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Trade: DYDX/USDT/360/HMA/HMA/3586

Strategy
DYDX/USDT/360/HMA/HMA/3586
Pair
DYDX_USDT
Interval
6h
Score
327952
Daily Profit
0.177704
Profit Factor
1.332777
Profitability
59.154930
Streak
13.598271
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 11:21
Expiration Time
2025-11-16 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263979.5268 78347.7483 185631.7784 -11921.7235 36361.226 -48282.9495
Total P&L (%) 263.9795 78.3477 185.6318 -11.9217 36.3612 -48.283
Avg Daily Profit (%) 0.1777 0.0527 0.125 -0.0085 0.0209 -0.0444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108101 -119234 -109104 -440189 -143635 -387752
Profit Factor 1.3328 1.1975 1.4682 0.9919 1.0574 0.9418
Total Trades 142 71 71 142 71 71
Winning Trades 84 36 48 84 36 48
Losing Trades 58 35 23 58 35 23
Profitability (%) 59.1549 50.7042 67.6056 59.1549 50.7042 67.6056
Ratio Avg Win / Avg Loss 0.9203 1.1642 0.7035 0.6848 1.0281 0.4513
Largest Winning Trade 69856 69856 51380 120266 120266 70696
Largest Losing Trade -81131 -31788 -81131 -279597 -143635 -279597
Avg Bars in Trades 40 37 42 40 37 42
Avg Bars in Winners 31 29 33 31 29 33
Avg Bars in Losers 52 46 61 52 46 61
Bars Traded 5721 2683 3038 5721 2683 3038
Profit Streak 13.5983 26.3483 13.5983 13.5983 26.3483 13.5983
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327952 -211656 -110542 -577716 -410699 -664574
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5942,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633824000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759479690637,
    "expiration_time": 1763321616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 116,
            "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": [
        [
            263979.5267886451,
            78347.7483474131,
            185631.7784412319,
            -11921.7235401677,
            36361.2259665179,
            -48282.9495066855
        ],
        [
            263.979527,
            78.347748,
            185.631778,
            -11.921724,
            36.361226,
            -48.28295
        ],
        [
            0.177704,
            0.052742,
            0.124962,
            -0.008545,
            0.02088,
            -0.044378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108101,
            -119234,
            -109104,
            -440189,
            -143635,
            -387752
        ],
        [
            1.332777,
            1.197458,
            1.468201,
            0.99185,
            1.057445,
            0.941818
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            58,
            35,
            23,
            58,
            35,
            23
        ],
        [
            59.15493,
            50.704225,
            67.605634,
            59.15493,
            50.704225,
            67.605634
        ],
        [
            0.920251,
            1.164195,
            0.703513,
            0.684849,
            1.028071,
            0.451288
        ],
        [
            69856,
            69856,
            51380,
            120266,
            120266,
            70696
        ],
        [
            -81131,
            -31788,
            -81131,
            -279597,
            -143635,
            -279597
        ],
        [
            40,
            37,
            42,
            40,
            37,
            42
        ],
        [
            31,
            29,
            33,
            31,
            29,
            33
        ],
        [
            52,
            46,
            61,
            52,
            46,
            61
        ],
        [
            5721,
            2683,
            3038,
            5721,
            2683,
            3038
        ],
        [
            13.598271,
            26.348271,
            13.598271,
            13.598271,
            26.348271,
            13.598271
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327952,
            -211656,
            -110542,
            -577716,
            -410699,
            -664574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5942,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633824000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759479690637,
    "expiration_time": 1763321616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 116,
            "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)