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Trade: DYDX/USDT/240/DCM/SINWMA/5638

Strategy
DYDX/USDT/240/DCM/SINWMA/5638
Pair
DYDX_USDT
Interval
4h
Score
319361
Daily Profit
0.159258
Profit Factor
1.352495
Profitability
65.714286
Streak
36.755469
Best Strategy
Training Data Length
1494.170000
Evaluation Time
2025-10-12 05:07
Expiration Time
2025-11-25 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 237958.8096 41807.0891 196151.7205 -411898.3922 -69939.6925 -341958.6996
Total P&L (%) 237.9588 41.8071 196.1517 -411.8984 -69.9397 -341.9587
Avg Daily Profit (%) 0.1593 0.028 0.1313 0 -0.0804 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184819 -82765 -183025 -1136442 -530981 -766999
Profit Factor 1.3525 1.1704 1.4565 0.8327 0.9161 0.7899
Total Trades 105 52 53 105 52 53
Winning Trades 69 32 37 43 21 22
Losing Trades 36 20 16 62 31 31
Profitability (%) 65.7143 61.5385 69.8113 40.9524 40.3846 41.5094
Ratio Avg Win / Avg Loss 0.7057 0.7315 0.6298 1.2006 1.3524 1.1131
Largest Winning Trade 43364 23681 43364 394748 201638 394748
Largest Losing Trade -156203 -36535 -156203 -275293 -137598 -275293
Avg Bars in Trades 83 54 112 83 54 112
Avg Bars in Winners 73 44 98 93 56 127
Avg Bars in Losers 103 70 144 76 52 100
Bars Traded 8759 2820 5939 8759 2820 5939
Profit Streak 36.7555 0 76.2555 0 62.0888 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319361 -370865 -194918 -582350 -762346 -762468
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8965,
    "evaluation_days": 1494.17,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633982400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760234872520,
    "expiration_time": 1764100080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "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": [
        [
            237958.8096160712,
            41807.0890909981,
            196151.720525073,
            -411898.3921697688,
            -69939.6925301212,
            -341958.6996396477
        ],
        [
            237.95881,
            41.807089,
            196.151721,
            -411.898392,
            -69.939693,
            -341.9587
        ],
        [
            0.159258,
            0.02798,
            0.131278,
            0,
            -0.080411,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184819,
            -82765,
            -183025,
            -1136442,
            -530981,
            -766999
        ],
        [
            1.352495,
            1.170408,
            1.45645,
            0.832667,
            0.916128,
            0.789908
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            69,
            32,
            37,
            43,
            21,
            22
        ],
        [
            36,
            20,
            16,
            62,
            31,
            31
        ],
        [
            65.714286,
            61.538462,
            69.811321,
            40.952381,
            40.384615,
            41.509434
        ],
        [
            0.70565,
            0.731505,
            0.629816,
            1.200589,
            1.352379,
            1.113052
        ],
        [
            43364,
            23681,
            43364,
            394748,
            201638,
            394748
        ],
        [
            -156203,
            -36535,
            -156203,
            -275293,
            -137598,
            -275293
        ],
        [
            83,
            54,
            112,
            83,
            54,
            112
        ],
        [
            73,
            44,
            98,
            93,
            56,
            127
        ],
        [
            103,
            70,
            144,
            76,
            52,
            100
        ],
        [
            8759,
            2820,
            5939,
            8759,
            2820,
            5939
        ],
        [
            36.755469,
            0,
            76.255469,
            0,
            62.088802,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319361,
            -370865,
            -194918,
            -582350,
            -762346,
            -762468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8965,
    "evaluation_days": 1494.17,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633982400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760234872520,
    "expiration_time": 1764100080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "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)