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Trade: DYDX/USDT/720/HWMA/BBU/7888

Strategy
DYDX/USDT/720/HWMA/BBU/7888
Pair
DYDX_USDT
Interval
12h
Score
321787
Daily Profit
0.183330
Profit Factor
1.234608
Profitability
51.626016
Streak
0.000000
Best Strategy
Training Data Length
1491.500000
Evaluation Time
2025-10-09 05:22
Expiration Time
2025-11-22 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273436.6117 79449.1282 193987.4835 38143.3792 59264.1936 -21120.8144
Total P&L (%) 273.4366 79.4491 193.9875 38.1434 59.2642 -21.1208
Avg Daily Profit (%) 0.1833 0.0533 0.1301 0.0217 0.0312 -0.0159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142878 -128873 -73146 -684467 -357891 -460389
Profit Factor 1.2346 1.1221 1.3768 1.0119 1.0353 0.9861
Total Trades 246 123 123 246 123 123
Winning Trades 127 60 67 127 60 67
Losing Trades 119 63 56 119 63 56
Profitability (%) 51.626 48.7805 54.4715 51.626 48.7805 54.4715
Ratio Avg Win / Avg Loss 1.1568 1.1782 1.1507 0.9482 1.087 0.8242
Largest Winning Trade 77464 77464 31454 176265 176265 141529
Largest Losing Trade -33849 -33583 -33849 -148152 -148152 -136488
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 2902 1451 1451 2902 1451 1451
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 321787 -208408 -18207 -373604 -334073 -580148
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634040000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976547618,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26885,
            "nb": 0.1,
            "nc": 0.94208
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 1.12477
        }
    }
}
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": [
        [
            273436.6117132896,
            79449.1282361447,
            193987.483477145,
            38143.3791973772,
            59264.1935857415,
            -21120.8143883642
        ],
        [
            273.436612,
            79.449128,
            193.987483,
            38.143379,
            59.264194,
            -21.120814
        ],
        [
            0.18333,
            0.053268,
            0.130062,
            0.021667,
            0.031208,
            -0.015906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142878,
            -128873,
            -73146,
            -684467,
            -357891,
            -460389
        ],
        [
            1.234608,
            1.122114,
            1.376753,
            1.011925,
            1.035263,
            0.986085
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            127,
            60,
            67,
            127,
            60,
            67
        ],
        [
            119,
            63,
            56,
            119,
            63,
            56
        ],
        [
            51.626016,
            48.780488,
            54.471545,
            51.626016,
            48.780488,
            54.471545
        ],
        [
            1.156837,
            1.17822,
            1.150719,
            0.948182,
            1.087027,
            0.824191
        ],
        [
            77464,
            77464,
            31454,
            176265,
            176265,
            141529
        ],
        [
            -33849,
            -33583,
            -33849,
            -148152,
            -148152,
            -136488
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            2902,
            1451,
            1451,
            2902,
            1451,
            1451
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321787,
            -208408,
            -18207,
            -373604,
            -334073,
            -580148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634040000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976547618,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26885,
            "nb": 0.1,
            "nc": 0.94208
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 1.12477
        }
    }
}

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)