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Trade: DYDX/USDT/120/SWMA/SSF/8586

Strategy
DYDX/USDT/120/SWMA/SSF/8586
Pair
DYDX_USDT
Interval
2h
Score
330485
Daily Profit
0.185303
Profit Factor
1.308361
Profitability
58.730159
Streak
10.858708
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-27 23:36
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273614.5067 86260.0678 187354.4389 -58372.6237 190565.8603 -248938.484
Total P&L (%) 273.6145 86.2601 187.3544 -58.3726 190.5659 -248.9385
Avg Daily Profit (%) 0.1853 0.0584 0.1269 -0.0593 0.0723 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114628 -156859 -102866 -742278 -195557 -749353
Profit Factor 1.3084 1.1754 1.4737 0.9647 1.2916 0.7506
Total Trades 189 94 95 189 94 95
Winning Trades 111 49 62 111 49 62
Losing Trades 78 45 33 78 45 33
Profitability (%) 58.7302 52.1277 65.2632 58.7302 52.1277 65.2632
Ratio Avg Win / Avg Loss 0.9194 1.0794 0.7844 0.6779 1.1862 0.3995
Largest Winning Trade 80765 80765 30908 256066 256066 102436
Largest Losing Trade -92529 -32845 -92529 -668757 -124409 -668757
Avg Bars in Trades 93 98 88 93 98 88
Avg Bars in Winners 66 66 66 66 66 66
Avg Bars in Losers 131 132 129 131 132 129
Bars Traded 17596 9230 8366 17596 9230 8366
Profit Streak 10.8587 19.692 10.8587 10.8587 19.692 10.8587
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330485 -141989 -21548 -577561 -95890 -578178
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631563200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005392344,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            273614.5066710823,
            86260.06780307,
            187354.4388680127,
            -58372.6236921533,
            190565.8603113342,
            -248938.4840034876
        ],
        [
            273.614507,
            86.260068,
            187.354439,
            -58.372624,
            190.56586,
            -248.938484
        ],
        [
            0.185303,
            0.058419,
            0.126884,
            -0.059337,
            0.072265,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114628,
            -156859,
            -102866,
            -742278,
            -195557,
            -749353
        ],
        [
            1.308361,
            1.175384,
            1.473735,
            0.964653,
            1.291631,
            0.75056
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            111,
            49,
            62,
            111,
            49,
            62
        ],
        [
            78,
            45,
            33,
            78,
            45,
            33
        ],
        [
            58.730159,
            52.12766,
            65.263158,
            58.730159,
            52.12766,
            65.263158
        ],
        [
            0.919389,
            1.079435,
            0.784407,
            0.677865,
            1.186191,
            0.399492
        ],
        [
            80765,
            80765,
            30908,
            256066,
            256066,
            102436
        ],
        [
            -92529,
            -32845,
            -92529,
            -668757,
            -124409,
            -668757
        ],
        [
            93,
            98,
            88,
            93,
            98,
            88
        ],
        [
            66,
            66,
            66,
            66,
            66,
            66
        ],
        [
            131,
            132,
            129,
            131,
            132,
            129
        ],
        [
            17596,
            9230,
            8366,
            17596,
            9230,
            8366
        ],
        [
            10.858708,
            19.692041,
            10.858708,
            10.858708,
            19.692041,
            10.858708
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330485,
            -141989,
            -21548,
            -577561,
            -95890,
            -578178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631563200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005392344,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 3
        }
    }
}

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)