← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/720/WMA/LINREG/3293

Strategy
DYDX/USDT/720/WMA/LINREG/3293
Pair
DYDX_USDT
Interval
12h
Score
305908
Daily Profit
0.153846
Profit Factor
1.352115
Profitability
52.000000
Streak
0.000000
Best Strategy
Training Data Length
1493.500000
Evaluation Time
2025-10-11 13:46
Expiration Time
2025-11-24 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229768.2632 23928.7447 205839.5185 81538.1348 -190600.3059 272138.4408
Total P&L (%) 229.7683 23.9287 205.8395 81.5381 -190.6003 272.1384
Avg Daily Profit (%) 0.1538 0.016 0.1378 0.0399 0 0.088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130221 -89589 -64540 -693505 -574499 -406593
Profit Factor 1.3521 1.0674 1.6923 1.0339 0.8556 1.251
Total Trades 125 63 62 125 63 62
Winning Trades 65 27 38 65 27 38
Losing Trades 60 36 24 60 36 24
Profitability (%) 52 42.8571 61.2903 52 42.8571 61.2903
Ratio Avg Win / Avg Loss 1.2481 1.4232 1.0688 0.9544 1.1408 0.7901
Largest Winning Trade 60504 60504 43799 168431 168431 151152
Largest Losing Trade -36988 -29889 -36988 -190562 -190562 -183831
Avg Bars in Trades 23 21 25 23 21 25
Avg Bars in Winners 25 23 27 25 23 27
Avg Bars in Losers 20 19 22 20 19 22
Bars Traded 2919 1328 1591 2919 1328 1591
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 305908 -471597 -159384 -323580 -728569 -229759
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2987,
    "evaluation_days": 1493.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632873600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760179563579,
    "expiration_time": 1764011952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 41,
            "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": [
        [
            229768.2632285773,
            23928.7446979864,
            205839.5185305909,
            81538.1348490952,
            -190600.3059266955,
            272138.4407757911
        ],
        [
            229.768263,
            23.928745,
            205.839519,
            81.538135,
            -190.600306,
            272.138441
        ],
        [
            0.153846,
            0.016022,
            0.137824,
            0.039934,
            0,
            0.088026
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130221,
            -89589,
            -64540,
            -693505,
            -574499,
            -406593
        ],
        [
            1.352115,
            1.067365,
            1.692299,
            1.033914,
            0.855632,
            1.251045
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            65,
            27,
            38,
            65,
            27,
            38
        ],
        [
            60,
            36,
            24,
            60,
            36,
            24
        ],
        [
            52,
            42.857143,
            61.290323,
            52,
            42.857143,
            61.290323
        ],
        [
            1.248106,
            1.423153,
            1.068821,
            0.954382,
            1.140843,
            0.790133
        ],
        [
            60504,
            60504,
            43799,
            168431,
            168431,
            151152
        ],
        [
            -36988,
            -29889,
            -36988,
            -190562,
            -190562,
            -183831
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            20,
            19,
            22,
            20,
            19,
            22
        ],
        [
            2919,
            1328,
            1591,
            2919,
            1328,
            1591
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305908,
            -471597,
            -159384,
            -323580,
            -728569,
            -229759
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2987,
    "evaluation_days": 1493.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632873600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760179563579,
    "expiration_time": 1764011952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 41,
            "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)