54
Profitability (%) 80.4598 73.5632 87.3563 38.5057 39.0805 37.931
Ratio Avg Win / Avg Loss 0.3702 0.4422 0.2558 1.2696 0.779 1.7657
Largest Winning Trade 35540 27881 35540 102413 38894 102413
Largest Losing Trade -112706 -37819 -112706 -315325 -251375 -315325
Avg Bars in Trades 32 19 45 32 19 45
Avg Bars in Winners 18 10 25 38 23 55
Avg Bars in Losers 90 44 186 28 17 40
Bars Traded 5696 1698 3998 5696 1698 3998
Profit Streak 66.3278 101.0778 66.3278 0 0 0
Trades During Streak 9 5 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511537 -136162 499983 -582669 -585068 -289833
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5957,
    "evaluation_days": 1489.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635984000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801918117,
    "expiration_time": 1763655336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 1.05328
        }
    }
}
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": [
        [
            305911.1016655472,
            60910.6769157171,
            245000.4247498304,
            -297591.2706137452,
            -356069.5315155973,
            58478.2609018519
        ],
        [
            305.911102,
            60.910677,
            245.000425,
            -297.591271,
            -356.069532,
            58.478261
        ],
        [
            0.205413,
            0.0409,
            0.164513,
            0,
            0,
            0.030923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207573,
            -82363,
            -172672,
            -862267,
            -483386,
            -600612
        ],
        [
            1.524276,
            1.230572,
            1.767255,
            0.795001,
            0.499761,
            1.079038
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            140,
            64,
            76,
            67,
            34,
            33
        ],
        [
            34,
            23,
            11,
            107,
            53,
            54
        ],
        [
            80.45977,
            73.563218,
            87.356322,
            38.505747,
            39.08046,
            37.931034
        ],
        [
            0.370181,
            0.442237,
            0.255787,
            1.269629,
            0.77904,
            1.765699
        ],
        [
            35540,
            27881,
            35540,
            102413,
            38894,
            102413
        ],
        [
            -112706,
            -37819,
            -112706,
            -315325,
            -251375,
            -315325
        ],
        [
            32,
            19,
            45,
            32,
            19,
            45
        ],
        [
            18,
            10,
            25,
            38,
            23,
            55
        ],
        [
            90,
            44,
            186,
            28,
            17,
            40
        ],
        [
            5696,
            1698,
            3998,
            5696,
            1698,
            3998
        ],
        [
            66.327756,
            101.077756,
            66.327756,
            0,
            0,
            0
        ],
        [
            9,
            5,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511537,
            -136162,
            499983,
            -582669,
            -585068,
            -289833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5957,
    "evaluation_days": 1489.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635984000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801918117,
    "expiration_time": 1763655336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 1.05328
        }
    }
}

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)