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Trade: DYDX/USDT/480/HWMA/HLC3/3422

Strategy
DYDX/USDT/480/HWMA/HLC3/3422
Pair
DYDX_USDT
Interval
8h
Score
440564
Daily Profit
0.163771
Profit Factor
1.615149
Profitability
71.538462
Streak
12.416180
Best Strategy
Training Data Length
1478.670000
Evaluation Time
2025-09-26 20:59
Expiration Time
2025-11-09 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 242163.8404 29396.4913 212767.3491 171232.1624 14805.8255 156426.3369
Total P&L (%) 242.1638 29.3965 212.7673 171.2322 14.8058 156.4263
Avg Daily Profit (%) 0.1638 0.0199 0.1439 0.0675 0.0093 0.0637
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127075 -138662 -32256 -122239 -118922 -38095
Profit Factor 1.6151 1.0994 3.1723 1.4698 1.0562 2.5471
Total Trades 130 65 65 130 65 65
Winning Trades 93 41 52 93 41 52
Losing Trades 37 24 13 37 24 13
Profitability (%) 71.5385 63.0769 80 71.5385 63.0769 80
Ratio Avg Win / Avg Loss 0.6426 0.6436 0.7931 0.5848 0.6183 0.6368
Largest Winning Trade 29645 26044 29645 33334 26653 33334
Largest Losing Trade -66161 -66161 -32256 -51703 -51703 -31830
Avg Bars in Trades 32 41 23 32 41 23
Avg Bars in Winners 17 21 14 17 21 14
Avg Bars in Losers 70 74 61 70 74 61
Bars Traded 4246 2694 1552 4246 2694 1552
Profit Streak 12.4162 12.4162 25.0828 12.4162 12.4162 25.0828
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440564 -411679 -123636 -98700 -486335 -231759

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4436,
    "evaluation_days": 1478.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635724800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758909557928,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40765,
            "nb": 0.1,
            "nc": 0.24086
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}
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": [
        [
            242163.8404106588,
            29396.4913075287,
            212767.3491031302,
            171232.1623718638,
            14805.8254678228,
            156426.3369040411
        ],
        [
            242.16384,
            29.396491,
            212.767349,
            171.232162,
            14.805825,
            156.426337
        ],
        [
            0.163771,
            0.01988,
            0.143891,
            0.067503,
            0.009338,
            0.063704
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127075,
            -138662,
            -32256,
            -122239,
            -118922,
            -38095
        ],
        [
            1.615149,
            1.099406,
            3.172282,
            1.469831,
            1.056223,
            2.547057
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            93,
            41,
            52,
            93,
            41,
            52
        ],
        [
            37,
            24,
            13,
            37,
            24,
            13
        ],
        [
            71.538462,
            63.076923,
            80,
            71.538462,
            63.076923,
            80
        ],
        [
            0.642586,
            0.643555,
            0.79307,
            0.584771,
            0.618277,
            0.636764
        ],
        [
            29645,
            26044,
            29645,
            33334,
            26653,
            33334
        ],
        [
            -66161,
            -66161,
            -32256,
            -51703,
            -51703,
            -31830
        ],
        [
            32,
            41,
            23,
            32,
            41,
            23
        ],
        [
            17,
            21,
            14,
            17,
            21,
            14
        ],
        [
            70,
            74,
            61,
            70,
            74,
            61
        ],
        [
            4246,
            2694,
            1552,
            4246,
            2694,
            1552
        ],
        [
            12.41618,
            12.41618,
            25.082846,
            12.41618,
            12.41618,
            25.082846
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440564,
            -411679,
            -123636,
            -98700,
            -486335,
            -231759
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4436,
    "evaluation_days": 1478.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635724800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758909557928,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40765,
            "nb": 0.1,
            "nc": 0.24086
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}

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)