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Trade: DYDX/USDT/30/SINWMA/RMA/8035

Strategy
DYDX/USDT/30/SINWMA/RMA/8035
Pair
DYDX_USDT
Interval
30m
Score
379528
Daily Profit
0.273247
Profit Factor
1.331616
Profitability
54.705882
Streak
11.983026
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 03:35
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 142315.3561 32345.0703 109970.2858 133714.9628 39841.4563 93873.5065
Total P&L (%) 142.3154 32.3451 109.9703 133.715 39.8415 93.8735
Avg Daily Profit (%) 0.2732 0.0621 0.2111 0.1631 0.0644 0.1272
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84126 -67218 -61832 -88025 -68169 -49209
Profit Factor 1.3316 1.1578 1.4907 1.3202 1.2062 1.4185
Total Trades 170 85 85 170 85 85
Winning Trades 93 46 47 93 46 47
Losing Trades 77 39 38 77 39 38
Profitability (%) 54.7059 54.1176 55.2941 54.7059 54.1176 55.2941
Ratio Avg Win / Avg Loss 1.1025 0.9816 1.2052 1.0931 1.0226 1.1469
Largest Winning Trade 34778 19756 34778 29433 27038 29433
Largest Losing Trade -22822 -22749 -22822 -30165 -30165 -23157
Avg Bars in Trades 145 154 137 145 154 137
Avg Bars in Winners 130 135 126 130 135 126
Avg Bars in Losers 164 177 150 164 177 150
Bars Traded 24818 13164 11653 24818 13164 11653
Profit Streak 11.983 21.0872 11.983 11.983 21.0872 11.983
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379528 -161383 337677 343144 -109467 -21994
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713920400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759019733438,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 103,
            "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": [
        [
            142315.3561051861,
            32345.070269267,
            109970.2858359191,
            133714.9628444573,
            39841.4563384762,
            93873.5065059811
        ],
        [
            142.315356,
            32.34507,
            109.970286,
            133.714963,
            39.841456,
            93.873507
        ],
        [
            0.273247,
            0.062103,
            0.211144,
            0.163129,
            0.064406,
            0.127192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84126,
            -67218,
            -61832,
            -88025,
            -68169,
            -49209
        ],
        [
            1.331616,
            1.15775,
            1.490682,
            1.320245,
            1.206186,
            1.4185
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            54.705882,
            54.117647,
            55.294118,
            54.705882,
            54.117647,
            55.294118
        ],
        [
            1.102521,
            0.981571,
            1.205232,
            1.093106,
            1.022636,
            1.146872
        ],
        [
            34778,
            19756,
            34778,
            29433,
            27038,
            29433
        ],
        [
            -22822,
            -22749,
            -22822,
            -30165,
            -30165,
            -23157
        ],
        [
            145,
            154,
            137,
            145,
            154,
            137
        ],
        [
            130,
            135,
            126,
            130,
            135,
            126
        ],
        [
            164,
            177,
            150,
            164,
            177,
            150
        ],
        [
            24818,
            13164,
            11653,
            24818,
            13164,
            11653
        ],
        [
            11.983026,
            21.087192,
            11.983026,
            11.983026,
            21.087193,
            11.983026
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379528,
            -161383,
            337677,
            343144,
            -109467,
            -21994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713920400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759019733438,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 103,
            "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)