← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/360/DCM/PWMA/8154

Strategy
DYDX/USDT/360/DCM/PWMA/8154
Pair
DYDX_USDT
Interval
6h
Score
352889
Daily Profit
0.171012
Profit Factor
1.711997
Profitability
65.094340
Streak
0.000000
Best Strategy
Training Data Length
1487.250000
Evaluation Time
2025-10-05 06:03
Expiration Time
2025-11-18 16:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344606.9617 90268.7774 254338.1843 6255.4817 -81269.0865 87524.5682
Total P&L (%) 344.607 90.2688 254.3382 6.2555 -81.2691 87.5246
Avg Daily Profit (%) 0.2317 0.0607 0.171 0.0041 -0.1126 0.0423
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154668 -93317 -113106 -315821 -170358 -233724
Profit Factor 1.4439 1.2154 1.712 1.0061 0.8481 1.1808
Total Trades 213 107 106 213 107 106
Winning Trades 131 62 69 131 62 69
Losing Trades 82 45 37 82 45 37
Profitability (%) 61.5023 57.9439 65.0943 61.5023 57.9439 65.0943
Ratio Avg Win / Avg Loss 0.9038 0.8821 0.918 0.6298 0.6155 0.6332
Largest Winning Trade 67336 67336 30112 106957 106957 61783
Largest Losing Trade -92691 -50612 -92691 -225049 -109302 -225049
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 21 18 23 21 18 23
Avg Bars in Losers 36 39 33 36 39 33
Bars Traded 5822 2958 2864 5822 2958 2864
Profit Streak 3.8773 109.1273 0 3.8773 109.1273 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350587 -111438 352889 -566036 -578236 -157831
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5949,
    "evaluation_days": 1487.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633370400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633395746,
    "expiration_time": 1763477352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "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": [
        [
            344606.961717742,
            90268.777401378,
            254338.184316364,
            6255.4817249567,
            -81269.0864951962,
            87524.568220153
        ],
        [
            344.606962,
            90.268777,
            254.338184,
            6.255482,
            -81.269086,
            87.524568
        ],
        [
            0.231707,
            0.060695,
            0.171012,
            0.00408,
            -0.11256,
            0.042284
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154668,
            -93317,
            -113106,
            -315821,
            -170358,
            -233724
        ],
        [
            1.443881,
            1.215371,
            1.711997,
            1.006138,
            0.848063,
            1.180752
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            131,
            62,
            69,
            131,
            62,
            69
        ],
        [
            82,
            45,
            37,
            82,
            45,
            37
        ],
        [
            61.502347,
            57.943925,
            65.09434,
            61.502347,
            57.943925,
            65.09434
        ],
        [
            0.903803,
            0.882124,
            0.918028,
            0.629796,
            0.61553,
            0.633157
        ],
        [
            67336,
            67336,
            30112,
            106957,
            106957,
            61783
        ],
        [
            -92691,
            -50612,
            -92691,
            -225049,
            -109302,
            -225049
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            21,
            18,
            23,
            21,
            18,
            23
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            5822,
            2958,
            2864,
            5822,
            2958,
            2864
        ],
        [
            3.877265,
            109.127265,
            0,
            3.877266,
            109.127266,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350587,
            -111438,
            352889,
            -566036,
            -578236,
            -157831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5949,
    "evaluation_days": 1487.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633370400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633395746,
    "expiration_time": 1763477352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "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)