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Trade: DYDX/USDT/360/BBM/SINWMA/9336

Strategy
DYDX/USDT/360/BBM/SINWMA/9336
Pair
DYDX_USDT
Interval
6h
Score
326927
Daily Profit
0.175401
Profit Factor
1.463508
Profitability
52.336449
Streak
0.000000
Best Strategy
Training Data Length
1483.750000
Evaluation Time
2025-10-01 20:50
Expiration Time
2025-11-15 02:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260250.9592 35310.5819 224940.3773 171696.379 -144827.4653 316523.8442
Total P&L (%) 260.251 35.3106 224.9404 171.6964 -144.8275 316.5238
Avg Daily Profit (%) 0.1754 0.0238 0.1516 0.0674 0 0.0962
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115358 -73244 -84119 -612758 -529529 -453542
Profit Factor 1.4635 1.1097 1.9385 1.0746 0.8899 1.3211
Total Trades 107 54 53 107 54 53
Winning Trades 56 26 30 56 26 30
Losing Trades 51 28 23 51 28 23
Profitability (%) 52.3364 48.1481 56.6038 52.3364 48.1481 56.6038
Ratio Avg Win / Avg Loss 1.3328 1.1951 1.4862 0.9787 0.9584 1.0129
Largest Winning Trade 98811 98811 44899 371454 371454 150072
Largest Losing Trade -33691 -24371 -33691 -181497 -179711 -181497
Avg Bars in Trades 54 47 61 54 47 61
Avg Bars in Winners 61 52 69 61 52 69
Avg Bars in Losers 47 43 51 47 43 51
Bars Traded 5844 2589 3255 5844 2589 3255
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 326927 -444316 -169421 -242489 -761553 -243518
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5935,
    "evaluation_days": 1483.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633024800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759341058410,
    "expiration_time": 1763165880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 88,
            "offset": 0,
            "std": 2.24036
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "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": [
        [
            260250.9591911655,
            35310.5818508586,
            224940.3773403068,
            171696.3789954275,
            -144827.4652521081,
            316523.8442475356
        ],
        [
            260.250959,
            35.310582,
            224.940377,
            171.696379,
            -144.827465,
            316.523844
        ],
        [
            0.175401,
            0.023798,
            0.151603,
            0.067387,
            0,
            0.096206
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115358,
            -73244,
            -84119,
            -612758,
            -529529,
            -453542
        ],
        [
            1.463508,
            1.109728,
            1.938502,
            1.074613,
            0.889902,
            1.321109
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            52.336449,
            48.148148,
            56.603774,
            52.336449,
            48.148148,
            56.603774
        ],
        [
            1.332838,
            1.195092,
            1.486185,
            0.978665,
            0.958356,
            1.01285
        ],
        [
            98811,
            98811,
            44899,
            371454,
            371454,
            150072
        ],
        [
            -33691,
            -24371,
            -33691,
            -181497,
            -179711,
            -181497
        ],
        [
            54,
            47,
            61,
            54,
            47,
            61
        ],
        [
            61,
            52,
            69,
            61,
            52,
            69
        ],
        [
            47,
            43,
            51,
            47,
            43,
            51
        ],
        [
            5844,
            2589,
            3255,
            5844,
            2589,
            3255
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326927,
            -444316,
            -169421,
            -242489,
            -761553,
            -243518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5935,
    "evaluation_days": 1483.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633024800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759341058410,
    "expiration_time": 1763165880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 88,
            "offset": 0,
            "std": 2.24036
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "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)