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Trade: DYDX/USDT/360/ZLMA/HMA/1335

Strategy
DYDX/USDT/360/ZLMA/HMA/1335
Pair
DYDX_USDT
Interval
6h
Score
486708
Daily Profit
0.157522
Profit Factor
2.481088
Profitability
65.306122
Streak
18.199260
Best Strategy
Training Data Length
1492.500000
Evaluation Time
2025-10-10 13:46
Expiration Time
2025-11-24 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407146.2787 172044.566 235101.7127 882593.0239 123605.7426 758987.2813
Total P&L (%) 407.1463 172.0446 235.1017 882.593 123.6057 758.9873
Avg Daily Profit (%) 0.2728 0.1153 0.1575 0.1532 0.0539 0.1442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95617 -64798 -62041 -457204 -465261 -270733
Profit Factor 1.9316 1.6182 2.4811 1.4827 1.107 2.1265
Total Trades 98 49 49 98 49 49
Winning Trades 59 27 32 59 27 32
Losing Trades 39 22 17 39 22 17
Profitability (%) 60.2041 55.102 65.3061 60.2041 55.102 65.3061
Ratio Avg Win / Avg Loss 1.2768 1.3185 1.3181 0.9801 0.902 1.1297
Largest Winning Trade 116649 116649 61330 260345 260345 258203
Largest Losing Trade -34957 -34957 -27797 -212384 -212384 -137235
Avg Bars in Trades 56 63 49 56 63 49
Avg Bars in Winners 56 58 53 56 58 53
Avg Bars in Losers 56 68 40 56 68 40
Bars Traded 5518 3105 2413 5518 3105 2413
Profit Streak 12.1993 0 18.1993 12.1993 0 18.1993
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468157 -36399 486708 337514 -224598 196215
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5970,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635422400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760093216034,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 187,
            "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": [
        [
            407146.2786508912,
            172044.5659519823,
            235101.712698909,
            882593.0238628463,
            123605.7425988841,
            758987.281263962
        ],
        [
            407.146279,
            172.044566,
            235.101713,
            882.593024,
            123.605743,
            758.987281
        ],
        [
            0.272795,
            0.115273,
            0.157522,
            0.153218,
            0.053932,
            0.144197
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95617,
            -64798,
            -62041,
            -457204,
            -465261,
            -270733
        ],
        [
            1.931563,
            1.61815,
            2.481088,
            1.482657,
            1.107032,
            2.126492
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            60.204082,
            55.102041,
            65.306122,
            60.204082,
            55.102041,
            65.306122
        ],
        [
            1.276796,
            1.318493,
            1.318078,
            0.980061,
            0.902026,
            1.129699
        ],
        [
            116649,
            116649,
            61330,
            260345,
            260345,
            258203
        ],
        [
            -34957,
            -34957,
            -27797,
            -212384,
            -212384,
            -137235
        ],
        [
            56,
            63,
            49,
            56,
            63,
            49
        ],
        [
            56,
            58,
            53,
            56,
            58,
            53
        ],
        [
            56,
            68,
            40,
            56,
            68,
            40
        ],
        [
            5518,
            3105,
            2413,
            5518,
            3105,
            2413
        ],
        [
            12.19926,
            0,
            18.19926,
            12.19926,
            0,
            18.19926
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468157,
            -36399,
            486708,
            337514,
            -224598,
            196215
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5970,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635422400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760093216034,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 187,
            "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)