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Trade: DYDX/USDT/720/HWMA/WMA/2064

Strategy
DYDX/USDT/720/HWMA/WMA/2064
Pair
DYDX_USDT
Interval
12h
Score
351999
Daily Profit
0.244305
Profit Factor
1.316364
Profitability
50.869565
Streak
0.000000
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-04 20:01
Expiration Time
2025-11-18 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363281.3627 181004.7491 182276.6136 121285.7681 44205.6893 77080.0788
Total P&L (%) 363.2814 181.0047 182.2766 121.2858 44.2057 77.0801
Avg Daily Profit (%) 0.2443 0.1217 0.1226 0.0534 0.0246 0.0384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227315 -99765 -185992 -1879880 -912667 -1319253
Profit Factor 1.3164 1.2911 1.3462 1.0177 1.0117 1.0251
Total Trades 230 115 115 230 115 115
Winning Trades 117 53 64 117 53 64
Losing Trades 113 62 51 113 62 51
Profitability (%) 50.8696 46.087 55.6522 50.8696 46.087 55.6522
Ratio Avg Win / Avg Loss 1.2714 1.5104 1.0727 0.9829 1.1835 0.8169
Largest Winning Trade 122557 122557 51249 462441 462441 252842
Largest Losing Trade -43625 -31998 -43625 -589670 -383214 -589670
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 2940 1470 1470 2940 1470 1470
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351999 -30858 -28238 -322658 -370956 -335339
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597307990,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.95551
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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": [
        [
            363281.3626704362,
            181004.7491203299,
            182276.6135501064,
            121285.768071786,
            44205.6893029223,
            77080.0787688639
        ],
        [
            363.281363,
            181.004749,
            182.276614,
            121.285768,
            44.205689,
            77.080079
        ],
        [
            0.244305,
            0.121725,
            0.12258,
            0.05343,
            0.024621,
            0.038436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227315,
            -99765,
            -185992,
            -1879880,
            -912667,
            -1319253
        ],
        [
            1.316364,
            1.291112,
            1.346183,
            1.017734,
            1.011718,
            1.025137
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            117,
            53,
            64,
            117,
            53,
            64
        ],
        [
            113,
            62,
            51,
            113,
            62,
            51
        ],
        [
            50.869565,
            46.086957,
            55.652174,
            50.869565,
            46.086957,
            55.652174
        ],
        [
            1.27136,
            1.510357,
            1.07274,
            0.98294,
            1.183519,
            0.816906
        ],
        [
            122557,
            122557,
            51249,
            462441,
            462441,
            252842
        ],
        [
            -43625,
            -31998,
            -43625,
            -589670,
            -383214,
            -589670
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            2940,
            1470,
            1470,
            2940,
            1470,
            1470
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351999,
            -30858,
            -28238,
            -322658,
            -370956,
            -335339
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597307990,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.95551
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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)