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Trade: DYDX/USDT/480/MIDPRICE/SINWMA/2742

Strategy
DYDX/USDT/480/MIDPRICE/SINWMA/2742
Pair
DYDX_USDT
Interval
8h
Score
311812
Daily Profit
0.170944
Profit Factor
1.344410
Profitability
50.000000
Streak
15.302368
Best Strategy
Training Data Length
1482.330000
Evaluation Time
2025-09-30 10:15
Expiration Time
2025-11-13 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253395.2365 78135.9892 175259.2473 64296.3059 184094.0654 -119797.7595
Total P&L (%) 253.3952 78.136 175.2592 64.2963 184.0941 -119.7978
Avg Daily Profit (%) 0.1709 0.0527 0.1182 0.0335 0.0705 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176698 -99528 -103195 -1216132 -698337 -653248
Profit Factor 1.3444 1.2004 1.5067 1.0207 1.1221 0.9252
Total Trades 132 66 66 132 66 66
Winning Trades 66 29 37 66 29 37
Losing Trades 66 37 29 66 37 29
Profitability (%) 50 43.9394 56.0606 50 43.9394 56.0606
Ratio Avg Win / Avg Loss 1.3444 1.5316 1.181 1.0207 1.4316 0.7252
Largest Winning Trade 86711 86711 52203 364340 364340 245446
Largest Losing Trade -44489 -44489 -30908 -277168 -212460 -277168
Avg Bars in Trades 32 24 41 32 24 41
Avg Bars in Winners 33 19 45 33 19 45
Avg Bars in Losers 31 27 35 31 27 35
Bars Traded 4298 1587 2711 4298 1587 2711
Profit Streak 15.3024 32.3024 0 15.3024 32.3024 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311812 -247933 -157211 -345371 -311067 -704172
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 1482.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633104000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759216524572,
    "expiration_time": 1763032608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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": [
        [
            253395.2364953451,
            78135.9891909763,
            175259.247304369,
            64296.3058906907,
            184094.0653912916,
            -119797.7595006012
        ],
        [
            253.395236,
            78.135989,
            175.259247,
            64.296306,
            184.094065,
            -119.79776
        ],
        [
            0.170944,
            0.052712,
            0.118232,
            0.0335,
            0.070464,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176698,
            -99528,
            -103195,
            -1216132,
            -698337,
            -653248
        ],
        [
            1.34441,
            1.200408,
            1.506745,
            1.020675,
            1.122101,
            0.925228
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            66,
            37,
            29,
            66,
            37,
            29
        ],
        [
            50,
            43.939394,
            56.060606,
            50,
            43.939394,
            56.060606
        ],
        [
            1.34441,
            1.531556,
            1.180962,
            1.020675,
            1.431646,
            0.725179
        ],
        [
            86711,
            86711,
            52203,
            364340,
            364340,
            245446
        ],
        [
            -44489,
            -44489,
            -30908,
            -277168,
            -212460,
            -277168
        ],
        [
            32,
            24,
            41,
            32,
            24,
            41
        ],
        [
            33,
            19,
            45,
            33,
            19,
            45
        ],
        [
            31,
            27,
            35,
            31,
            27,
            35
        ],
        [
            4298,
            1587,
            2711,
            4298,
            1587,
            2711
        ],
        [
            15.302368,
            32.302368,
            0,
            15.302368,
            32.302368,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311812,
            -247933,
            -157211,
            -345371,
            -311067,
            -704172
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 1482.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633104000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759216524572,
    "expiration_time": 1763032608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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)