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Trade: DYDX/USDT/360/HLC3/PWMA/2819

Strategy
DYDX/USDT/360/HLC3/PWMA/2819
Pair
DYDX_USDT
Interval
6h
Score
311432
Daily Profit
0.147549
Profit Factor
1.412109
Profitability
77.844311
Streak
7.659320
Best Strategy
Training Data Length
1493.000000
Evaluation Time
2025-10-11 00:49
Expiration Time
2025-11-24 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220290.3127 67578.6028 152711.7099 -45361.2816 -123321.503 77960.2214
Total P&L (%) 220.2903 67.5786 152.7117 -45.3613 -123.3215 77.9602
Avg Daily Profit (%) 0.1475 0.0453 0.1023 -0.0405 0 0.0386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219149 -103727 -122796 -225216 -171041 -56815
Profit Factor 1.4121 1.232 1.6277 0.8373 0.3865 2.0032
Total Trades 167 83 84 167 83 84
Winning Trades 130 61 69 130 61 69
Losing Trades 37 22 15 37 22 15
Profitability (%) 77.8443 73.494 82.1429 77.8443 73.494 82.1429
Ratio Avg Win / Avg Loss 0.4019 0.4443 0.3539 0.2383 0.1394 0.4355
Largest Winning Trade 37317 37317 30615 33949 8226 33949
Largest Losing Trade -86039 -65651 -86039 -150827 -150827 -27870
Avg Bars in Trades 32 39 25 32 39 25
Avg Bars in Winners 15 18 13 15 18 13
Avg Bars in Losers 92 99 81 92 99 81
Bars Traded 5472 3312 2159 5472 3312 2159
Profit Streak 7.6593 56.6593 7.6593 7.6593 56.6593 7.6593
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311432 -130027 -51121 -575155 -576191 -135291
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5972,
    "evaluation_days": 1493,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635292800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132965240,
    "expiration_time": 1763989056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "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": [
        [
            220290.3127191062,
            67578.6027868808,
            152711.7099322255,
            -45361.2815632228,
            -123321.5029597618,
            77960.2213965389
        ],
        [
            220.290313,
            67.578603,
            152.71171,
            -45.361282,
            -123.321503,
            77.960221
        ],
        [
            0.147549,
            0.045264,
            0.102285,
            -0.040476,
            0,
            0.038614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219149,
            -103727,
            -122796,
            -225216,
            -171041,
            -56815
        ],
        [
            1.412109,
            1.232011,
            1.627747,
            0.837257,
            0.386508,
            2.003163
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            130,
            61,
            69,
            130,
            61,
            69
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            77.844311,
            73.493976,
            82.142857,
            77.844311,
            73.493976,
            82.142857
        ],
        [
            0.401908,
            0.444332,
            0.353858,
            0.238296,
            0.139396,
            0.43547
        ],
        [
            37317,
            37317,
            30615,
            33949,
            8226,
            33949
        ],
        [
            -86039,
            -65651,
            -86039,
            -150827,
            -150827,
            -27870
        ],
        [
            32,
            39,
            25,
            32,
            39,
            25
        ],
        [
            15,
            18,
            13,
            15,
            18,
            13
        ],
        [
            92,
            99,
            81,
            92,
            99,
            81
        ],
        [
            5472,
            3312,
            2159,
            5472,
            3312,
            2159
        ],
        [
            7.65932,
            56.65932,
            7.65932,
            7.65932,
            56.65932,
            7.65932
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311432,
            -130027,
            -51121,
            -575155,
            -576191,
            -135291
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5972,
    "evaluation_days": 1493,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635292800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132965240,
    "expiration_time": 1763989056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "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)