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Trade: DYDX/USDT/120/MIDPRICE/SWMA/1139

Strategy
DYDX/USDT/120/MIDPRICE/SWMA/1139
Pair
DYDX_USDT
Interval
2h
Score
425737
Daily Profit
0.258501
Profit Factor
1.455354
Profitability
53.571429
Streak
5.142500
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-29 04:25
Expiration Time
2025-11-21 09:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382839.57 125803.4323 257036.1377 492217.821 596485.5591 -104267.7381
Total P&L (%) 382.8396 125.8034 257.0361 492.2178 596.4856 -104.2677
Avg Daily Profit (%) 0.2585 0.0849 0.1736 0.1202 0.1311 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211745 -112622 -136127 -1538456 -936495 -991392
Profit Factor 1.4554 1.2901 1.6314 1.1124 1.2812 0.9538
Total Trades 196 98 98 196 98 98
Winning Trades 105 51 54 105 51 54
Losing Trades 91 47 44 91 47 44
Profitability (%) 53.5714 52.0408 55.102 53.5714 52.0408 55.102
Ratio Avg Win / Avg Loss 1.2613 1.1889 1.3293 0.9641 1.1807 0.7772
Largest Winning Trade 71365 71365 47867 404153 404153 228820
Largest Losing Trade -38613 -32140 -38613 -428316 -428316 -323646
Avg Bars in Trades 89 70 108 89 70 108
Avg Bars in Winners 85 54 115 85 54 115
Avg Bars in Losers 93 86 100 93 86 100
Bars Traded 17505 6872 10633 17505 6872 10633
Profit Streak 5.1425 5.1425 15.8925 5.1425 5.1425 15.8925
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425737 -78836 404117 -128424 -16884 -578925
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17772,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632780000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109112057,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "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": [
        [
            382839.570015988,
            125803.4323288247,
            257036.1376871629,
            492217.8210495466,
            596485.5591345907,
            -104267.738085044
        ],
        [
            382.83957,
            125.803432,
            257.036138,
            492.217821,
            596.485559,
            -104.267738
        ],
        [
            0.258501,
            0.084945,
            0.173556,
            0.120174,
            0.131138,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211745,
            -112622,
            -136127,
            -1538456,
            -936495,
            -991392
        ],
        [
            1.455354,
            1.290111,
            1.631362,
            1.112429,
            1.281156,
            0.953792
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            53.571429,
            52.040816,
            55.102041,
            53.571429,
            52.040816,
            55.102041
        ],
        [
            1.261306,
            1.188926,
            1.329258,
            0.964105,
            1.180673,
            0.777164
        ],
        [
            71365,
            71365,
            47867,
            404153,
            404153,
            228820
        ],
        [
            -38613,
            -32140,
            -38613,
            -428316,
            -428316,
            -323646
        ],
        [
            89,
            70,
            108,
            89,
            70,
            108
        ],
        [
            85,
            54,
            115,
            85,
            54,
            115
        ],
        [
            93,
            86,
            100,
            93,
            86,
            100
        ],
        [
            17505,
            6872,
            10633,
            17505,
            6872,
            10633
        ],
        [
            5.1425,
            5.142501,
            15.892501,
            5.142501,
            5.142501,
            15.892501
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425737,
            -78836,
            404117,
            -128424,
            -16884,
            -578925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17772,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632780000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109112057,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "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)