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Trade: DYDX/USDT/480/FWMA/EMA/1196

Strategy
DYDX/USDT/480/FWMA/EMA/1196
Pair
DYDX_USDT
Interval
8h
Score
326306
Daily Profit
0.146198
Profit Factor
1.633575
Profitability
86.956522
Streak
37.135191
Best Strategy
Training Data Length
1486.000000
Evaluation Time
2025-10-03 22:14
Expiration Time
2025-11-17 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 217249.6175 67087.1265 150162.491 89124.6867 -27643.8047 116768.4914
Total P&L (%) 217.2496 67.0871 150.1625 89.1247 -27.6438 116.7685
Avg Daily Profit (%) 0.1462 0.0451 0.1011 0.0429 -0.0218 0.0521
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71284 -66307 -37252 -253361 -225800 -130700
Profit Factor 1.6336 1.2917 2.3301 1.1212 0.9402 1.4276
Total Trades 92 46 46 92 46 46
Winning Trades 80 39 41 80 39 41
Losing Trades 12 7 5 12 7 5
Profitability (%) 86.9565 84.7826 89.1304 86.9565 84.7826 89.1304
Ratio Avg Win / Avg Loss 0.245 0.2318 0.2842 0.1682 0.1688 0.1741
Largest Winning Trade 26717 26717 21218 30751 23632 30751
Largest Losing Trade -66307 -66307 -37078 -210770 -210770 -109776
Avg Bars in Trades 41 53 30 41 53 30
Avg Bars in Winners 16 16 17 16 16 17
Avg Bars in Losers 207 260 133 207 260 133
Bars Traded 3847 2460 1387 3847 2460 1387
Profit Streak 37.1352 85.1352 37.1352 37.1352 85.1352 37.1352
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326306 -128558 -50572 -217845 -574897 -118333
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4458,
    "evaluation_days": 1486,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636761600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759518880502,
    "expiration_time": 1763358912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 196,
            "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": [
        [
            217249.6175149396,
            67087.1265411371,
            150162.4909738027,
            89124.6867171725,
            -27643.8046691193,
            116768.4913862918
        ],
        [
            217.249618,
            67.087127,
            150.162491,
            89.124687,
            -27.643805,
            116.768491
        ],
        [
            0.146198,
            0.045146,
            0.101051,
            0.042892,
            -0.021772,
            0.052077
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71284,
            -66307,
            -37252,
            -253361,
            -225800,
            -130700
        ],
        [
            1.633575,
            1.291684,
            2.3301,
            1.121219,
            0.940187,
            1.427617
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            12,
            7,
            5,
            12,
            7,
            5
        ],
        [
            86.956522,
            84.782609,
            89.130435,
            86.956522,
            84.782609,
            89.130435
        ],
        [
            0.245036,
            0.231841,
            0.284159,
            0.168183,
            0.168751,
            0.1741
        ],
        [
            26717,
            26717,
            21218,
            30751,
            23632,
            30751
        ],
        [
            -66307,
            -66307,
            -37078,
            -210770,
            -210770,
            -109776
        ],
        [
            41,
            53,
            30,
            41,
            53,
            30
        ],
        [
            16,
            16,
            17,
            16,
            16,
            17
        ],
        [
            207,
            260,
            133,
            207,
            260,
            133
        ],
        [
            3847,
            2460,
            1387,
            3847,
            2460,
            1387
        ],
        [
            37.135191,
            85.135191,
            37.135191,
            37.135191,
            85.135191,
            37.135191
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326306,
            -128558,
            -50572,
            -217845,
            -574897,
            -118333
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4458,
    "evaluation_days": 1486,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636761600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759518880502,
    "expiration_time": 1763358912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 196,
            "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)