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Trade: DYDX/USDT/240/DEMA/SWMA/3716

Strategy
DYDX/USDT/240/DEMA/SWMA/3716
Pair
DYDX_USDT
Interval
4h
Score
468600
Daily Profit
0.253336
Profit Factor
1.709944
Profitability
57.522124
Streak
35.057932
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 12:23
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374093.5181 122385.1797 251708.3384 538808.0931 147539.3643 391268.7287
Total P&L (%) 374.0935 122.3852 251.7083 538.8081 147.5394 391.2687
Avg Daily Profit (%) 0.2533 0.0829 0.1705 0.1257 0.0614 0.1079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102169 -76478 -71359 -331675 -251382 -210139
Profit Factor 1.7099 1.4043 2.1227 1.3641 1.181 1.5886
Total Trades 113 56 57 113 56 57
Winning Trades 65 28 37 65 28 37
Losing Trades 48 28 20 48 28 20
Profitability (%) 57.5221 50 64.9123 57.5221 50 64.9123
Ratio Avg Win / Avg Loss 1.2627 1.4043 1.1474 1.0073 1.181 0.8587
Largest Winning Trade 102912 102912 45168 237761 237761 132406
Largest Losing Trade -42735 -34817 -42735 -130806 -130806 -106514
Avg Bars in Trades 75 92 59 75 92 59
Avg Bars in Winners 75 88 65 75 88 65
Avg Bars in Losers 76 96 47 76 96 47
Bars Traded 8573 5189 3384 8573 5189 3384
Profit Streak 35.0579 35.0579 44.5579 35.0579 35.0579 44.5579
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468600 -260643 -166407 -21555 -311437 -225519

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878605327,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "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": [
        [
            374093.5181240463,
            122385.1796959333,
            251708.338428113,
            538808.0930567149,
            147539.3643485247,
            391268.7287081902
        ],
        [
            374.093518,
            122.38518,
            251.708338,
            538.808093,
            147.539364,
            391.268729
        ],
        [
            0.253336,
            0.082879,
            0.170457,
            0.125661,
            0.0614,
            0.107856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102169,
            -76478,
            -71359,
            -331675,
            -251382,
            -210139
        ],
        [
            1.709944,
            1.404264,
            2.122707,
            1.364078,
            1.180993,
            1.588587
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            65,
            28,
            37,
            65,
            28,
            37
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            57.522124,
            50,
            64.912281,
            57.522124,
            50,
            64.912281
        ],
        [
            1.262728,
            1.404264,
            1.147409,
            1.007319,
            1.180993,
            0.858695
        ],
        [
            102912,
            102912,
            45168,
            237761,
            237761,
            132406
        ],
        [
            -42735,
            -34817,
            -42735,
            -130806,
            -130806,
            -106514
        ],
        [
            75,
            92,
            59,
            75,
            92,
            59
        ],
        [
            75,
            88,
            65,
            75,
            88,
            65
        ],
        [
            76,
            96,
            47,
            76,
            96,
            47
        ],
        [
            8573,
            5189,
            3384,
            8573,
            5189,
            3384
        ],
        [
            35.057932,
            35.057932,
            44.557932,
            35.057932,
            35.057932,
            44.557932
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468600,
            -260643,
            -166407,
            -21555,
            -311437,
            -225519
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878605327,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "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)