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Trade: DYDX/USDT/480/HWMA/DCL/6113

Strategy
DYDX/USDT/480/HWMA/DCL/6113
Pair
DYDX_USDT
Interval
8h
Score
546729
Daily Profit
0.169864
Profit Factor
3.115184
Profitability
75.862069
Streak
123.990131
Best Strategy
Training Data Length
1484.330000
Evaluation Time
2025-10-02 10:45
Expiration Time
2025-11-15 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271910.6358 19776.4539 252134.1819 619722.1096 97364.8682 522357.2414
Total P&L (%) 271.9106 19.7765 252.1342 619.7221 97.3649 522.3572
Avg Daily Profit (%) 0.1832 0.0133 0.1699 0.1331 0.0458 0.1233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62800 -21145 -55054 -448791 -88429 -404412
Profit Factor 2.5618 1.3602 3.1152 1.6371 1.4386 1.6958
Total Trades 59 30 29 59 30 29
Winning Trades 39 17 22 39 17 22
Losing Trades 20 13 7 20 13 7
Profitability (%) 66.1017 56.6667 75.8621 66.1017 56.6667 75.8621
Ratio Avg Win / Avg Loss 1.3137 1.0402 0.9912 0.8395 1.1001 0.5396
Largest Winning Trade 48219 18648 48219 143982 91271 143982
Largest Losing Trade -49332 -12333 -49332 -378717 -67022 -378717
Avg Bars in Trades 66 3 130 66 3 130
Avg Bars in Winners 35 3 60 35 3 60
Avg Bars in Losers 125 4 352 125 4 352
Bars Traded 3899 111 3788 3899 111 3788
Profit Streak 108.9901 108.9901 123.9901 108.9901 108.9901 123.9901
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165204 -179971 546729 -191112 -129132 -22969
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4453,
    "evaluation_days": 1484.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637020800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759391147323,
    "expiration_time": 1763210592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.67524,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 205,
            "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": [
        [
            271910.6358068455,
            19776.4538939959,
            252134.1819128495,
            619722.1095765406,
            97364.8681586299,
            522357.2414179106
        ],
        [
            271.910636,
            19.776454,
            252.134182,
            619.72211,
            97.364868,
            522.357241
        ],
        [
            0.183187,
            0.013323,
            0.169864,
            0.133057,
            0.045815,
            0.123252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62800,
            -21145,
            -55054,
            -448791,
            -88429,
            -404412
        ],
        [
            2.561776,
            1.360217,
            3.115184,
            1.637076,
            1.43855,
            1.695786
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            20,
            13,
            7,
            20,
            13,
            7
        ],
        [
            66.101695,
            56.666667,
            75.862069,
            66.101695,
            56.666667,
            75.862069
        ],
        [
            1.313731,
            1.040166,
            0.991195,
            0.839526,
            1.100067,
            0.539568
        ],
        [
            48219,
            18648,
            48219,
            143982,
            91271,
            143982
        ],
        [
            -49332,
            -12333,
            -49332,
            -378717,
            -67022,
            -378717
        ],
        [
            66,
            3,
            130,
            66,
            3,
            130
        ],
        [
            35,
            3,
            60,
            35,
            3,
            60
        ],
        [
            125,
            4,
            352,
            125,
            4,
            352
        ],
        [
            3899,
            111,
            3788,
            3899,
            111,
            3788
        ],
        [
            108.990131,
            108.990131,
            123.990131,
            108.990131,
            108.990131,
            123.990131
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165204,
            -179971,
            546729,
            -191112,
            -129132,
            -22969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4453,
    "evaluation_days": 1484.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637020800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759391147323,
    "expiration_time": 1763210592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.67524,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 205,
            "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)