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Trade: DYDX/USDT/480/HWMA/BBM/7243

Strategy
DYDX/USDT/480/HWMA/BBM/7243
Pair
DYDX_USDT
Interval
8h
Score
300834
Daily Profit
0.175740
Profit Factor
1.222130
Profitability
59.310345
Streak
0.000000
Best Strategy
Training Data Length
1484.670000
Evaluation Time
2025-10-02 18:57
Expiration Time
2025-11-15 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260915.7281 86757.7825 174157.9456 -49624.8496 -30482.4022 -19142.4475
Total P&L (%) 260.9157 86.7578 174.1579 -49.6249 -30.4824 -19.1424
Avg Daily Profit (%) 0.1757 0.0584 0.1173 -0.0462 -0.0245 -0.0143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168030 -109321 -158296 -223676 -141177 -195714
Profit Factor 1.2221 1.1567 1.2805 0.9483 0.928 0.9643
Total Trades 290 145 145 290 145 145
Winning Trades 172 79 93 172 79 93
Losing Trades 118 66 52 118 66 52
Profitability (%) 59.3103 54.4828 64.1379 59.3103 54.4828 64.1379
Ratio Avg Win / Avg Loss 0.8384 0.9663 0.716 0.6506 0.7753 0.5392
Largest Winning Trade 38705 38705 32747 64711 64711 40046
Largest Losing Trade -84504 -28980 -84504 -107796 -48552 -107796
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 11 12 11 11 12 11
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 4420 2212 2208 4420 2212 2208
Profit Streak 0 0 17.998 0 0 17.998
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300834 -164067 -35597 -577776 -580089 -578272
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 1484.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631491200000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420630746,
    "expiration_time": 1763240256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14378,
            "nb": 0.37628,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 2.62406
        }
    }
}
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": [
        [
            260915.7280749906,
            86757.7824698116,
            174157.9456051786,
            -49624.8496476027,
            -30482.4021502668,
            -19142.4474973358
        ],
        [
            260.915728,
            86.757782,
            174.157946,
            -49.62485,
            -30.482402,
            -19.142447
        ],
        [
            0.17574,
            0.058436,
            0.117304,
            -0.046173,
            -0.024487,
            -0.014311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168030,
            -109321,
            -158296,
            -223676,
            -141177,
            -195714
        ],
        [
            1.22213,
            1.156663,
            1.280528,
            0.948283,
            0.927976,
            0.964307
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            172,
            79,
            93,
            172,
            79,
            93
        ],
        [
            118,
            66,
            52,
            118,
            66,
            52
        ],
        [
            59.310345,
            54.482759,
            64.137931,
            59.310345,
            54.482759,
            64.137931
        ],
        [
            0.838438,
            0.966326,
            0.715994,
            0.650566,
            0.775271,
            0.539183
        ],
        [
            38705,
            38705,
            32747,
            64711,
            64711,
            40046
        ],
        [
            -84504,
            -28980,
            -84504,
            -107796,
            -48552,
            -107796
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            4420,
            2212,
            2208,
            4420,
            2212,
            2208
        ],
        [
            0,
            0,
            17.998041,
            0,
            0,
            17.998041
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300834,
            -164067,
            -35597,
            -577776,
            -580089,
            -578272
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 1484.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631491200000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420630746,
    "expiration_time": 1763240256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14378,
            "nb": 0.37628,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 2.62406
        }
    }
}

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)