← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/120/MIDPOINT/SWMA/2196

Strategy
DYDX/USDT/120/MIDPOINT/SWMA/2196
Pair
DYDX_USDT
Interval
2h
Score
405117
Daily Profit
0.246927
Profit Factor
1.522780
Profitability
49.673203
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-28 02:40
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364608.1984 132439.7926 232168.4057 447353.5735 129073.947 318279.6265
Total P&L (%) 364.6082 132.4398 232.1684 447.3536 129.0739 318.2796
Avg Daily Profit (%) 0.2469 0.0897 0.1572 0.1152 0.0562 0.097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138062 -82423 -92209 -781936 -670646 -533329
Profit Factor 1.5228 1.3556 1.7144 1.1245 1.066 1.1943
Total Trades 153 77 76 153 77 76
Winning Trades 76 38 38 76 38 38
Losing Trades 77 39 38 77 39 38
Profitability (%) 49.6732 49.3506 50 49.6732 49.3506 50
Ratio Avg Win / Avg Loss 1.5428 1.3913 1.7144 1.1393 1.094 1.1943
Largest Winning Trade 105818 105818 70254 381415 381415 269390
Largest Losing Trade -34552 -27103 -34552 -189945 -189945 -171506
Avg Bars in Trades 114 87 141 114 87 141
Avg Bars in Winners 143 100 187 143 100 187
Avg Bars in Losers 85 75 95 85 75 95
Bars Traded 17478 6742 10736 17478 6742 10736
Profit Streak 0 0 15.9867 0 0 15.9867
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405117 -115001 -38375 -122164 -308098 -119211
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759016453798,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "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": [
        [
            364608.198375156,
            132439.7926349037,
            232168.4057402525,
            447353.5734551926,
            129073.9469778509,
            318279.6264773413
        ],
        [
            364.608198,
            132.439793,
            232.168406,
            447.353573,
            129.073947,
            318.279626
        ],
        [
            0.246927,
            0.089694,
            0.157234,
            0.115192,
            0.056151,
            0.096959
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138062,
            -82423,
            -92209,
            -781936,
            -670646,
            -533329
        ],
        [
            1.52278,
            1.355603,
            1.714358,
            1.124459,
            1.06598,
            1.194294
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            49.673203,
            49.350649,
            50,
            49.673203,
            49.350649,
            50
        ],
        [
            1.542817,
            1.391277,
            1.714358,
            1.139254,
            1.094032,
            1.194294
        ],
        [
            105818,
            105818,
            70254,
            381415,
            381415,
            269390
        ],
        [
            -34552,
            -27103,
            -34552,
            -189945,
            -189945,
            -171506
        ],
        [
            114,
            87,
            141,
            114,
            87,
            141
        ],
        [
            143,
            100,
            187,
            143,
            100,
            187
        ],
        [
            85,
            75,
            95,
            85,
            75,
            95
        ],
        [
            17478,
            6742,
            10736,
            17478,
            6742,
            10736
        ],
        [
            0,
            0,
            15.986734,
            0,
            0,
            15.986734
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405117,
            -115001,
            -38375,
            -122164,
            -308098,
            -119211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759016453798,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "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)