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Trade: DYDX/USDT/480/BBU/HWMA/7021

Strategy
DYDX/USDT/480/BBU/HWMA/7021
Pair
DYDX_USDT
Interval
8h
Score
315008
Daily Profit
0.169106
Profit Factor
1.222841
Profitability
51.867220
Streak
0.000000
Best Strategy
Training Data Length
1480.000000
Evaluation Time
2025-09-28 03:26
Expiration Time
2025-11-11 03:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 250276.4043 52139.9389 198136.4654 39299.8547 389662.1135 -350362.2588
Total P&L (%) 250.2764 52.1399 198.1365 39.2999 389.6621 -350.3623
Avg Daily Profit (%) 0.1691 0.0352 0.1339 0.0224 0.1074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187674 -157681 -96855 -1600971 -981279 -1231614
Profit Factor 1.2228 1.0877 1.375 1.0054 1.1157 0.9106
Total Trades 241 121 120 241 121 120
Winning Trades 125 56 69 125 56 69
Losing Trades 116 65 51 116 65 51
Profitability (%) 51.8672 46.281 57.5 51.8672 46.281 57.5
Ratio Avg Win / Avg Loss 1.1348 1.2625 1.0163 0.933 1.295 0.673
Largest Winning Trade 49082 49082 48851 505868 505868 234154
Largest Losing Trade -43072 -31865 -43072 -499403 -315221 -499403
Avg Bars in Trades 17 17 18 17 17 18
Avg Bars in Winners 18 17 18 18 17 18
Avg Bars in Losers 17 17 18 17 17 18
Bars Traded 4334 2160 2174 4334 2160 2174
Profit Streak 0 0 20.3514 0 0 20.3514
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315008 -272528 -12193 -379705 -144242 -579209
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4440,
    "evaluation_days": 1480,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632614400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759019161723,
    "expiration_time": 1762824960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 4.6197
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.34802
        }
    }
}
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": [
        [
            250276.4043385241,
            52139.9389229573,
            198136.4654155668,
            39299.8546703584,
            389662.1135198628,
            -350362.2588495045
        ],
        [
            250.276404,
            52.139939,
            198.136465,
            39.299855,
            389.662114,
            -350.362259
        ],
        [
            0.169106,
            0.03523,
            0.133876,
            0.022398,
            0.107392,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187674,
            -157681,
            -96855,
            -1600971,
            -981279,
            -1231614
        ],
        [
            1.222841,
            1.087658,
            1.375044,
            1.005395,
            1.11573,
            0.910569
        ],
        [
            241,
            121,
            120,
            241,
            121,
            120
        ],
        [
            125,
            56,
            69,
            125,
            56,
            69
        ],
        [
            116,
            65,
            51,
            116,
            65,
            51
        ],
        [
            51.86722,
            46.280992,
            57.5,
            51.86722,
            46.280992,
            57.5
        ],
        [
            1.134797,
            1.26246,
            1.016337,
            0.933006,
            1.295044,
            0.673029
        ],
        [
            49082,
            49082,
            48851,
            505868,
            505868,
            234154
        ],
        [
            -43072,
            -31865,
            -43072,
            -499403,
            -315221,
            -499403
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            4334,
            2160,
            2174,
            4334,
            2160,
            2174
        ],
        [
            0,
            0,
            20.351409,
            0,
            0,
            20.351409
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315008,
            -272528,
            -12193,
            -379705,
            -144242,
            -579209
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4440,
    "evaluation_days": 1480,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632614400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759019161723,
    "expiration_time": 1762824960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 4.6197
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.34802
        }
    }
}

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)