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Trade: DYDX/USDT/720/DCM/HWMA/7114

Strategy
DYDX/USDT/720/DCM/HWMA/7114
Pair
DYDX_USDT
Interval
12h
Score
316246
Daily Profit
0.193052
Profit Factor
1.533734
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1490.500000
Evaluation Time
2025-10-08 04:49
Expiration Time
2025-11-21 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287743.3197 57469.2483 230274.0714 291390.6891 91771.3616 199619.3275
Total P&L (%) 287.7433 57.4692 230.2741 291.3907 91.7714 199.6193
Avg Daily Profit (%) 0.1931 0.0386 0.1545 0.0916 0.0437 0.0737
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127195 -72540 -91853 -536240 -264241 -387763
Profit Factor 1.5337 1.2048 1.891 1.1669 1.1083 1.2222
Total Trades 100 50 50 100 50 50
Winning Trades 45 18 27 45 18 27
Losing Trades 55 32 23 55 32 23
Profitability (%) 45 36 54 45 36 54
Ratio Avg Win / Avg Loss 1.8746 2.1418 1.6109 1.4262 1.9703 1.0411
Largest Winning Trade 59521 58414 59521 236708 236708 144084
Largest Losing Trade -27757 -21624 -27757 -113265 -89683 -113265
Avg Bars in Trades 28 25 32 28 25 32
Avg Bars in Winners 39 36 41 39 36 41
Avg Bars in Losers 20 18 21 20 18 21
Bars Traded 2878 1264 1614 2878 1264 1614
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316246 -326841 -168714 -109001 -420054 -274534
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2981,
    "evaluation_days": 1490.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632916800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888177938,
    "expiration_time": 1763744976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08491,
            "nb": 0.21059,
            "nc": 0.03751
        }
    }
}
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": [
        [
            287743.3197011437,
            57469.2483173452,
            230274.0713837985,
            291390.6891044024,
            91771.361639106,
            199619.3274652964
        ],
        [
            287.74332,
            57.469248,
            230.274071,
            291.390689,
            91.771362,
            199.619327
        ],
        [
            0.193052,
            0.038557,
            0.154495,
            0.091591,
            0.043695,
            0.07365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127195,
            -72540,
            -91853,
            -536240,
            -264241,
            -387763
        ],
        [
            1.533734,
            1.204755,
            1.891014,
            1.166919,
            1.1083,
            1.222215
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            45,
            36,
            54,
            45,
            36,
            54
        ],
        [
            1.874564,
            2.141787,
            1.610864,
            1.426235,
            1.970311,
            1.041146
        ],
        [
            59521,
            58414,
            59521,
            236708,
            236708,
            144084
        ],
        [
            -27757,
            -21624,
            -27757,
            -113265,
            -89683,
            -113265
        ],
        [
            28,
            25,
            32,
            28,
            25,
            32
        ],
        [
            39,
            36,
            41,
            39,
            36,
            41
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            2878,
            1264,
            1614,
            2878,
            1264,
            1614
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316246,
            -326841,
            -168714,
            -109001,
            -420054,
            -274534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2981,
    "evaluation_days": 1490.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632916800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888177938,
    "expiration_time": 1763744976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08491,
            "nb": 0.21059,
            "nc": 0.03751
        }
    }
}

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)