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Trade: DYDX/USDT/240/ALMA/HMA/1177

Strategy
DYDX/USDT/240/ALMA/HMA/1177
Pair
DYDX_USDT
Interval
4h
Score
320930
Daily Profit
0.183495
Profit Factor
1.275993
Profitability
56.431535
Streak
16.157047
Best Strategy
Training Data Length
1486.500000
Evaluation Time
2025-10-04 14:46
Expiration Time
2025-11-18 00:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272766.0187 71746.206 201019.8128 87115.0473 -89288.5646 176403.6119
Total P&L (%) 272.766 71.7462 201.0198 87.115 -89.2886 176.4036
Avg Daily Profit (%) 0.1835 0.0483 0.1352 0.0422 -0.1502 0.0684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91938 -92259 -80796 -341012 -350084 -247755
Profit Factor 1.276 1.1423 1.4151 1.0382 0.9236 1.1584
Total Trades 241 120 121 241 120 121
Winning Trades 136 63 73 136 63 73
Losing Trades 105 57 48 105 57 48
Profitability (%) 56.4315 52.5 60.3306 56.4315 52.5 60.3306
Ratio Avg Win / Avg Loss 0.9851 1.0335 0.9305 0.8015 0.8356 0.7617
Largest Winning Trade 44940 44038 44940 128600 128600 79272
Largest Losing Trade -43573 -29648 -43573 -108538 -103609 -108538
Avg Bars in Trades 35 30 41 35 30 41
Avg Bars in Winners 36 30 41 36 30 41
Avg Bars in Losers 34 29 41 34 29 41
Bars Traded 8578 3600 4978 8578 3600 4978
Profit Streak 16.157 27.8237 16.157 16.157 27.8237 16.157
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320930 -191315 -11695 -313628 -579678 -147849
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8919,
    "evaluation_days": 1486.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759578368855,
    "expiration_time": 1763417808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "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": [
        [
            272766.018746066,
            71746.2059634488,
            201019.8127826173,
            87115.0473408483,
            -89288.5645739324,
            176403.6119147808
        ],
        [
            272.766019,
            71.746206,
            201.019813,
            87.115047,
            -89.288565,
            176.403612
        ],
        [
            0.183495,
            0.048265,
            0.13523,
            0.042158,
            -0.150164,
            0.068418
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91938,
            -92259,
            -80796,
            -341012,
            -350084,
            -247755
        ],
        [
            1.275993,
            1.142332,
            1.415132,
            1.038179,
            0.923561,
            1.158403
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            136,
            63,
            73,
            136,
            63,
            73
        ],
        [
            105,
            57,
            48,
            105,
            57,
            48
        ],
        [
            56.431535,
            52.5,
            60.330579,
            56.431535,
            52.5,
            60.330579
        ],
        [
            0.985141,
            1.033538,
            0.930498,
            0.801535,
            0.835603,
            0.76169
        ],
        [
            44940,
            44038,
            44940,
            128600,
            128600,
            79272
        ],
        [
            -43573,
            -29648,
            -43573,
            -108538,
            -103609,
            -108538
        ],
        [
            35,
            30,
            41,
            35,
            30,
            41
        ],
        [
            36,
            30,
            41,
            36,
            30,
            41
        ],
        [
            34,
            29,
            41,
            34,
            29,
            41
        ],
        [
            8578,
            3600,
            4978,
            8578,
            3600,
            4978
        ],
        [
            16.157047,
            27.823713,
            16.157047,
            16.157047,
            27.823714,
            16.157047
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320930,
            -191315,
            -11695,
            -313628,
            -579678,
            -147849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8919,
    "evaluation_days": 1486.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759578368855,
    "expiration_time": 1763417808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "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)