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Trade: DYDX/USDT/360/HILO/SINWMA/5980

Strategy
DYDX/USDT/360/HILO/SINWMA/5980
Pair
DYDX_USDT
Interval
6h
Score
367159
Daily Profit
0.196180
Profit Factor
1.299845
Profitability
56.766917
Streak
72.693889
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-06 01:39
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291916.3238 85027.1986 206889.1252 117116.0822 -46755.143 163871.2253
Total P&L (%) 291.9163 85.0272 206.8891 117.1161 -46.7551 163.8712
Avg Daily Profit (%) 0.1962 0.0571 0.139 0.0521 -0.0423 0.0652
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105494 -152646 -66819 -390171 -313448 -217223
Profit Factor 1.2998 1.1431 1.5453 1.0577 0.9586 1.182
Total Trades 266 133 133 266 133 133
Winning Trades 151 63 88 151 63 88
Losing Trades 115 70 45 115 70 45
Profitability (%) 56.7669 47.3684 66.1654 56.7669 47.3684 66.1654
Ratio Avg Win / Avg Loss 0.9899 1.2701 0.7902 0.8055 1.0651 0.6044
Largest Winning Trade 63099 63099 24786 86292 86292 79106
Largest Losing Trade -62454 -27639 -62454 -186578 -124749 -186578
Avg Bars in Trades 22 27 17 22 27 17
Avg Bars in Winners 16 20 13 16 20 13
Avg Bars in Losers 29 32 24 29 32 24
Bars Traded 5893 3616 2277 5893 3616 2277
Profit Streak 72.6939 98.9439 72.6939 72.6939 98.9439 72.6939
Trades During Streak 10 6 5 10 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367159 -179191 -3859 -277874 -578581 -124177
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632182400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703952007,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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": [
        [
            291916.323819068,
            85027.1986177132,
            206889.1252013546,
            117116.0822164972,
            -46755.1430487486,
            163871.2252652458
        ],
        [
            291.916324,
            85.027199,
            206.889125,
            117.116082,
            -46.755143,
            163.871225
        ],
        [
            0.19618,
            0.057142,
            0.139038,
            0.052115,
            -0.042348,
            0.065229
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105494,
            -152646,
            -66819,
            -390171,
            -313448,
            -217223
        ],
        [
            1.299845,
            1.143112,
            1.545267,
            1.057677,
            0.95863,
            1.182003
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            151,
            63,
            88,
            151,
            63,
            88
        ],
        [
            115,
            70,
            45,
            115,
            70,
            45
        ],
        [
            56.766917,
            47.368421,
            66.165414,
            56.766917,
            47.368421,
            66.165414
        ],
        [
            0.989948,
            1.270125,
            0.790193,
            0.805516,
            1.065144,
            0.604434
        ],
        [
            63099,
            63099,
            24786,
            86292,
            86292,
            79106
        ],
        [
            -62454,
            -27639,
            -62454,
            -186578,
            -124749,
            -186578
        ],
        [
            22,
            27,
            17,
            22,
            27,
            17
        ],
        [
            16,
            20,
            13,
            16,
            20,
            13
        ],
        [
            29,
            32,
            24,
            29,
            32,
            24
        ],
        [
            5893,
            3616,
            2277,
            5893,
            3616,
            2277
        ],
        [
            72.693889,
            98.943889,
            72.693889,
            72.693889,
            98.943889,
            72.693889
        ],
        [
            10,
            6,
            5,
            10,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367159,
            -179191,
            -3859,
            -277874,
            -578581,
            -124177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632182400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703952007,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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)