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Trade: DYDX/USDT/480/HWMA/RMA/5131

Strategy
DYDX/USDT/480/HWMA/RMA/5131
Pair
DYDX_USDT
Interval
8h
Score
470884
Daily Profit
0.277455
Profit Factor
1.475839
Profitability
57.738095
Streak
17.336405
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-05 03:04
Expiration Time
2025-11-18 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412576.2141 191612.4601 220963.754 258128.7516 1053154.7182 -795025.9666
Total P&L (%) 412.5762 191.6125 220.9638 258.1288 1053.1547 -795.026
Avg Daily Profit (%) 0.2775 0.1289 0.1486 0.0858 0.1646 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164225 -112912 -85068 -2757714 -1389978 -2477863
Profit Factor 1.4758 1.4101 1.5526 1.0241 1.2246 0.8679
Total Trades 168 84 84 168 84 84
Winning Trades 97 46 51 97 46 51
Losing Trades 71 38 33 71 38 33
Profitability (%) 57.7381 54.7619 60.7143 57.7381 54.7619 60.7143
Ratio Avg Win / Avg Loss 1.0803 1.1649 1.0046 0.7496 1.0116 0.5616
Largest Winning Trade 80090 80090 52639 983391 983391 524961
Largest Losing Trade -74639 -36328 -74639 -2055490 -825904 -2055490
Avg Bars in Trades 26 27 25 26 27 25
Avg Bars in Winners 20 21 20 20 21 20
Avg Bars in Losers 34 34 33 34 34 33
Bars Traded 4450 2296 2154 4450 2296 2154
Profit Streak 17.3364 36.6697 17.3364 17.3364 36.6697 17.3364
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470884 -18236 328842 -270406 336952 -578594
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4461,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631232000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759622665423,
    "expiration_time": 1763447904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 4,
            "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": [
        [
            412576.2140878956,
            191612.4601274649,
            220963.7539604305,
            258128.7515898796,
            1053154.7181936319,
            -795025.9666037547
        ],
        [
            412.576214,
            191.61246,
            220.963754,
            258.128752,
            1053.154718,
            -795.025967
        ],
        [
            0.277455,
            0.128858,
            0.148597,
            0.085828,
            0.164566,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164225,
            -112912,
            -85068,
            -2757714,
            -1389978,
            -2477863
        ],
        [
            1.475839,
            1.410124,
            1.552626,
            1.024107,
            1.224599,
            0.867908
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            57.738095,
            54.761905,
            60.714286,
            57.738095,
            54.761905,
            60.714286
        ],
        [
            1.080253,
            1.164885,
            1.00464,
            0.749604,
            1.011626,
            0.561587
        ],
        [
            80090,
            80090,
            52639,
            983391,
            983391,
            524961
        ],
        [
            -74639,
            -36328,
            -74639,
            -2055490,
            -825904,
            -2055490
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            34,
            34,
            33,
            34,
            34,
            33
        ],
        [
            4450,
            2296,
            2154,
            4450,
            2296,
            2154
        ],
        [
            17.336405,
            36.669739,
            17.336405,
            17.336405,
            36.669739,
            17.336405
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470884,
            -18236,
            328842,
            -270406,
            336952,
            -578594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4461,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631232000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759622665423,
    "expiration_time": 1763447904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 4,
            "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)