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Trade: DYDX/USDT/720/PWMA/HWMA/1811

Strategy
DYDX/USDT/720/PWMA/HWMA/1811
Pair
DYDX_USDT
Interval
12h
Score
329141
Daily Profit
0.170099
Profit Factor
1.243161
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-28 07:03
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 251236.2126 120515.4286 130720.784 -19270.4575 70346.3958 -89616.8534
Total P&L (%) 251.2362 120.5154 130.7208 -19.2705 70.3464 -89.6169
Avg Daily Profit (%) 0.1701 0.0816 0.0885 -0.0145 0.0361 -0.1532
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173031 -139789 -109996 -481924 -230883 -408088
Profit Factor 1.2432 1.2075 1.289 0.9894 1.0745 0.8978
Total Trades 217 109 108 217 109 108
Winning Trades 119 57 62 119 57 62
Losing Trades 98 52 46 98 52 46
Profitability (%) 54.8387 52.2936 57.4074 54.8387 52.2936 57.4074
Ratio Avg Win / Avg Loss 1.0238 1.1015 0.9564 0.8148 0.9802 0.6661
Largest Winning Trade 47924 44245 47924 111298 83235 111298
Largest Losing Trade -78097 -31416 -78097 -337755 -84276 -337755
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 2711 1362 1349 2711 1362 1349
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 329141 -84183 -75479 -578737 -284680 -579806
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1641254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032182582,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.11005,
            "nc": 0.91267
        }
    }
}
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": [
        [
            251236.2125613908,
            120515.428569218,
            130720.7839921723,
            -19270.4575142076,
            70346.3958423825,
            -89616.85335659
        ],
        [
            251.236213,
            120.515429,
            130.720784,
            -19.270458,
            70.346396,
            -89.616853
        ],
        [
            0.170099,
            0.081595,
            0.088504,
            -0.014492,
            0.03607,
            -0.153233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173031,
            -139789,
            -109996,
            -481924,
            -230883,
            -408088
        ],
        [
            1.243161,
            1.207451,
            1.289029,
            0.989423,
            1.074469,
            0.897837
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            98,
            52,
            46,
            98,
            52,
            46
        ],
        [
            54.83871,
            52.293578,
            57.407407,
            54.83871,
            52.293578,
            57.407407
        ],
        [
            1.023779,
            1.101534,
            0.956376,
            0.814819,
            0.980217,
            0.666137
        ],
        [
            47924,
            44245,
            47924,
            111298,
            83235,
            111298
        ],
        [
            -78097,
            -31416,
            -78097,
            -337755,
            -84276,
            -337755
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            2711,
            1362,
            1349,
            2711,
            1362,
            1349
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329141,
            -84183,
            -75479,
            -578737,
            -284680,
            -579806
        ]
    ]
}
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": 1641254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032182582,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.11005,
            "nc": 0.91267
        }
    }
}

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)