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Trade: DYDX/USDT/240/SMA/SWMA/1452

Strategy
DYDX/USDT/240/SMA/SWMA/1452
Pair
DYDX_USDT
Interval
4h
Score
330771
Daily Profit
0.184282
Profit Factor
1.349525
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1488.330000
Evaluation Time
2025-10-06 10:16
Expiration Time
2025-11-19 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274272.9919 66370.508 207902.4839 93394.3192 -111033.0405 204427.3597
Total P&L (%) 274.273 66.3705 207.9025 93.3943 -111.033 204.4274
Avg Daily Profit (%) 0.1843 0.0446 0.1397 0.0443 0 0.0748
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149000 -103983 -84864 -1198478 -811108 -611567
Profit Factor 1.3495 1.1575 1.5725 1.0245 0.9452 1.1146
Total Trades 147 74 73 147 74 73
Winning Trades 84 36 48 84 36 48
Losing Trades 63 38 25 63 38 25
Profitability (%) 57.1429 48.6486 65.7534 57.1429 48.6486 65.7534
Ratio Avg Win / Avg Loss 1.0121 1.2218 0.819 0.7684 0.9977 0.5805
Largest Winning Trade 60545 44729 60545 173176 173125 173176
Largest Losing Trade -55840 -36075 -55840 -346527 -346527 -312804
Avg Bars in Trades 59 58 60 59 58 60
Avg Bars in Winners 47 45 49 47 45 49
Avg Bars in Losers 74 69 82 74 69 82
Bars Traded 8743 4296 4447 8743 4296 4447
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330771 -245902 -76111 -327618 -645761 -258766
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8930,
    "evaluation_days": 1488.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632859200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759734968774,
    "expiration_time": 1763580960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 120,
            "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": [
        [
            274272.9919068977,
            66370.5079949942,
            207902.4839119032,
            93394.3192174058,
            -111033.0404742418,
            204427.3596916476
        ],
        [
            274.272992,
            66.370508,
            207.902484,
            93.394319,
            -111.03304,
            204.42736
        ],
        [
            0.184282,
            0.044594,
            0.139688,
            0.044325,
            0,
            0.074827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149000,
            -103983,
            -84864,
            -1198478,
            -811108,
            -611567
        ],
        [
            1.349525,
            1.157453,
            1.572455,
            1.024515,
            0.945207,
            1.114639
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            63,
            38,
            25,
            63,
            38,
            25
        ],
        [
            57.142857,
            48.648649,
            65.753425,
            57.142857,
            48.648649,
            65.753425
        ],
        [
            1.012144,
            1.221756,
            0.818987,
            0.768386,
            0.997718,
            0.580541
        ],
        [
            60545,
            44729,
            60545,
            173176,
            173125,
            173176
        ],
        [
            -55840,
            -36075,
            -55840,
            -346527,
            -346527,
            -312804
        ],
        [
            59,
            58,
            60,
            59,
            58,
            60
        ],
        [
            47,
            45,
            49,
            47,
            45,
            49
        ],
        [
            74,
            69,
            82,
            74,
            69,
            82
        ],
        [
            8743,
            4296,
            4447,
            8743,
            4296,
            4447
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330771,
            -245902,
            -76111,
            -327618,
            -645761,
            -258766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8930,
    "evaluation_days": 1488.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632859200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759734968774,
    "expiration_time": 1763580960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 120,
            "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)