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Trade: DYDX/USDT/120/RMA/PWMA/6961

Strategy
DYDX/USDT/120/RMA/PWMA/6961
Pair
DYDX_USDT
Interval
2h
Score
446181
Daily Profit
0.261478
Profit Factor
1.620353
Profitability
50.694444
Streak
5.392443
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 387249.0236 112656.4293 274592.5943 743662.4822 -48097.3602 791759.8423
Total P&L (%) 387.249 112.6564 274.5926 743.6625 -48.0974 791.7598
Avg Daily Profit (%) 0.2615 0.0761 0.1854 0.1441 -0.0443 0.1478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96125 -49003 -69397 -1449847 -729088 -753259
Profit Factor 1.6204 1.3627 1.8754 1.2145 0.9696 1.4203
Total Trades 144 72 72 144 72 72
Winning Trades 73 37 36 73 37 36
Losing Trades 71 35 36 71 35 36
Profitability (%) 50.6944 51.3889 50 50.6944 51.3889 50
Ratio Avg Win / Avg Loss 1.576 1.2891 1.8754 1.1812 0.9172 1.4203
Largest Winning Trade 77993 77993 60912 762932 345534 762932
Largest Losing Trade -42957 -35062 -42957 -402548 -266099 -402548
Avg Bars in Trades 120 88 152 120 88 152
Avg Bars in Winners 127 64 191 127 64 191
Avg Bars in Losers 114 114 114 114 114 114
Bars Traded 17417 6406 11011 17417 6406 11011
Profit Streak 5.3924 0 11.1424 5.3924 0 11.1424
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446181 -170193 -67763 17447 -660056 -73258
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17772,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632873600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109107046,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "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": [
        [
            387249.0235787081,
            112656.4292971287,
            274592.5942815793,
            743662.4821539698,
            -48097.3601604195,
            791759.8423143892
        ],
        [
            387.249024,
            112.656429,
            274.592594,
            743.662482,
            -48.09736,
            791.759842
        ],
        [
            0.261478,
            0.076068,
            0.18541,
            0.1441,
            -0.044271,
            0.147849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96125,
            -49003,
            -69397,
            -1449847,
            -729088,
            -753259
        ],
        [
            1.620353,
            1.362743,
            1.875416,
            1.214458,
            0.969632,
            1.420295
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            50.694444,
            51.388889,
            50,
            50.694444,
            51.388889,
            50
        ],
        [
            1.57596,
            1.289081,
            1.875416,
            1.181185,
            0.917219,
            1.420295
        ],
        [
            77993,
            77993,
            60912,
            762932,
            345534,
            762932
        ],
        [
            -42957,
            -35062,
            -42957,
            -402548,
            -266099,
            -402548
        ],
        [
            120,
            88,
            152,
            120,
            88,
            152
        ],
        [
            127,
            64,
            191,
            127,
            64,
            191
        ],
        [
            114,
            114,
            114,
            114,
            114,
            114
        ],
        [
            17417,
            6406,
            11011,
            17417,
            6406,
            11011
        ],
        [
            5.392443,
            0,
            11.142443,
            5.392443,
            0,
            11.142443
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446181,
            -170193,
            -67763,
            17447,
            -660056,
            -73258
        ]
    ]
}
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": 1632873600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109107046,
    "expiration_time": 1763710502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "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)