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Trade: DYDX/USDT/120/WMA/BBM/1268

Strategy
DYDX/USDT/120/WMA/BBM/1268
Pair
DYDX_USDT
Interval
2h
Score
358834
Daily Profit
0.150287
Profit Factor
1.262469
Profitability
69.354839
Streak
10.262570
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 15:18
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 221911.4467 63235.8519 158675.5948 -13775.9504 -123318.6279 109542.6775
Total P&L (%) 221.9114 63.2359 158.6756 -13.776 -123.3186 109.5427
Avg Daily Profit (%) 0.1503 0.0428 0.1075 -0.01 0 0.0501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151517 -140012 -76460 -451204 -313592 -249581
Profit Factor 1.2625 1.1253 1.4656 0.9925 0.8857 1.1444
Total Trades 186 93 93 186 93 93
Winning Trades 129 59 70 129 59 70
Losing Trades 57 34 23 57 34 23
Profitability (%) 69.3548 63.4409 75.2688 69.3548 63.4409 75.2688
Ratio Avg Win / Avg Loss 0.5578 0.6485 0.4816 0.4385 0.5104 0.376
Largest Winning Trade 52631 52631 22917 80975 80975 44044
Largest Losing Trade -62444 -51874 -62444 -204290 -148449 -204290
Avg Bars in Trades 94 105 83 94 105 83
Avg Bars in Winners 51 49 52 51 49 52
Avg Bars in Losers 192 203 175 192 203 175
Bars Traded 17546 9823 7723 17546 9823 7723
Profit Streak 10.2626 17.8459 10.2626 10.2626 17.8459 10.2626
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358834 -218239 -46189 -576194 -578498 -185437

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": 1632168000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889086059,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 2.92671
        }
    }
}
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": [
        [
            221911.4466727736,
            63235.8518953811,
            158675.5947773926,
            -13775.9504006754,
            -123318.6278540568,
            109542.6774533817
        ],
        [
            221.911447,
            63.235852,
            158.675595,
            -13.77595,
            -123.318628,
            109.542677
        ],
        [
            0.150287,
            0.042826,
            0.107462,
            -0.010038,
            0,
            0.050112
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151517,
            -140012,
            -76460,
            -451204,
            -313592,
            -249581
        ],
        [
            1.262469,
            1.1253,
            1.465596,
            0.992501,
            0.885651,
            1.144402
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            129,
            59,
            70,
            129,
            59,
            70
        ],
        [
            57,
            34,
            23,
            57,
            34,
            23
        ],
        [
            69.354839,
            63.44086,
            75.268817,
            69.354839,
            63.44086,
            75.268817
        ],
        [
            0.557835,
            0.648478,
            0.481553,
            0.438547,
            0.510375,
            0.376018
        ],
        [
            52631,
            52631,
            22917,
            80975,
            80975,
            44044
        ],
        [
            -62444,
            -51874,
            -62444,
            -204290,
            -148449,
            -204290
        ],
        [
            94,
            105,
            83,
            94,
            105,
            83
        ],
        [
            51,
            49,
            52,
            51,
            49,
            52
        ],
        [
            192,
            203,
            175,
            192,
            203,
            175
        ],
        [
            17546,
            9823,
            7723,
            17546,
            9823,
            7723
        ],
        [
            10.26257,
            17.845903,
            10.26257,
            10.26257,
            17.845903,
            10.26257
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358834,
            -218239,
            -46189,
            -576194,
            -578498,
            -185437
        ]
    ]
}
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": 1632168000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889086059,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 2.92671
        }
    }
}

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)