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Trade: DYDX/USDT/360/MIDPOINT/SWMA/6399

Strategy
DYDX/USDT/360/MIDPOINT/SWMA/6399
Pair
DYDX_USDT
Interval
6h
Score
368370
Daily Profit
0.206231
Profit Factor
1.275417
Profitability
56.000000
Streak
0.000000
Best Strategy
Training Data Length
1488.250000
Evaluation Time
2025-10-06 05:59
Expiration Time
2025-11-19 17:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306923.4784 103198.5753 203724.9032 155949.7762 7053.7255 148896.0507
Total P&L (%) 306.9235 103.1986 203.7249 155.9498 7.0537 148.8961
Avg Daily Profit (%) 0.2062 0.0693 0.1369 0.0632 0.0046 0.0613
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193950 -109068 -163744 -434964 -264257 -425361
Profit Factor 1.2754 1.1964 1.3459 1.0709 1.0068 1.1276
Total Trades 300 150 150 300 150 150
Winning Trades 168 78 90 168 78 90
Losing Trades 132 72 60 132 72 60
Profitability (%) 56 52 60 56 52 60
Ratio Avg Win / Avg Loss 1.0021 1.1044 0.8973 0.8414 0.9294 0.7517
Largest Winning Trade 73417 73417 43444 139151 139151 115181
Largest Losing Trade -34931 -29527 -34931 -129855 -88020 -129855
Avg Bars in Trades 19 16 22 19 16 22
Avg Bars in Winners 15 12 17 15 12 17
Avg Bars in Losers 25 20 30 25 20 30
Bars Traded 5894 2463 3431 5894 2463 3431
Profit Streak 0 46.8748 0 0 46.8748 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368370 -103055 -9785 -250141 -565397 -191115
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5953,
    "evaluation_days": 1488.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632225600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759719585315,
    "expiration_time": 1763566344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 46,
            "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": [
        [
            306923.4784323369,
            103198.575252005,
            203724.9031803319,
            155949.7762422789,
            7053.7255264392,
            148896.0507158398
        ],
        [
            306.923478,
            103.198575,
            203.724903,
            155.949776,
            7.053726,
            148.896051
        ],
        [
            0.206231,
            0.069342,
            0.136889,
            0.063169,
            0.00458,
            0.06129
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193950,
            -109068,
            -163744,
            -434964,
            -264257,
            -425361
        ],
        [
            1.275417,
            1.196424,
            1.345877,
            1.070917,
            1.006834,
            1.1276
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            168,
            78,
            90,
            168,
            78,
            90
        ],
        [
            132,
            72,
            60,
            132,
            72,
            60
        ],
        [
            56,
            52,
            60,
            56,
            52,
            60
        ],
        [
            1.002113,
            1.104391,
            0.897251,
            0.841435,
            0.929385,
            0.751733
        ],
        [
            73417,
            73417,
            43444,
            139151,
            139151,
            115181
        ],
        [
            -34931,
            -29527,
            -34931,
            -129855,
            -88020,
            -129855
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            15,
            12,
            17,
            15,
            12,
            17
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            5894,
            2463,
            3431,
            5894,
            2463,
            3431
        ],
        [
            0,
            46.87483,
            0,
            0,
            46.87483,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368370,
            -103055,
            -9785,
            -250141,
            -565397,
            -191115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5953,
    "evaluation_days": 1488.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632225600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759719585315,
    "expiration_time": 1763566344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 46,
            "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)