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Trade: DYDX/USDT/240/HWMA/BBL/6979

Strategy
DYDX/USDT/240/HWMA/BBL/6979
Pair
DYDX_USDT
Interval
4h
Score
487029
Daily Profit
0.150690
Profit Factor
1.607206
Profitability
87.755102
Streak
36.474748
Best Strategy
Training Data Length
1490.330000
Evaluation Time
2025-10-08 10:23
Expiration Time
2025-11-21 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241377.381 16798.8549 224578.5261 -76951.2395 -259430.3928 182479.1533
Total P&L (%) 241.3774 16.7989 224.5785 -76.9512 -259.4304 182.4792
Avg Daily Profit (%) 0.162 0.0113 0.1507 -0.0984 0 0.0697
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175578 -61269 -169797 -681553 -341009 -575891
Profit Factor 1.405 1.0743 1.6072 0.9345 0.4915 1.2749
Total Trades 197 99 98 197 99 98
Winning Trades 160 74 86 160 74 86
Losing Trades 37 25 12 37 25 12
Profitability (%) 81.2183 74.7475 87.7551 81.2183 74.7475 87.7551
Ratio Avg Win / Avg Loss 0.3249 0.3629 0.2243 0.2161 0.1661 0.1779
Largest Winning Trade 23229 18559 23229 123157 32670 123157
Largest Losing Trade -94401 -31489 -94401 -470185 -210175 -470185
Avg Bars in Trades 42 7 79 42 7 79
Avg Bars in Winners 24 3 43 24 3 43
Avg Bars in Losers 121 17 337 121 17 337
Bars Traded 8470 707 7762 8470 707 7762
Profit Streak 35.9747 35.9747 36.4747 35.9747 35.9747 36.4747
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464328 -322793 487029 -574235 -576313 -95542
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8942,
    "evaluation_days": 1490.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633248000000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759908218229,
    "expiration_time": 1763758944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83295,
            "nb": 0.1,
            "nc": 0.40497
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 1.95815
        }
    }
}
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": [
        [
            241377.3810426585,
            16798.8549130079,
            224578.5261296504,
            -76951.2395176057,
            -259430.3928463109,
            182479.1533287051
        ],
        [
            241.377381,
            16.798855,
            224.578526,
            -76.95124,
            -259.430393,
            182.479153
        ],
        [
            0.161962,
            0.011272,
            0.15069,
            -0.098424,
            0,
            0.069702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175578,
            -61269,
            -169797,
            -681553,
            -341009,
            -575891
        ],
        [
            1.405042,
            1.074306,
            1.607206,
            0.934456,
            0.491525,
            1.274888
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            160,
            74,
            86,
            160,
            74,
            86
        ],
        [
            37,
            25,
            12,
            37,
            25,
            12
        ],
        [
            81.218274,
            74.747475,
            87.755102,
            81.218274,
            74.747475,
            87.755102
        ],
        [
            0.324916,
            0.362941,
            0.224261,
            0.216093,
            0.166056,
            0.177891
        ],
        [
            23229,
            18559,
            23229,
            123157,
            32670,
            123157
        ],
        [
            -94401,
            -31489,
            -94401,
            -470185,
            -210175,
            -470185
        ],
        [
            42,
            7,
            79,
            42,
            7,
            79
        ],
        [
            24,
            3,
            43,
            24,
            3,
            43
        ],
        [
            121,
            17,
            337,
            121,
            17,
            337
        ],
        [
            8470,
            707,
            7762,
            8470,
            707,
            7762
        ],
        [
            35.974748,
            35.974748,
            36.474748,
            35.974748,
            35.974748,
            36.474748
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464328,
            -322793,
            487029,
            -574235,
            -576313,
            -95542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8942,
    "evaluation_days": 1490.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633248000000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759908218229,
    "expiration_time": 1763758944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83295,
            "nb": 0.1,
            "nc": 0.40497
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 1.95815
        }
    }
}

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)