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Trade: DYDX/USDT/480/MIDPOINT/WMA/3998

Strategy
DYDX/USDT/480/MIDPOINT/WMA/3998
Pair
DYDX_USDT
Interval
8h
Score
490514
Daily Profit
0.321591
Profit Factor
2.005626
Profitability
56.989247
Streak
0.000000
Best Strategy
Training Data Length
1486.330000
Evaluation Time
2025-10-04 09:44
Expiration Time
2025-11-17 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477990.9965 208037.7589 269953.2376 1503479.6485 851957.1847 651522.4637
Total P&L (%) 477.991 208.0378 269.9532 1503.4796 851.9572 651.5225
Avg Daily Profit (%) 0.3216 0.14 0.1816 0.1869 0.1517 0.1358
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144606 -101171 -66684 -2471529 -1563244 -1238970
Profit Factor 2.0056 1.7701 2.3157 1.3186 1.347 1.2877
Total Trades 93 47 46 93 47 46
Winning Trades 53 30 23 53 30 23
Losing Trades 40 17 23 40 17 23
Profitability (%) 56.9892 63.8298 50 56.9892 63.8298 50
Ratio Avg Win / Avg Loss 1.5137 1.0031 2.3157 0.9952 0.7633 1.2877
Largest Winning Trade 98497 98497 70504 720272 697381 720272
Largest Losing Trade -37399 -37399 -36445 -533765 -533765 -449211
Avg Bars in Trades 43 36 49 43 36 49
Avg Bars in Winners 38 27 51 38 27 51
Avg Bars in Losers 50 53 48 50 53 48
Bars Traded 4035 1737 2298 4035 1737 2298
Profit Streak 0 0 97.6145 0 0 97.6145
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490514 -2064 450246 273965 295329 -10692
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4459,
    "evaluation_days": 1486.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636934400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560296115,
    "expiration_time": 1763388576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 202,
            "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": [
        [
            477990.99650099,
            208037.7588682975,
            269953.2376326924,
            1503479.6484627505,
            851957.1847457885,
            651522.4637169623
        ],
        [
            477.990997,
            208.037759,
            269.953238,
            1503.479648,
            851.957185,
            651.522464
        ],
        [
            0.321591,
            0.139967,
            0.181624,
            0.18686,
            0.15172,
            0.135791
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144606,
            -101171,
            -66684,
            -2471529,
            -1563244,
            -1238970
        ],
        [
            2.005626,
            1.770106,
            2.315722,
            1.318574,
            1.347038,
            1.287715
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            56.989247,
            63.829787,
            50,
            56.989247,
            63.829787,
            50
        ],
        [
            1.51368,
            1.00306,
            2.315722,
            0.99515,
            0.763321,
            1.287715
        ],
        [
            98497,
            98497,
            70504,
            720272,
            697381,
            720272
        ],
        [
            -37399,
            -37399,
            -36445,
            -533765,
            -533765,
            -449211
        ],
        [
            43,
            36,
            49,
            43,
            36,
            49
        ],
        [
            38,
            27,
            51,
            38,
            27,
            51
        ],
        [
            50,
            53,
            48,
            50,
            53,
            48
        ],
        [
            4035,
            1737,
            2298,
            4035,
            1737,
            2298
        ],
        [
            0,
            0,
            97.614538,
            0,
            0,
            97.614538
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490514,
            -2064,
            450246,
            273965,
            295329,
            -10692
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4459,
    "evaluation_days": 1486.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636934400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560296115,
    "expiration_time": 1763388576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 202,
            "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)