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Trade: DYDX/USDT/720/MIDPRICE/SWMA/1296

Strategy
DYDX/USDT/720/MIDPRICE/SWMA/1296
Pair
DYDX_USDT
Interval
12h
Score
369878
Daily Profit
0.162249
Profit Factor
1.490496
Profitability
61.458333
Streak
72.201779
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-26 07:50
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 239641.166 40392.2353 199248.9307 137438.9871 -55532.4143 192971.4014
Total P&L (%) 239.6412 40.3922 199.2489 137.439 -55.5324 192.9714
Avg Daily Profit (%) 0.1622 0.0273 0.1349 0.0586 -0.0549 0.0728
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75290 -77062 -70053 -148207 -162679 -118183
Profit Factor 1.4905 1.1495 1.9121 1.1817 0.8742 1.6126
Total Trades 96 48 48 96 48 48
Winning Trades 59 27 32 59 27 32
Losing Trades 37 21 16 37 21 16
Profitability (%) 61.4583 56.25 66.6667 61.4583 56.25 66.6667
Ratio Avg Win / Avg Loss 0.9347 0.8941 0.9561 0.7411 0.6799 0.8063
Largest Winning Trade 41392 34288 41392 57727 35254 57727
Largest Losing Trade -58068 -49970 -58068 -102945 -102945 -92183
Avg Bars in Trades 28 24 32 28 24 32
Avg Bars in Winners 28 19 34 28 19 34
Avg Bars in Losers 29 29 28 29 29 28
Bars Traded 2732 1154 1578 2732 1154 1578
Profit Streak 72.2018 98.2018 72.2018 72.2018 98.2018 72.2018
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369878 -213665 -9278 -133655 -578203 -92653

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636372800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862233692,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "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": [
        [
            239641.1660381419,
            40392.2353296944,
            199248.9307084476,
            137438.9870714128,
            -55532.4143085159,
            192971.4013799286
        ],
        [
            239.641166,
            40.392235,
            199.248931,
            137.438987,
            -55.532414,
            192.971401
        ],
        [
            0.162249,
            0.027347,
            0.134901,
            0.058564,
            -0.054854,
            0.072803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75290,
            -77062,
            -70053,
            -148207,
            -162679,
            -118183
        ],
        [
            1.490496,
            1.149532,
            1.912126,
            1.181695,
            0.874193,
            1.612572
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            61.458333,
            56.25,
            66.666667,
            61.458333,
            56.25,
            66.666667
        ],
        [
            0.934718,
            0.89408,
            0.956063,
            0.741063,
            0.679928,
            0.806286
        ],
        [
            41392,
            34288,
            41392,
            57727,
            35254,
            57727
        ],
        [
            -58068,
            -49970,
            -58068,
            -102945,
            -102945,
            -92183
        ],
        [
            28,
            24,
            32,
            28,
            24,
            32
        ],
        [
            28,
            19,
            34,
            28,
            19,
            34
        ],
        [
            29,
            29,
            28,
            29,
            29,
            28
        ],
        [
            2732,
            1154,
            1578,
            2732,
            1154,
            1578
        ],
        [
            72.201779,
            98.201779,
            72.201779,
            72.201779,
            98.201779,
            72.201779
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369878,
            -213665,
            -9278,
            -133655,
            -578203,
            -92653
        ]
    ]
}
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": 1636372800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862233692,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "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)