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Trade: DYDX/USDT/480/BBM/PWMA/2343

Strategy
DYDX/USDT/480/BBM/PWMA/2343
Pair
DYDX_USDT
Interval
8h
Score
481113
Daily Profit
0.166603
Profit Factor
2.617664
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
1478.670000
Evaluation Time
2025-09-26 17:54
Expiration Time
2025-11-09 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356562.6603 110212.3406 246350.3198 923056.3333 177234.3671 745821.9662
Total P&L (%) 356.5627 110.2123 246.3503 923.0563 177.2344 745.822
Avg Daily Profit (%) 0.2411 0.0745 0.1666 0.1574 0.069 0.1445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69867 -56638 -51484 -985239 -446966 -538272
Profit Factor 2.0799 1.6195 2.6177 1.3235 1.1269 1.5117
Total Trades 75 37 38 75 37 38
Winning Trades 39 17 22 39 17 22
Losing Trades 36 20 16 36 20 16
Profitability (%) 52 45.9459 57.8947 52 45.9459 57.8947
Ratio Avg Win / Avg Loss 1.9199 1.9053 1.9038 1.2216 1.3258 1.0994
Largest Winning Trade 72286 72286 61894 742186 234281 742186
Largest Losing Trade -29014 -29014 -24477 -265922 -265922 -231168
Avg Bars in Trades 56 44 69 56 44 69
Avg Bars in Winners 70 50 86 70 50 86
Avg Bars in Losers 41 38 46 41 38 46
Bars Traded 4267 1628 2639 4267 1628 2639
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49091 -91931 481113 -53117 -183301 96882

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4436,
    "evaluation_days": 1478.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634428800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758898459779,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 115,
            "offset": 0,
            "std": 4.43502
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 62,
            "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": [
        [
            356562.660337508,
            110212.3405816907,
            246350.3197558172,
            923056.3332774115,
            177234.3670558915,
            745821.9662215197
        ],
        [
            356.56266,
            110.212341,
            246.35032,
            923.056333,
            177.234367,
            745.821966
        ],
        [
            0.241137,
            0.074535,
            0.166603,
            0.157385,
            0.068984,
            0.1445
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69867,
            -56638,
            -51484,
            -985239,
            -446966,
            -538272
        ],
        [
            2.079899,
            1.61954,
            2.617664,
            1.32345,
            1.126931,
            1.511721
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            52,
            45.945946,
            57.894737,
            52,
            45.945946,
            57.894737
        ],
        [
            1.919907,
            1.905341,
            1.903756,
            1.221646,
            1.325801,
            1.099434
        ],
        [
            72286,
            72286,
            61894,
            742186,
            234281,
            742186
        ],
        [
            -29014,
            -29014,
            -24477,
            -265922,
            -265922,
            -231168
        ],
        [
            56,
            44,
            69,
            56,
            44,
            69
        ],
        [
            70,
            50,
            86,
            70,
            50,
            86
        ],
        [
            41,
            38,
            46,
            41,
            38,
            46
        ],
        [
            4267,
            1628,
            2639,
            4267,
            1628,
            2639
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49091,
            -91931,
            481113,
            -53117,
            -183301,
            96882
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4436,
    "evaluation_days": 1478.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634428800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758898459779,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 115,
            "offset": 0,
            "std": 4.43502
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 62,
            "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)