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Trade: DYDX/USDT/360/HMA/SSF/4779

Strategy
DYDX/USDT/360/HMA/SSF/4779
Pair
DYDX_USDT
Interval
6h
Score
561477
Daily Profit
0.157629
Profit Factor
3.060408
Profitability
61.538462
Streak
46.426708
Best Strategy
Training Data Length
1482.750000
Evaluation Time
2025-09-30 19:14
Expiration Time
2025-11-14 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440824.618 151791.3291 289033.2889 2246401.4852 933366.776 1313034.7091
Total P&L (%) 440.8246 151.7913 289.0333 2246.4015 933.3668 1313.0347
Avg Daily Profit (%) 0.2973 0.1024 0.1949 0.213 0.1576 0.1788
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65356 -30090 -49409 -301348 -154662 -267910
Profit Factor 2.3776 2.0815 2.6089 2.8804 3.0604 2.7705
Total Trades 79 39 40 79 39 40
Winning Trades 50 24 26 50 24 26
Losing Trades 29 15 14 29 15 14
Profitability (%) 63.2911 61.5385 65 63.2911 61.5385 65
Ratio Avg Win / Avg Loss 1.379 1.3009 1.4048 1.6706 1.9128 1.4918
Largest Winning Trade 72435 42198 72435 422398 263103 422398
Largest Losing Trade -42848 -23661 -42848 -267910 -154662 -267910
Avg Bars in Trades 72 61 82 72 61 82
Avg Bars in Winners 77 62 91 77 62 91
Avg Bars in Losers 62 60 64 62 60 64
Bars Traded 5715 2417 3298 5715 2417 3298
Profit Streak 46.4267 46.4267 72.9267 46.4267 46.4267 72.9267
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15987 -51390 517712 -14209 561477 538966
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635552000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248867609,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 78,
            "offset": 120
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            440824.6179939824,
            151791.3291343475,
            289033.2888596348,
            2246401.485153036,
            933366.7760462355,
            1313034.7091068001
        ],
        [
            440.824618,
            151.791329,
            289.033289,
            2246.401485,
            933.366776,
            1313.034709
        ],
        [
            0.297302,
            0.102371,
            0.194931,
            0.213038,
            0.157629,
            0.178769
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65356,
            -30090,
            -49409,
            -301348,
            -154662,
            -267910
        ],
        [
            2.377569,
            2.081504,
            2.608871,
            2.880415,
            3.060408,
            2.770473
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            63.291139,
            61.538462,
            65,
            63.291139,
            61.538462,
            65
        ],
        [
            1.37899,
            1.30094,
            1.404777,
            1.670641,
            1.912755,
            1.491793
        ],
        [
            72435,
            42198,
            72435,
            422398,
            263103,
            422398
        ],
        [
            -42848,
            -23661,
            -42848,
            -267910,
            -154662,
            -267910
        ],
        [
            72,
            61,
            82,
            72,
            61,
            82
        ],
        [
            77,
            62,
            91,
            77,
            62,
            91
        ],
        [
            62,
            60,
            64,
            62,
            60,
            64
        ],
        [
            5715,
            2417,
            3298,
            5715,
            2417,
            3298
        ],
        [
            46.426708,
            46.426708,
            72.926708,
            46.426708,
            46.426708,
            72.926708
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15987,
            -51390,
            517712,
            -14209,
            561477,
            538966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635552000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248867609,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 78,
            "offset": 120
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    }
}

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)