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Trade: DYDX/USDT/120/MIDPOINT/SINWMA/1490

Strategy
DYDX/USDT/120/MIDPOINT/SINWMA/1490
Pair
DYDX_USDT
Interval
2h
Score
421320
Daily Profit
0.257749
Profit Factor
1.428786
Profitability
63.849765
Streak
18.332877
Best Strategy
Training Data Length
1486.170000
Evaluation Time
2025-10-04 08:59
Expiration Time
2025-11-26 18:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383058.8812 117470.668 265588.2133 393934.6827 287387.1148 106547.568
Total P&L (%) 383.0589 117.4707 265.5882 393.9347 287.3871 106.5476
Avg Daily Profit (%) 0.2577 0.079 0.1787 0.1075 0.0912 0.0488
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196793 -71505 -158795 -822256 -247941 -717477
Profit Factor 1.4288 1.2623 1.5962 1.1376 1.2291 1.0663
Total Trades 213 107 106 213 107 106
Winning Trades 136 66 70 136 66 70
Losing Trades 77 41 36 77 41 36
Profitability (%) 63.8498 61.6822 66.0377 63.8498 61.6822 66.0377
Ratio Avg Win / Avg Loss 0.8089 0.7842 0.8209 0.6441 0.7635 0.5484
Largest Winning Trade 39470 39470 39371 150526 150526 145008
Largest Losing Trade -59140 -28445 -59140 -521176 -161971 -521176
Avg Bars in Trades 81 62 101 81 62 101
Avg Bars in Winners 61 40 80 61 40 80
Avg Bars in Losers 118 97 143 118 97 143
Bars Traded 17446 6658 10788 17446 6658 10788
Profit Streak 18.3329 38.9162 18.3329 18.3329 38.9162 18.3329
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421320 -86995 361301 -115850 -71035 -274651
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17834,
    "evaluation_days": 1486.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632859200000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759557560584,
    "expiration_time": 1764172972800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "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": [
        [
            383058.8812490516,
            117470.6679850408,
            265588.213264011,
            393934.6827251837,
            287387.1147653576,
            106547.5679598259
        ],
        [
            383.058881,
            117.470668,
            265.588213,
            393.934683,
            287.387115,
            106.547568
        ],
        [
            0.257749,
            0.079043,
            0.178706,
            0.107531,
            0.091165,
            0.048819
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196793,
            -71505,
            -158795,
            -822256,
            -247941,
            -717477
        ],
        [
            1.428786,
            1.262298,
            1.596152,
            1.137628,
            1.229119,
            1.066261
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            136,
            66,
            70,
            136,
            66,
            70
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            63.849765,
            61.682243,
            66.037736,
            63.849765,
            61.682243,
            66.037736
        ],
        [
            0.808945,
            0.784155,
            0.820878,
            0.644098,
            0.763543,
            0.548363
        ],
        [
            39470,
            39470,
            39371,
            150526,
            150526,
            145008
        ],
        [
            -59140,
            -28445,
            -59140,
            -521176,
            -161971,
            -521176
        ],
        [
            81,
            62,
            101,
            81,
            62,
            101
        ],
        [
            61,
            40,
            80,
            61,
            40,
            80
        ],
        [
            118,
            97,
            143,
            118,
            97,
            143
        ],
        [
            17446,
            6658,
            10788,
            17446,
            6658,
            10788
        ],
        [
            18.332877,
            38.91621,
            18.332877,
            18.332877,
            38.91621,
            18.332877
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421320,
            -86995,
            361301,
            -115850,
            -71035,
            -274651
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17834,
    "evaluation_days": 1486.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632859200000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759557560584,
    "expiration_time": 1764172972800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "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)