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Trade: DYDX/USDT/360/HILO/HMA/4031

Strategy
DYDX/USDT/360/HILO/HMA/4031
Pair
DYDX_USDT
Interval
6h
Score
468768
Daily Profit
0.273832
Profit Factor
1.562507
Profitability
59.509202
Streak
33.513453
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 21:19
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404380.8105 172187.6156 232193.1949 -208939.1048 -115212.1744 -93726.9304
Total P&L (%) 404.3808 172.1876 232.1932 -208.9391 -115.2122 -93.7269
Avg Daily Profit (%) 0.2738 0.1166 0.1572 0 0 -0.1873
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125823 -80441 -110623 -429584 -164815 -302441
Profit Factor 1.5625 1.4977 1.6226 0.7695 0.7097 0.8161
Total Trades 163 82 81 163 82 81
Winning Trades 97 46 51 68 38 30
Losing Trades 66 36 30 95 44 51
Profitability (%) 59.5092 56.0976 62.963 41.7178 46.3415 37.037
Ratio Avg Win / Avg Loss 1.0631 1.1721 0.9545 1.075 0.8218 1.3873
Largest Winning Trade 86234 86234 42789 66007 66007 53371
Largest Losing Trade -104873 -35177 -104873 -150022 -57346 -150022
Avg Bars in Trades 34 32 36 34 32 36
Avg Bars in Winners 29 25 33 30 28 33
Avg Bars in Losers 40 40 40 36 35 37
Bars Traded 5572 2644 2927 5572 2644 2927
Profit Streak 33.5135 33.5135 36.2635 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468768 -39175 -1906 -581478 -586658 -596110
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636524000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758997162333,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "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": [
        [
            404380.8105096945,
            172187.6156196027,
            232193.1948900919,
            -208939.104821293,
            -115212.1744044108,
            -93726.9304168822
        ],
        [
            404.380811,
            172.187616,
            232.193195,
            -208.939105,
            -115.212174,
            -93.72693
        ],
        [
            0.273832,
            0.116599,
            0.157233,
            0,
            0,
            -0.187324
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125823,
            -80441,
            -110623,
            -429584,
            -164815,
            -302441
        ],
        [
            1.562507,
            1.497719,
            1.622608,
            0.7695,
            0.709738,
            0.816053
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            97,
            46,
            51,
            68,
            38,
            30
        ],
        [
            66,
            36,
            30,
            95,
            44,
            51
        ],
        [
            59.509202,
            56.097561,
            62.962963,
            41.717791,
            46.341463,
            37.037037
        ],
        [
            1.063149,
            1.172128,
            0.954475,
            1.075036,
            0.821802,
            1.387291
        ],
        [
            86234,
            86234,
            42789,
            66007,
            66007,
            53371
        ],
        [
            -104873,
            -35177,
            -104873,
            -150022,
            -57346,
            -150022
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            29,
            25,
            33,
            30,
            28,
            33
        ],
        [
            40,
            40,
            40,
            36,
            35,
            37
        ],
        [
            5572,
            2644,
            2927,
            5572,
            2644,
            2927
        ],
        [
            33.513453,
            33.513453,
            36.263453,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468768,
            -39175,
            -1906,
            -581478,
            -586658,
            -596110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636524000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758997162333,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "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)