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Trade: DYDX/USDT/30/PWMA/KCL/7880

Strategy
DYDX/USDT/30/PWMA/KCL/7880
Pair
DYDX_USDT
Interval
30m
Score
418288
Daily Profit
0.328392
Profit Factor
1.264343
Profitability
54.155496
Streak
9.060875
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 04:57
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171036.6593 56067.3161 114969.3431 175939.867 37453.9159 138485.9511
Total P&L (%) 171.0367 56.0673 114.9693 175.9399 37.4539 138.486
Avg Daily Profit (%) 0.3284 0.1077 0.2207 0.1951 0.0611 0.167
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60517 -45855 -70814 -84788 -82833 -87081
Profit Factor 1.2643 1.1924 1.3233 1.1819 1.0849 1.2633
Total Trades 373 186 187 373 186 187
Winning Trades 202 104 98 202 104 98
Losing Trades 171 82 89 171 82 89
Profitability (%) 54.1555 55.914 52.4064 54.1555 55.914 52.4064
Ratio Avg Win / Avg Loss 1.0703 0.9401 1.2018 1.0005 0.8554 1.1472
Largest Winning Trade 22192 22192 21096 26955 21810 26955
Largest Losing Trade -32075 -32075 -26684 -55919 -55919 -35075
Avg Bars in Trades 65 49 81 65 49 81
Avg Bars in Winners 67 51 83 67 51 83
Avg Bars in Losers 64 47 80 64 47 80
Bars Traded 24586 9257 15329 24586 9257 15329
Profit Streak 9.0609 11.4984 9.0609 9.0609 11.4984 9.0609
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418288 -59077 318940 -9822 -240896 289192
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714055400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758938259638,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            171036.659256035,
            56067.3161115753,
            114969.3431444594,
            175939.8669523844,
            37453.9158615703,
            138485.9510908142
        ],
        [
            171.036659,
            56.067316,
            114.969343,
            175.939867,
            37.453916,
            138.485951
        ],
        [
            0.328392,
            0.10765,
            0.220743,
            0.195074,
            0.061098,
            0.167015
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60517,
            -45855,
            -70814,
            -84788,
            -82833,
            -87081
        ],
        [
            1.264343,
            1.192375,
            1.32333,
            1.181901,
            1.084893,
            1.263261
        ],
        [
            373,
            186,
            187,
            373,
            186,
            187
        ],
        [
            202,
            104,
            98,
            202,
            104,
            98
        ],
        [
            171,
            82,
            89,
            171,
            82,
            89
        ],
        [
            54.155496,
            55.913978,
            52.406417,
            54.155496,
            55.913978,
            52.406417
        ],
        [
            1.07031,
            0.940142,
            1.2018,
            1.00052,
            0.855397,
            1.147247
        ],
        [
            22192,
            22192,
            21096,
            26955,
            21810,
            26955
        ],
        [
            -32075,
            -32075,
            -26684,
            -55919,
            -55919,
            -35075
        ],
        [
            65,
            49,
            81,
            65,
            49,
            81
        ],
        [
            67,
            51,
            83,
            67,
            51,
            83
        ],
        [
            64,
            47,
            80,
            64,
            47,
            80
        ],
        [
            24586,
            9257,
            15329,
            24586,
            9257,
            15329
        ],
        [
            9.060875,
            11.498375,
            9.060875,
            9.060875,
            11.498375,
            9.060875
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418288,
            -59077,
            318940,
            -9822,
            -240896,
            289192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714055400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758938259638,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)