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Trade: DYDX/USDT/360/HMA/DCM/1266

Strategy
DYDX/USDT/360/HMA/DCM/1266
Pair
DYDX_USDT
Interval
6h
Score
589155
Daily Profit
0.379314
Profit Factor
2.032773
Profitability
57.317073
Streak
8.459174
Best Strategy
Training Data Length
1484.500000
Evaluation Time
2025-10-02 14:01
Expiration Time
2025-11-15 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 563092.2262 234907.5377 328184.6885 3938146.3054 -1264879.2159 5203025.5213
Total P&L (%) 563.0922 234.9075 328.1847 3938.1463 -1264.8792 5203.0255
Avg Daily Profit (%) 0.3793 0.1582 0.2211 0.2494 0 0.2678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83166 -104285 -25528 -7111031 -8532945 -1912996
Profit Factor 2.0328 1.6191 2.9794 1.1539 0.9286 1.6606
Total Trades 164 82 82 164 82 82
Winning Trades 94 42 52 94 42 52
Losing Trades 70 40 30 70 40 30
Profitability (%) 57.3171 51.2195 63.4146 57.3171 51.2195 63.4146
Ratio Avg Win / Avg Loss 1.5138 1.542 1.7189 0.8593 0.8844 0.9581
Largest Winning Trade 145411 145411 57571 2629620 2629620 2196760
Largest Losing Trade -38670 -38670 -14626 -3045077 -3045077 -1187730
Avg Bars in Trades 34 43 25 34 43 25
Avg Bars in Winners 37 48 28 37 48 28
Avg Bars in Losers 30 38 19 30 38 19
Bars Traded 5625 3564 2061 5625 3564 2061
Profit Streak 8.4592 9.7092 8.4592 8.4592 9.7092 8.4592
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 589155 240985 431978 -41565 -584413 269746
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5938,
    "evaluation_days": 1484.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636329600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759402872667,
    "expiration_time": 1763232624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 131
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "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": [
        [
            563092.2262191289,
            234907.537670506,
            328184.6885486217,
            3938146.3053869843,
            -1264879.2159302712,
            5203025.521317254
        ],
        [
            563.092226,
            234.907538,
            328.184689,
            3938.146305,
            -1264.879216,
            5203.025521
        ],
        [
            0.379314,
            0.15824,
            0.221074,
            0.249443,
            0,
            0.267846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83166,
            -104285,
            -25528,
            -7111031,
            -8532945,
            -1912996
        ],
        [
            2.032773,
            1.619112,
            2.979436,
            1.153851,
            0.928624,
            1.660634
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            94,
            42,
            52,
            94,
            42,
            52
        ],
        [
            70,
            40,
            30,
            70,
            40,
            30
        ],
        [
            57.317073,
            51.219512,
            63.414634,
            57.317073,
            51.219512,
            63.414634
        ],
        [
            1.513767,
            1.542012,
            1.718905,
            0.859251,
            0.884404,
            0.958058
        ],
        [
            145411,
            145411,
            57571,
            2629620,
            2629620,
            2196760
        ],
        [
            -38670,
            -38670,
            -14626,
            -3045077,
            -3045077,
            -1187730
        ],
        [
            34,
            43,
            25,
            34,
            43,
            25
        ],
        [
            37,
            48,
            28,
            37,
            48,
            28
        ],
        [
            30,
            38,
            19,
            30,
            38,
            19
        ],
        [
            5625,
            3564,
            2061,
            5625,
            3564,
            2061
        ],
        [
            8.459174,
            9.709174,
            8.459174,
            8.459174,
            9.709174,
            8.459174
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            589155,
            240985,
            431978,
            -41565,
            -584413,
            269746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5938,
    "evaluation_days": 1484.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636329600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759402872667,
    "expiration_time": 1763232624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 131
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "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)