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Trade: DYDX/USDT/480/HWMA/TEMA/6684

Strategy
DYDX/USDT/480/HWMA/TEMA/6684
Pair
DYDX_USDT
Interval
8h
Score
337630
Daily Profit
0.194918
Profit Factor
1.397370
Profitability
60.294118
Streak
10.968294
Best Strategy
Training Data Length
1480.330000
Evaluation Time
2025-09-28 10:14
Expiration Time
2025-11-11 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288543.5038 69933.4703 218610.0335 50908.9589 63839.1827 -12930.2238
Total P&L (%) 288.5435 69.9335 218.61 50.909 63.8392 -12.9302
Avg Daily Profit (%) 0.1949 0.0472 0.1477 0.0278 0.0334 -0.0094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111859 -87333 -105534 -552763 -282472 -452599
Profit Factor 1.3974 1.201 1.5779 1.0298 1.0846 0.9864
Total Trades 136 68 68 136 68 68
Winning Trades 82 36 46 82 36 46
Losing Trades 54 32 22 54 32 22
Profitability (%) 60.2941 52.9412 67.6471 60.2941 52.9412 67.6471
Ratio Avg Win / Avg Loss 0.9202 1.0676 0.7547 0.6782 0.9641 0.4718
Largest Winning Trade 45268 45268 45008 168255 168255 75790
Largest Losing Trade -79976 -35750 -79976 -313660 -225537 -313660
Avg Bars in Trades 31 29 34 31 29 34
Avg Bars in Winners 22 17 27 22 17 27
Avg Bars in Losers 44 42 47 44 42 47
Bars Traded 4303 1991 2312 4303 1991 2312
Profit Streak 10.9683 19.635 10.9683 10.9683 19.635 10.9683
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337630 -238306 -102038 -343619 -385818 -687028
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4441,
    "evaluation_days": 1480.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759043660638,
    "expiration_time": 1762854624000,
    "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": "tema",
        "factors": {
            "length": 100,
            "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": [
        [
            288543.5037569081,
            69933.4702655094,
            218610.0334913988,
            50908.9588886651,
            63839.1826666264,
            -12930.2237779612
        ],
        [
            288.543504,
            69.93347,
            218.610033,
            50.908959,
            63.839183,
            -12.930224
        ],
        [
            0.194918,
            0.047242,
            0.147677,
            0.027802,
            0.033357,
            -0.009353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111859,
            -87333,
            -105534,
            -552763,
            -282472,
            -452599
        ],
        [
            1.39737,
            1.201032,
            1.577936,
            1.029814,
            1.084619,
            0.986434
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            82,
            36,
            46,
            82,
            36,
            46
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            60.294118,
            52.941176,
            67.647059,
            60.294118,
            52.941176,
            67.647059
        ],
        [
            0.920219,
            1.067584,
            0.754665,
            0.67817,
            0.964106,
            0.471773
        ],
        [
            45268,
            45268,
            45008,
            168255,
            168255,
            75790
        ],
        [
            -79976,
            -35750,
            -79976,
            -313660,
            -225537,
            -313660
        ],
        [
            31,
            29,
            34,
            31,
            29,
            34
        ],
        [
            22,
            17,
            27,
            22,
            17,
            27
        ],
        [
            44,
            42,
            47,
            44,
            42,
            47
        ],
        [
            4303,
            1991,
            2312,
            4303,
            1991,
            2312
        ],
        [
            10.968294,
            19.634961,
            10.968294,
            10.968294,
            19.634961,
            10.968294
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337630,
            -238306,
            -102038,
            -343619,
            -385818,
            -687028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4441,
    "evaluation_days": 1480.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759043660638,
    "expiration_time": 1762854624000,
    "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": "tema",
        "factors": {
            "length": 100,
            "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)