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Trade: DYDX/USDT/120/WMA/SSF/2533

Strategy
DYDX/USDT/120/WMA/SSF/2533
Pair
DYDX_USDT
Interval
2h
Score
346429
Daily Profit
0.189593
Profit Factor
1.332196
Profitability
56.451613
Streak
0.000000
Best Strategy
Training Data Length
1483.170000
Evaluation Time
2025-10-01 09:17
Expiration Time
2025-11-23 15:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281198.5487 69642.2609 211556.2877 152664.612 114788.7552 37875.8568
Total P&L (%) 281.1985 69.6423 211.5563 152.6646 114.7888 37.8759
Avg Daily Profit (%) 0.1896 0.047 0.1426 0.0625 0.0516 0.0217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170543 -86192 -108346 -582928 -303433 -369770
Profit Factor 1.3322 1.1701 1.4841 1.0771 1.1285 1.0349
Total Trades 186 93 93 186 93 93
Winning Trades 105 48 57 105 48 57
Losing Trades 81 45 36 81 45 36
Profitability (%) 56.4516 51.6129 61.2903 56.4516 51.6129 61.2903
Ratio Avg Win / Avg Loss 1.0277 1.097 0.9373 0.8309 1.058 0.6536
Largest Winning Trade 59619 38538 59619 146593 146593 83737
Largest Losing Trade -33388 -33292 -33388 -145510 -138985 -145510
Avg Bars in Trades 94 83 105 94 83 105
Avg Bars in Winners 83 66 97 83 66 97
Avg Bars in Losers 108 101 117 108 101 117
Bars Traded 17541 7733 9808 17541 7733 9808
Profit Streak 0 0 17.2622 0 0 17.2622
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346429 -163758 -1353 -244999 -203342 -348445
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17798,
    "evaluation_days": 1483.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632484800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759299456332,
    "expiration_time": 1763904441600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            281198.5486764692,
            69642.2609497597,
            211556.2877267094,
            152664.6120299441,
            114788.7552015352,
            37875.8568284093
        ],
        [
            281.198549,
            69.642261,
            211.556288,
            152.664612,
            114.788755,
            37.875857
        ],
        [
            0.189593,
            0.046955,
            0.142638,
            0.062514,
            0.051557,
            0.021658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170543,
            -86192,
            -108346,
            -582928,
            -303433,
            -369770
        ],
        [
            1.332196,
            1.170081,
            1.484092,
            1.077126,
            1.128496,
            1.034874
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            105,
            48,
            57,
            105,
            48,
            57
        ],
        [
            81,
            45,
            36,
            81,
            45,
            36
        ],
        [
            56.451613,
            51.612903,
            61.290323,
            56.451613,
            51.612903,
            61.290323
        ],
        [
            1.027694,
            1.096951,
            0.937322,
            0.830926,
            1.057965,
            0.653604
        ],
        [
            59619,
            38538,
            59619,
            146593,
            146593,
            83737
        ],
        [
            -33388,
            -33292,
            -33388,
            -145510,
            -138985,
            -145510
        ],
        [
            94,
            83,
            105,
            94,
            83,
            105
        ],
        [
            83,
            66,
            97,
            83,
            66,
            97
        ],
        [
            108,
            101,
            117,
            108,
            101,
            117
        ],
        [
            17541,
            7733,
            9808,
            17541,
            7733,
            9808
        ],
        [
            0,
            0,
            17.262226,
            0,
            0,
            17.262226
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            346429,
            -163758,
            -1353,
            -244999,
            -203342,
            -348445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17798,
    "evaluation_days": 1483.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632484800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759299456332,
    "expiration_time": 1763904441600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    }
}

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)