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Trade: DYDX/USDT/360/WMA/LINREG/4543

Strategy
DYDX/USDT/360/WMA/LINREG/4543
Pair
DYDX_USDT
Interval
6h
Score
598820
Daily Profit
0.207157
Profit Factor
3.052733
Profitability
65.957447
Streak
67.391193
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-26 00:23
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456859.3933 150940.6034 305918.7899 2568255.8237 150130.3058 2418125.5178
Total P&L (%) 456.8594 150.9406 305.9188 2568.2558 150.1303 2418.1255
Avg Daily Profit (%) 0.3094 0.1022 0.2072 0.2226 0.0621 0.2187
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53746 -71865 -38285 -1664618 -1280064 -794732
Profit Factor 2.2902 1.7361 3.0527 1.5024 1.045 2.3609
Total Trades 93 46 47 93 46 47
Winning Trades 57 26 31 57 26 31
Losing Trades 36 20 16 36 20 16
Profitability (%) 61.2903 56.5217 65.9574 61.2903 56.5217 65.9574
Ratio Avg Win / Avg Loss 1.4465 1.3354 1.5756 0.9489 0.8039 1.2185
Largest Winning Trade 74737 74737 63037 1452341 792394 1452341
Largest Losing Trade -28050 -20710 -28050 -652198 -652198 -394278
Avg Bars in Trades 61 48 73 61 48 73
Avg Bars in Winners 64 38 85 64 38 85
Avg Bars in Losers 56 60 50 56 60 50
Bars Traded 5682 2221 3461 5682 2221 3461
Profit Streak 16.6412 0 67.3912 16.6412 0 67.3912
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507232 -53426 598820 366127 -281755 529304

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635595200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835399076,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "offset": 38
        }
    }
}
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": [
        [
            456859.3933301907,
            150940.603422675,
            305918.7899075157,
            2568255.8236743193,
            150130.3058353773,
            2418125.517838942
        ],
        [
            456.859393,
            150.940603,
            305.91879,
            2568.255824,
            150.130306,
            2418.125518
        ],
        [
            0.309368,
            0.102211,
            0.207157,
            0.222628,
            0.062102,
            0.218698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53746,
            -71865,
            -38285,
            -1664618,
            -1280064,
            -794732
        ],
        [
            2.290217,
            1.736062,
            3.052733,
            1.502438,
            1.045021,
            2.360861
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            61.290323,
            56.521739,
            65.957447,
            61.290323,
            56.521739,
            65.957447
        ],
        [
            1.446453,
            1.335432,
            1.575604,
            0.948908,
            0.803862,
            1.218509
        ],
        [
            74737,
            74737,
            63037,
            1452341,
            792394,
            1452341
        ],
        [
            -28050,
            -20710,
            -28050,
            -652198,
            -652198,
            -394278
        ],
        [
            61,
            48,
            73,
            61,
            48,
            73
        ],
        [
            64,
            38,
            85,
            64,
            38,
            85
        ],
        [
            56,
            60,
            50,
            56,
            60,
            50
        ],
        [
            5682,
            2221,
            3461,
            5682,
            2221,
            3461
        ],
        [
            16.641193,
            0,
            67.391193,
            16.641193,
            0,
            67.391193
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507232,
            -53426,
            598820,
            366127,
            -281755,
            529304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635595200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835399076,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "offset": 38
        }
    }
}

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)