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Trade: DYDX/USDT/480/SINWMA/HWMA/3810

Strategy
DYDX/USDT/480/SINWMA/HWMA/3810
Pair
DYDX_USDT
Interval
8h
Score
333676
Daily Profit
0.181931
Profit Factor
1.214074
Profitability
52.173913
Streak
0.000000
Best Strategy
Training Data Length
1484.670000
Evaluation Time
2025-10-02 18:57
Expiration Time
2025-11-15 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270107.639 88695.0594 181412.5795 87775.4706 196716.6309 -108941.1604
Total P&L (%) 270.1076 88.6951 181.4126 87.7755 196.7166 -108.9412
Avg Daily Profit (%) 0.1819 0.0597 0.1222 0.0424 0.0733 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250292 -141685 -157004 -1358934 -689567 -827617
Profit Factor 1.2141 1.13 1.3132 1.0196 1.0857 0.9499
Total Trades 322 161 161 322 161 161
Winning Trades 168 79 89 168 79 89
Losing Trades 154 82 72 154 82 72
Profitability (%) 52.1739 49.0683 55.2795 52.1739 49.0683 55.2795
Ratio Avg Win / Avg Loss 1.1129 1.1729 1.0623 0.9347 1.1269 0.7685
Largest Winning Trade 44512 44512 40491 335663 335663 188241
Largest Losing Trade -36592 -36592 -31597 -348333 -296967 -348333
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4222 2111 2111 4222 2111 2111
Profit Streak 0 0 51.998 0 0 51.998
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333676 -190513 -26928 -334566 -221151 -577986
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 1484.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637280000000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420630641,
    "expiration_time": 1763240256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.88796
        }
    }
}
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": [
        [
            270107.6389714826,
            88695.0594389189,
            181412.5795325637,
            87775.470551507,
            196716.6309150012,
            -108941.1603634934
        ],
        [
            270.107639,
            88.695059,
            181.41258,
            87.775471,
            196.716631,
            -108.94116
        ],
        [
            0.181931,
            0.059741,
            0.122191,
            0.042448,
            0.073283,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250292,
            -141685,
            -157004,
            -1358934,
            -689567,
            -827617
        ],
        [
            1.214074,
            1.129965,
            1.313162,
            1.01963,
            1.085698,
            0.949938
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            168,
            79,
            89,
            168,
            79,
            89
        ],
        [
            154,
            82,
            72,
            154,
            82,
            72
        ],
        [
            52.173913,
            49.068323,
            55.279503,
            52.173913,
            49.068323,
            55.279503
        ],
        [
            1.112902,
            1.172875,
            1.062333,
            0.934661,
            1.126927,
            0.768489
        ],
        [
            44512,
            44512,
            40491,
            335663,
            335663,
            188241
        ],
        [
            -36592,
            -36592,
            -31597,
            -348333,
            -296967,
            -348333
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4222,
            2111,
            2111,
            4222,
            2111,
            2111
        ],
        [
            0,
            0,
            51.99804,
            0,
            0,
            51.99804
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333676,
            -190513,
            -26928,
            -334566,
            -221151,
            -577986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 1484.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637280000000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420630641,
    "expiration_time": 1763240256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.88796
        }
    }
}

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)