← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/480/MIDPOINT/SWMA/4324

Strategy
DYDX/USDT/480/MIDPOINT/SWMA/4324
Pair
DYDX_USDT
Interval
8h
Score
404170
Daily Profit
0.159827
Profit Factor
1.413575
Profitability
72.340426
Streak
51.102603
Best Strategy
Training Data Length
1479.330000
Evaluation Time
2025-09-27 05:27
Expiration Time
2025-11-10 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236436.608 58620.7893 177815.8187 -258660.965 -145254.8135 -113406.1516
Total P&L (%) 236.4366 58.6208 177.8158 -258.661 -145.2548 -113.4062
Avg Daily Profit (%) 0.1598 0.0396 0.1202 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211599 -91816 -171480 -585707 -153084 -477341
Profit Factor 1.4136 1.2697 1.5019 0.7506 0.59 0.8339
Total Trades 94 47 47 94 47 47
Winning Trades 68 32 36 41 20 21
Losing Trades 26 15 11 53 27 26
Profitability (%) 72.3404 68.0851 76.5957 43.617 42.5532 44.6809
Ratio Avg Win / Avg Loss 0.5405 0.5952 0.4589 0.9703 0.7965 1.0324
Largest Winning Trade 37581 37581 36015 84919 60811 84919
Largest Losing Trade -126193 -35122 -126193 -290261 -92642 -290261
Avg Bars in Trades 44 30 58 44 30 58
Avg Bars in Winners 32 22 41 59 35 82
Avg Bars in Losers 76 48 114 33 27 39
Bars Traded 4198 1440 2758 4198 1440 2758
Profit Streak 51.1026 81.4359 51.1026 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404170 -139109 -28796 -583009 -583592 -581098
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4438,
    "evaluation_days": 1479.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634889600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940064912,
    "expiration_time": 1762765632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 131,
            "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": [
        [
            236436.6079804841,
            58620.7893278556,
            177815.8186526285,
            -258660.9650278487,
            -145254.8134559377,
            -113406.151571911
        ],
        [
            236.436608,
            58.620789,
            177.815819,
            -258.660965,
            -145.254813,
            -113.406152
        ],
        [
            0.159827,
            0.039627,
            0.1202,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211599,
            -91816,
            -171480,
            -585707,
            -153084,
            -477341
        ],
        [
            1.413575,
            1.26968,
            1.501853,
            0.750575,
            0.589993,
            0.833899
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            68,
            32,
            36,
            41,
            20,
            21
        ],
        [
            26,
            15,
            11,
            53,
            27,
            26
        ],
        [
            72.340426,
            68.085106,
            76.595745,
            43.617021,
            42.553191,
            44.680851
        ],
        [
            0.540484,
            0.595163,
            0.458899,
            0.970256,
            0.79649,
            1.032447
        ],
        [
            37581,
            37581,
            36015,
            84919,
            60811,
            84919
        ],
        [
            -126193,
            -35122,
            -126193,
            -290261,
            -92642,
            -290261
        ],
        [
            44,
            30,
            58,
            44,
            30,
            58
        ],
        [
            32,
            22,
            41,
            59,
            35,
            82
        ],
        [
            76,
            48,
            114,
            33,
            27,
            39
        ],
        [
            4198,
            1440,
            2758,
            4198,
            1440,
            2758
        ],
        [
            51.102603,
            81.435936,
            51.102603,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404170,
            -139109,
            -28796,
            -583009,
            -583592,
            -581098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4438,
    "evaluation_days": 1479.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634889600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940064912,
    "expiration_time": 1762765632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 131,
            "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)