← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/240/FWMA/KCL/8579

Strategy
DYDX/USDT/240/FWMA/KCL/8579
Pair
DYDX_USDT
Interval
4h
Score
549393
Daily Profit
0.295656
Profit Factor
1.863807
Profitability
84.615385
Streak
55.148760
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 06:34
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 436586.9522 132831.1174 303755.8348 -534060.8504 95431.1586 -629492.0089
Total P&L (%) 436.587 132.8311 303.7558 -534.0609 95.4312 -629.492
Avg Daily Profit (%) 0.2957 0.09 0.2057 0 0.0454 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152371 -30155 -164432 -3618994 -650605 -3527792
Profit Factor 1.8638 2.1132 1.7867 0.915 1.0665 0.8701
Total Trades 169 85 84 169 85 84
Winning Trades 143 69 74 80 40 40
Losing Trades 26 16 10 89 45 44
Profitability (%) 84.6154 81.1765 88.0952 47.3373 47.0588 47.619
Ratio Avg Win / Avg Loss 0.3389 0.49 0.2414 1.0179 1.1999 0.9572
Largest Winning Trade 30438 15686 30438 548911 274192 548911
Largest Losing Trade -117583 -23978 -117583 -2231082 -510507 -2231082
Avg Bars in Trades 48 10 87 48 10 87
Avg Bars in Winners 29 6 51 47 11 84
Avg Bars in Losers 153 28 355 49 9 90
Bars Traded 8255 889 7366 8255 889 7366
Profit Streak 55.1488 228.8154 0 0 0 96.3154
Trades During Streak 1 11 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549393 -65853 464581 -579261 -280824 -581473

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": 1632945600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857652892,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            436586.9522014747,
            132831.1174377174,
            303755.834763757,
            -534060.850368889,
            95431.1585744035,
            -629492.008943294
        ],
        [
            436.586952,
            132.831117,
            303.755835,
            -534.06085,
            95.431159,
            -629.492009
        ],
        [
            0.295656,
            0.089953,
            0.205703,
            0,
            0.045385,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152371,
            -30155,
            -164432,
            -3618994,
            -650605,
            -3527792
        ],
        [
            1.863807,
            2.113227,
            1.786726,
            0.914986,
            1.066535,
            0.870147
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            143,
            69,
            74,
            80,
            40,
            40
        ],
        [
            26,
            16,
            10,
            89,
            45,
            44
        ],
        [
            84.615385,
            81.176471,
            88.095238,
            47.337278,
            47.058824,
            47.619048
        ],
        [
            0.338874,
            0.490024,
            0.241449,
            1.017922,
            1.199852,
            0.957162
        ],
        [
            30438,
            15686,
            30438,
            548911,
            274192,
            548911
        ],
        [
            -117583,
            -23978,
            -117583,
            -2231082,
            -510507,
            -2231082
        ],
        [
            48,
            10,
            87,
            48,
            10,
            87
        ],
        [
            29,
            6,
            51,
            47,
            11,
            84
        ],
        [
            153,
            28,
            355,
            49,
            9,
            90
        ],
        [
            8255,
            889,
            7366,
            8255,
            889,
            7366
        ],
        [
            55.14876,
            228.815427,
            0,
            0,
            0,
            96.315427
        ],
        [
            1,
            11,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549393,
            -65853,
            464581,
            -579261,
            -280824,
            -581473
        ]
    ]
}
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": 1632945600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857652892,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)