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Trade: DYDX/USDT/30/WMA/LINREG/5954

Strategy
DYDX/USDT/30/WMA/LINREG/5954
Pair
DYDX_USDT
Interval
30m
Score
312187
Daily Profit
0.220220
Profit Factor
1.324088
Profitability
61.344538
Streak
10.754455
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 11:06
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 114696.9315 20532.8616 94164.0699 76175.8868 1525.5107 74650.376
Total P&L (%) 114.6969 20.5329 94.1641 76.1759 1.5255 74.6504
Avg Daily Profit (%) 0.2202 0.0394 0.1808 0.1088 0.0029 0.1071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65229 -61823 -38314 -65852 -63834 -50216
Profit Factor 1.3241 1.1101 1.5625 1.194 1.0077 1.383
Total Trades 119 59 60 119 59 60
Winning Trades 73 33 40 73 33 40
Losing Trades 46 26 20 46 26 20
Profitability (%) 61.3445 55.9322 66.6667 61.3445 55.9322 66.6667
Ratio Avg Win / Avg Loss 0.8344 0.8746 0.7813 0.7524 0.794 0.6915
Largest Winning Trade 27811 27811 23196 23878 20694 23878
Largest Losing Trade -38314 -26273 -38314 -50216 -31976 -50216
Avg Bars in Trades 204 202 205 204 202 205
Avg Bars in Winners 141 146 137 141 146 137
Avg Bars in Losers 303 274 341 303 274 341
Bars Traded 24326 11975 12351 24326 11975 12351
Profit Streak 10.7545 19.7753 10.7545 10.7545 19.7753 10.7545
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312187 -423792 -159463 -54181 -744335 -217997

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": 1714359600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758873984910,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 131,
            "offset": 221
        }
    }
}
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": [
        [
            114696.9315130635,
            20532.8615722287,
            94164.0699408348,
            76175.8867865309,
            1525.5107499237,
            74650.3760366072
        ],
        [
            114.696932,
            20.532862,
            94.16407,
            76.175887,
            1.525511,
            74.650376
        ],
        [
            0.22022,
            0.039423,
            0.180796,
            0.108792,
            0.002907,
            0.10712
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65229,
            -61823,
            -38314,
            -65852,
            -63834,
            -50216
        ],
        [
            1.324088,
            1.110092,
            1.562506,
            1.194045,
            1.007718,
            1.383018
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            61.344538,
            55.932203,
            66.666667,
            61.344538,
            55.932203,
            66.666667
        ],
        [
            0.834357,
            0.874618,
            0.781253,
            0.752412,
            0.793959,
            0.691509
        ],
        [
            27811,
            27811,
            23196,
            23878,
            20694,
            23878
        ],
        [
            -38314,
            -26273,
            -38314,
            -50216,
            -31976,
            -50216
        ],
        [
            204,
            202,
            205,
            204,
            202,
            205
        ],
        [
            141,
            146,
            137,
            141,
            146,
            137
        ],
        [
            303,
            274,
            341,
            303,
            274,
            341
        ],
        [
            24326,
            11975,
            12351,
            24326,
            11975,
            12351
        ],
        [
            10.754455,
            19.775288,
            10.754455,
            10.754455,
            19.775288,
            10.754455
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312187,
            -423792,
            -159463,
            -54181,
            -744335,
            -217997
        ]
    ]
}
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": 1714359600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758873984910,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 131,
            "offset": 221
        }
    }
}

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)