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Trade: DYDX/USDT/120/FWMA/SWMA/9293

Strategy
DYDX/USDT/120/FWMA/SWMA/9293
Pair
DYDX_USDT
Interval
2h
Score
302322
Daily Profit
0.175323
Profit Factor
1.366725
Profitability
48.529412
Streak
0.000000
Best Strategy
Training Data Length
1481.830000
Evaluation Time
2025-09-29 23:56
Expiration Time
2025-11-22 06:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259798.3889 70345.2896 189453.0993 83155.8368 -107196.1953 190352.0321
Total P&L (%) 259.7984 70.3453 189.4531 83.1558 -107.1962 190.352
Avg Daily Profit (%) 0.1753 0.0475 0.1279 0.0408 0 0.072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161373 -123286 -64167 -1469309 -1047615 -718954
Profit Factor 1.3667 1.1822 1.5879 1.017 0.9593 1.0845
Total Trades 204 102 102 204 102 102
Winning Trades 99 48 51 99 48 51
Losing Trades 105 54 51 105 54 51
Profitability (%) 48.5294 47.0588 50 48.5294 47.0588 50
Ratio Avg Win / Avg Loss 1.4496 1.3299 1.5879 1.0787 1.0792 1.0845
Largest Winning Trade 122799 122799 61242 724981 724981 303124
Largest Losing Trade -33361 -33361 -28599 -295847 -295847 -257136
Avg Bars in Trades 84 70 99 84 70 99
Avg Bars in Winners 106 83 127 106 83 127
Avg Bars in Losers 64 57 71 64 57 71
Bars Traded 17294 7154 10140 17294 7154 10140
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 302322 -151076 -19666 -339639 -580537 -224666
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17782,
    "evaluation_days": 1481.83,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1634148000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179367424,
    "expiration_time": 1763785094400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 222
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 89,
            "offset": 6
        }
    }
}
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": [
        [
            259798.3889088497,
            70345.2895722456,
            189453.0993366044,
            83155.8368227071,
            -107196.1952691132,
            190352.0320918197
        ],
        [
            259.798389,
            70.34529,
            189.453099,
            83.155837,
            -107.196195,
            190.352032
        ],
        [
            0.175323,
            0.047472,
            0.127851,
            0.040848,
            0,
            0.071959
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161373,
            -123286,
            -64167,
            -1469309,
            -1047615,
            -718954
        ],
        [
            1.366725,
            1.18217,
            1.587858,
            1.017031,
            0.95926,
            1.084549
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            99,
            48,
            51,
            99,
            48,
            51
        ],
        [
            105,
            54,
            51,
            105,
            54,
            51
        ],
        [
            48.529412,
            47.058824,
            50,
            48.529412,
            47.058824,
            50
        ],
        [
            1.449557,
            1.329941,
            1.587858,
            1.078669,
            1.079167,
            1.084549
        ],
        [
            122799,
            122799,
            61242,
            724981,
            724981,
            303124
        ],
        [
            -33361,
            -33361,
            -28599,
            -295847,
            -295847,
            -257136
        ],
        [
            84,
            70,
            99,
            84,
            70,
            99
        ],
        [
            106,
            83,
            127,
            106,
            83,
            127
        ],
        [
            64,
            57,
            71,
            64,
            57,
            71
        ],
        [
            17294,
            7154,
            10140,
            17294,
            7154,
            10140
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302322,
            -151076,
            -19666,
            -339639,
            -580537,
            -224666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17782,
    "evaluation_days": 1481.83,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1634148000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179367424,
    "expiration_time": 1763785094400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 222
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 89,
            "offset": 6
        }
    }
}

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)