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Trade: DYDX/USDT/360/ZLMA/PWMA/1540

Strategy
DYDX/USDT/360/ZLMA/PWMA/1540
Pair
DYDX_USDT
Interval
6h
Score
381517
Daily Profit
0.227029
Profit Factor
1.401038
Profitability
59.523810
Streak
10.391114
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-26 00:23
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335265.5693 117567.3197 217698.2496 -12142.0574 235741.4079 -247883.4653
Total P&L (%) 335.2656 117.5673 217.6983 -12.1421 235.7414 -247.8835
Avg Daily Profit (%) 0.227 0.0796 0.1474 -0.0088 0.0821 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152680 -80252 -140500 -762467 -145428 -767696
Profit Factor 1.401 1.2707 1.5419 0.9916 1.4831 0.7432
Total Trades 210 105 105 210 105 105
Winning Trades 125 55 70 125 55 70
Losing Trades 85 50 35 85 50 35
Profitability (%) 59.5238 52.381 66.6667 59.5238 52.381 66.6667
Ratio Avg Win / Avg Loss 0.9527 1.1552 0.771 0.6743 1.3483 0.3716
Largest Winning Trade 52375 52375 28438 181863 181863 73048
Largest Losing Trade -88837 -52967 -88837 -702827 -91164 -702827
Avg Bars in Trades 27 34 19 27 34 19
Avg Bars in Winners 18 21 16 18 21 16
Avg Bars in Losers 39 48 26 39 48 26
Bars Traded 5699 3620 2079 5699 3620 2079
Profit Streak 10.3911 25.1411 10.3911 10.3911 25.1411 10.3911
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381517 -85694 232686 -577067 -81145 -577959

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633672800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835392288,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "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": [
        [
            335265.5693344897,
            117567.3197255039,
            217698.249608986,
            -12142.0573935182,
            235741.4079020118,
            -247883.4652955297
        ],
        [
            335.265569,
            117.56732,
            217.69825,
            -12.142057,
            235.741408,
            -247.883465
        ],
        [
            0.227029,
            0.079612,
            0.147417,
            -0.008765,
            0.08205,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152680,
            -80252,
            -140500,
            -762467,
            -145428,
            -767696
        ],
        [
            1.401038,
            1.27071,
            1.541939,
            0.991645,
            1.483109,
            0.743189
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            125,
            55,
            70,
            125,
            55,
            70
        ],
        [
            85,
            50,
            35,
            85,
            50,
            35
        ],
        [
            59.52381,
            52.380952,
            66.666667,
            59.52381,
            52.380952,
            66.666667
        ],
        [
            0.952706,
            1.155191,
            0.770969,
            0.674318,
            1.348281,
            0.371594
        ],
        [
            52375,
            52375,
            28438,
            181863,
            181863,
            73048
        ],
        [
            -88837,
            -52967,
            -88837,
            -702827,
            -91164,
            -702827
        ],
        [
            27,
            34,
            19,
            27,
            34,
            19
        ],
        [
            18,
            21,
            16,
            18,
            21,
            16
        ],
        [
            39,
            48,
            26,
            39,
            48,
            26
        ],
        [
            5699,
            3620,
            2079,
            5699,
            3620,
            2079
        ],
        [
            10.391114,
            25.141114,
            10.391114,
            10.391114,
            25.141114,
            10.391114
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381517,
            -85694,
            232686,
            -577067,
            -81145,
            -577959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633672800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758835392288,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "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)