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Trade: DYDX/USDT/720/HWMA/TEMA/2913

Strategy
DYDX/USDT/720/HWMA/TEMA/2913
Pair
DYDX_USDT
Interval
12h
Score
312305
Daily Profit
0.151708
Profit Factor
1.225918
Profitability
56.400000
Streak
11.924312
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 01:11
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 224072.5464 30298.4539 193774.0926 -14092.1128 13603.3431 -27695.4559
Total P&L (%) 224.0725 30.2985 193.7741 -14.0921 13.6033 -27.6955
Avg Daily Profit (%) 0.1517 0.0205 0.1312 -0.0103 0.0086 -0.022
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -308919 -153101 -191490 -805451 -324470 -617743
Profit Factor 1.2259 1.063 1.3795 0.9937 1.0143 0.9782
Total Trades 250 125 125 250 125 125
Winning Trades 141 67 74 141 67 74
Losing Trades 109 58 51 109 58 51
Profitability (%) 56.4 53.6 59.2 56.4 53.6 59.2
Ratio Avg Win / Avg Loss 0.9477 0.9202 0.9508 0.7681 0.878 0.6741
Largest Winning Trade 34979 32576 34979 185867 185867 143128
Largest Losing Trade -78328 -30553 -78328 -357825 -140912 -357825
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 15 13 17 15 13 17
Bars Traded 2870 1288 1582 2870 1288 1582
Profit Streak 11.9243 25.9243 11.9243 11.9243 25.9243 11.9243
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312305 -319941 -17105 -577275 -439899 -578905

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924660577,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27448,
            "nb": 0.37582,
            "nc": 0.31777
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 72,
            "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": [
        [
            224072.5464450557,
            30298.4538576559,
            193774.0925874,
            -14092.1128010379,
            13603.3430622969,
            -27695.4558633351
        ],
        [
            224.072546,
            30.298454,
            193.774093,
            -14.092113,
            13.603343,
            -27.695456
        ],
        [
            0.151708,
            0.020514,
            0.131194,
            -0.010283,
            0.008636,
            -0.021953
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -308919,
            -153101,
            -191490,
            -805451,
            -324470,
            -617743
        ],
        [
            1.225918,
            1.062954,
            1.379542,
            0.993651,
            1.014289,
            0.978151
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            141,
            67,
            74,
            141,
            67,
            74
        ],
        [
            109,
            58,
            51,
            109,
            58,
            51
        ],
        [
            56.4,
            53.6,
            59.2,
            56.4,
            53.6,
            59.2
        ],
        [
            0.947696,
            0.920169,
            0.950765,
            0.768142,
            0.878041,
            0.674131
        ],
        [
            34979,
            32576,
            34979,
            185867,
            185867,
            143128
        ],
        [
            -78328,
            -30553,
            -78328,
            -357825,
            -140912,
            -357825
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            15,
            13,
            17,
            15,
            13,
            17
        ],
        [
            2870,
            1288,
            1582,
            2870,
            1288,
            1582
        ],
        [
            11.924312,
            25.924312,
            11.924312,
            11.924312,
            25.924312,
            11.924312
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312305,
            -319941,
            -17105,
            -577275,
            -439899,
            -578905
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924660577,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27448,
            "nb": 0.37582,
            "nc": 0.31777
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 72,
            "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)