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Trade: DYDX/USDT/120/WMA/DEMA/6266

Strategy
DYDX/USDT/120/WMA/DEMA/6266
Pair
DYDX_USDT
Interval
2h
Score
352535
Daily Profit
0.219340
Profit Factor
1.326009
Profitability
58.928571
Streak
10.288151
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 19:54
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 323873.778 134230.7329 189643.045 -24484.6414 76352.7327 -100837.3741
Total P&L (%) 323.8738 134.2307 189.643 -24.4846 76.3527 -100.8374
Avg Daily Profit (%) 0.2193 0.0909 0.1284 -0.019 0.0384 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110124 -92897 -123492 -395014 -130820 -394854
Profit Factor 1.326 1.2892 1.3583 0.9802 1.1575 0.8659
Total Trades 224 112 112 224 112 112
Winning Trades 132 58 74 132 58 74
Losing Trades 92 54 38 92 54 38
Profitability (%) 58.9286 51.7857 66.0714 58.9286 51.7857 66.0714
Ratio Avg Win / Avg Loss 0.9242 1.2003 0.6975 0.6832 1.0776 0.4446
Largest Winning Trade 75845 75845 40868 120764 120764 64167
Largest Losing Trade -88429 -39321 -88429 -291964 -76764 -291964
Avg Bars in Trades 78 72 83 78 72 83
Avg Bars in Winners 57 49 64 57 49 64
Avg Bars in Losers 107 97 122 107 97 122
Bars Traded 17547 8157 9390 17547 8157 9390
Profit Streak 10.2882 20.2882 10.2882 10.2882 20.2882 10.2882
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352535 -71049 -20304 -577347 -188362 -578294

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": 1632182400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905696225,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 94,
            "offset": 50
        }
    }
}
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": [
        [
            323873.7779739828,
            134230.7329496443,
            189643.045024338,
            -24484.6413802359,
            76352.7327025626,
            -100837.3740827986
        ],
        [
            323.873778,
            134.230733,
            189.643045,
            -24.484641,
            76.352733,
            -100.837374
        ],
        [
            0.21934,
            0.090907,
            0.128434,
            -0.019017,
            0.038428,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110124,
            -92897,
            -123492,
            -395014,
            -130820,
            -394854
        ],
        [
            1.326009,
            1.289234,
            1.35825,
            0.980201,
            1.157458,
            0.865864
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            132,
            58,
            74,
            132,
            58,
            74
        ],
        [
            92,
            54,
            38,
            92,
            54,
            38
        ],
        [
            58.928571,
            51.785714,
            66.071429,
            58.928571,
            51.785714,
            66.071429
        ],
        [
            0.924188,
            1.200321,
            0.69748,
            0.68317,
            1.077634,
            0.444633
        ],
        [
            75845,
            75845,
            40868,
            120764,
            120764,
            64167
        ],
        [
            -88429,
            -39321,
            -88429,
            -291964,
            -76764,
            -291964
        ],
        [
            78,
            72,
            83,
            78,
            72,
            83
        ],
        [
            57,
            49,
            64,
            57,
            49,
            64
        ],
        [
            107,
            97,
            122,
            107,
            97,
            122
        ],
        [
            17547,
            8157,
            9390,
            17547,
            8157,
            9390
        ],
        [
            10.288151,
            20.288151,
            10.288151,
            10.288151,
            20.288151,
            10.288151
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352535,
            -71049,
            -20304,
            -577347,
            -188362,
            -578294
        ]
    ]
}
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": 1632182400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905696225,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 94,
            "offset": 50
        }
    }
}

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)