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Trade: DYDX/USDT/120/DEMA/PWMA/7945

Strategy
DYDX/USDT/120/DEMA/PWMA/7945
Pair
DYDX_USDT
Interval
2h
Score
339570
Daily Profit
0.160237
Profit Factor
1.287474
Profitability
59.420290
Streak
23.914089
Best Strategy
Training Data Length
1493.420000
Evaluation Time
2025-10-11 14:56
Expiration Time
2025-12-04 06:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 239301.3537 45175.4131 194125.9406 -12888.7125 -62216.2347 49327.5222
Total P&L (%) 239.3014 45.1754 194.1259 -12.8887 -62.2162 49.3275
Avg Daily Profit (%) 0.1602 0.0303 0.13 -0.0092 -0.0652 0.0269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117675 -145081 -93163 -174393 -122220 -128417
Profit Factor 1.2875 1.0915 1.573 0.9861 0.8785 1.1182
Total Trades 207 103 104 207 103 104
Winning Trades 123 57 66 123 57 66
Losing Trades 84 46 38 84 46 38
Profitability (%) 59.4203 55.3398 63.4615 59.4203 55.3398 63.4615
Ratio Avg Win / Avg Loss 0.8793 0.8809 0.9057 0.6735 0.709 0.6438
Largest Winning Trade 37743 37743 25121 48384 48384 28636
Largest Losing Trade -69308 -65747 -69308 -115935 -55128 -115935
Avg Bars in Trades 85 103 67 85 103 67
Avg Bars in Winners 57 57 57 57 57 57
Avg Bars in Losers 126 160 85 126 160 85
Bars Traded 17672 10640 7032 17672 10640 7032
Profit Streak 23.9141 72.0808 23.9141 23.9141 72.0808 23.9141
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339570 -273877 -16903 -576967 -578888 -248110
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17921,
    "evaluation_days": 1493.42,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632736800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760183777272,
    "expiration_time": 1764821923200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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": [
        [
            239301.353711732,
            45175.413096335,
            194125.9406153973,
            -12888.71246887,
            -62216.2346940803,
            49327.5222252104
        ],
        [
            239.301354,
            45.175413,
            194.125941,
            -12.888712,
            -62.216235,
            49.327522
        ],
        [
            0.160237,
            0.03025,
            0.129988,
            -0.009239,
            -0.065151,
            0.026853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117675,
            -145081,
            -93163,
            -174393,
            -122220,
            -128417
        ],
        [
            1.287474,
            1.091511,
            1.573041,
            0.986134,
            0.8785,
            1.118163
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            123,
            57,
            66,
            123,
            57,
            66
        ],
        [
            84,
            46,
            38,
            84,
            46,
            38
        ],
        [
            59.42029,
            55.339806,
            63.461538,
            59.42029,
            55.339806,
            63.461538
        ],
        [
            0.879251,
            0.880868,
            0.90569,
            0.673457,
            0.708965,
            0.643791
        ],
        [
            37743,
            37743,
            25121,
            48384,
            48384,
            28636
        ],
        [
            -69308,
            -65747,
            -69308,
            -115935,
            -55128,
            -115935
        ],
        [
            85,
            103,
            67,
            85,
            103,
            67
        ],
        [
            57,
            57,
            57,
            57,
            57,
            57
        ],
        [
            126,
            160,
            85,
            126,
            160,
            85
        ],
        [
            17672,
            10640,
            7032,
            17672,
            10640,
            7032
        ],
        [
            23.914089,
            72.080755,
            23.914089,
            23.914089,
            72.080755,
            23.914089
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339570,
            -273877,
            -16903,
            -576967,
            -578888,
            -248110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17921,
    "evaluation_days": 1493.42,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632736800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760183777272,
    "expiration_time": 1764821923200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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)