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Trade: DYDX/USDT/720/HWMA/SMA/7162

Strategy
DYDX/USDT/720/HWMA/SMA/7162
Pair
DYDX_USDT
Interval
12h
Score
645523
Daily Profit
0.152819
Profit Factor
4.055911
Profitability
87.500000
Streak
259.637830
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-26 06:18
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316634.4611 90921.2047 225713.2564 725757.8499 41280.0118 684477.8381
Total P&L (%) 316.6345 90.9212 225.7133 725.7579 41.28 684.4778
Avg Daily Profit (%) 0.2144 0.0616 0.1528 0.143 0.0234 0.1396
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58943 -60814 -35100 -410209 -510345 -172714
Profit Factor 2.2733 1.5201 4.0559 1.6187 1.051 2.879
Total Trades 80 40 40 80 40 40
Winning Trades 65 30 35 65 30 35
Losing Trades 15 10 5 15 10 5
Profitability (%) 81.25 75 87.5 81.25 75 87.5
Ratio Avg Win / Avg Loss 0.5246 0.5067 0.5794 0.3735 0.3503 0.4113
Largest Winning Trade 34793 34793 27631 183452 116384 183452
Largest Losing Trade -58943 -58943 -35100 -366312 -366312 -172714
Avg Bars in Trades 31 40 22 31 40 22
Avg Bars in Winners 16 18 14 16 18 14
Avg Bars in Losers 97 106 80 97 106 80
Bars Traded 2511 1608 903 2511 1608 903
Profit Streak 0 0 259.6378 0 0 259.6378
Trades During Streak 0 0 8 0 0 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10195 -107697 645523 -20877 -326496 100670

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640390400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856708476,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.43629,
            "nb": 0.1,
            "nc": 0.40275
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "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": [
        [
            316634.4610661973,
            90921.2046796474,
            225713.2563865499,
            725757.8498736258,
            41280.0118026582,
            684477.8380709675
        ],
        [
            316.634461,
            90.921205,
            225.713256,
            725.75785,
            41.280012,
            684.477838
        ],
        [
            0.214377,
            0.061558,
            0.152819,
            0.143036,
            0.0234,
            0.139559
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58943,
            -60814,
            -35100,
            -410209,
            -510345,
            -172714
        ],
        [
            2.273324,
            1.520125,
            4.055911,
            1.61868,
            1.051039,
            2.879012
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            15,
            10,
            5,
            15,
            10,
            5
        ],
        [
            81.25,
            75,
            87.5,
            81.25,
            75,
            87.5
        ],
        [
            0.524613,
            0.506708,
            0.579416,
            0.373542,
            0.350346,
            0.411287
        ],
        [
            34793,
            34793,
            27631,
            183452,
            116384,
            183452
        ],
        [
            -58943,
            -58943,
            -35100,
            -366312,
            -366312,
            -172714
        ],
        [
            31,
            40,
            22,
            31,
            40,
            22
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            97,
            106,
            80,
            97,
            106,
            80
        ],
        [
            2511,
            1608,
            903,
            2511,
            1608,
            903
        ],
        [
            0,
            0,
            259.63783,
            0,
            0,
            259.63783
        ],
        [
            0,
            0,
            8,
            0,
            0,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10195,
            -107697,
            645523,
            -20877,
            -326496,
            100670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640390400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856708476,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.43629,
            "nb": 0.1,
            "nc": 0.40275
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "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)