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Trade: DYDX/USDT/30/SINWMA/T3/9850

Strategy
DYDX/USDT/30/SINWMA/T3/9850
Pair
DYDX_USDT
Interval
30m
Score
358207
Daily Profit
0.291426
Profit Factor
1.445264
Profitability
61.165049
Streak
11.468828
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 01:15
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 151783.3112 43455.609 108327.7021 157334.6164 60753.6917 96580.9247
Total P&L (%) 151.7833 43.4556 108.3277 157.3346 60.7537 96.5809
Avg Daily Profit (%) 0.2914 0.0834 0.208 0.1816 0.0912 0.1299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56377 -55768 -46866 -64838 -59457 -48764
Profit Factor 1.4453 1.2508 1.6464 1.3777 1.3138 1.4331
Total Trades 103 51 52 103 51 52
Winning Trades 63 31 32 63 31 32
Losing Trades 40 20 20 40 20 20
Profitability (%) 61.165 60.7843 61.5385 61.165 60.7843 61.5385
Ratio Avg Win / Avg Loss 0.9176 0.807 1.029 0.8747 0.8476 0.8957
Largest Winning Trade 41671 31828 41671 30141 23906 30141
Largest Losing Trade -32882 -21477 -32882 -37312 -25900 -37312
Avg Bars in Trades 236 220 251 236 220 251
Avg Bars in Winners 163 153 173 163 153 173
Avg Bars in Losers 351 326 376 351 326 376
Bars Traded 24370 11269 13101 24370 11269 13101
Profit Streak 11.4688 22.198 11.4688 11.4688 22.198 11.4688
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358207 -264035 -168799 309556 -252018 -198926
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": 1714102200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758924906745,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 209,
            "offset": 0,
            "a": 0.69576
        }
    }
}
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": [
        [
            151783.3111831882,
            43455.6090382529,
            108327.7021449353,
            157334.616401599,
            60753.691722207,
            96580.924679392
        ],
        [
            151.783311,
            43.455609,
            108.327702,
            157.334616,
            60.753692,
            96.580925
        ],
        [
            0.291426,
            0.083435,
            0.207991,
            0.181646,
            0.091185,
            0.129859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56377,
            -55768,
            -46866,
            -64838,
            -59457,
            -48764
        ],
        [
            1.445264,
            1.250774,
            1.646356,
            1.377665,
            1.313834,
            1.433072
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            61.165049,
            60.784314,
            61.538462,
            61.165049,
            60.784314,
            61.538462
        ],
        [
            0.917628,
            0.806951,
            1.028973,
            0.874708,
            0.847635,
            0.89567
        ],
        [
            41671,
            31828,
            41671,
            30141,
            23906,
            30141
        ],
        [
            -32882,
            -21477,
            -32882,
            -37312,
            -25900,
            -37312
        ],
        [
            236,
            220,
            251,
            236,
            220,
            251
        ],
        [
            163,
            153,
            173,
            163,
            153,
            173
        ],
        [
            351,
            326,
            376,
            351,
            326,
            376
        ],
        [
            24370,
            11269,
            13101,
            24370,
            11269,
            13101
        ],
        [
            11.468828,
            22.197995,
            11.468828,
            11.468828,
            22.197995,
            11.468828
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358207,
            -264035,
            -168799,
            309556,
            -252018,
            -198926
        ]
    ]
}
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": 1714102200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758924906745,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 209,
            "offset": 0,
            "a": 0.69576
        }
    }
}

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)