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Trade: DYDX/USDT/240/SWMA/LINREG/1983

Strategy
DYDX/USDT/240/SWMA/LINREG/1983
Pair
DYDX_USDT
Interval
4h
Score
306460
Daily Profit
0.189767
Profit Factor
1.715207
Profitability
49.549550
Streak
1.642666
Best Strategy
Training Data Length
1490.830000
Evaluation Time
2025-10-08 22:25
Expiration Time
2025-11-22 11:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282910.6658 62724.2234 220186.4424 386142.8092 36587.6287 349555.1805
Total P&L (%) 282.9107 62.7242 220.1864 386.1428 36.5876 349.5552
Avg Daily Profit (%) 0.1898 0.0421 0.1477 0.1061 0.0209 0.1009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77856 -74153 -55607 -219233 -115707 -155408
Profit Factor 1.7152 1.269 2.3557 1.3752 1.0638 1.7669
Total Trades 111 55 56 111 55 56
Winning Trades 55 22 33 55 22 33
Losing Trades 56 33 23 56 33 23
Profitability (%) 49.5496 40 58.9286 49.5496 40 58.9286
Ratio Avg Win / Avg Loss 1.7464 1.9036 1.6418 1.4003 1.5957 1.2315
Largest Winning Trade 80787 80787 56972 221905 157133 221905
Largest Losing Trade -27210 -27210 -21779 -120510 -83205 -120510
Avg Bars in Trades 77 59 96 77 59 96
Avg Bars in Winners 106 81 123 106 81 123
Avg Bars in Losers 49 44 57 49 44 57
Bars Traded 8632 3248 5384 8632 3248 5384
Profit Streak 1.6427 0 3.3093 1.6427 0 3.3093
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306460 -320132 -170694 -53031 -500594 -235369
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8945,
    "evaluation_days": 1490.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759951526357,
    "expiration_time": 1763803440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 4,
            "offset": 201
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 12
        }
    }
}
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": [
        [
            282910.6657870384,
            62724.2233872118,
            220186.4423998267,
            386142.809209585,
            36587.6287416305,
            349555.1804679546
        ],
        [
            282.910666,
            62.724223,
            220.186442,
            386.142809,
            36.587629,
            349.55518
        ],
        [
            0.189767,
            0.042073,
            0.147694,
            0.106127,
            0.020916,
            0.100873
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77856,
            -74153,
            -55607,
            -219233,
            -115707,
            -155408
        ],
        [
            1.715207,
            1.269036,
            2.35566,
            1.375248,
            1.063827,
            1.766896
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            55,
            22,
            33,
            55,
            22,
            33
        ],
        [
            56,
            33,
            23,
            56,
            33,
            23
        ],
        [
            49.54955,
            40,
            58.928571,
            49.54955,
            40,
            58.928571
        ],
        [
            1.746392,
            1.903553,
            1.641824,
            1.400253,
            1.595741,
            1.231473
        ],
        [
            80787,
            80787,
            56972,
            221905,
            157133,
            221905
        ],
        [
            -27210,
            -27210,
            -21779,
            -120510,
            -83205,
            -120510
        ],
        [
            77,
            59,
            96,
            77,
            59,
            96
        ],
        [
            106,
            81,
            123,
            106,
            81,
            123
        ],
        [
            49,
            44,
            57,
            49,
            44,
            57
        ],
        [
            8632,
            3248,
            5384,
            8632,
            3248,
            5384
        ],
        [
            1.642666,
            0,
            3.309333,
            1.642666,
            0,
            3.309333
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306460,
            -320132,
            -170694,
            -53031,
            -500594,
            -235369
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8945,
    "evaluation_days": 1490.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759951526357,
    "expiration_time": 1763803440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 4,
            "offset": 201
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 12
        }
    }
}

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)