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Trade: DYDX/USDT/480/MIDPRICE/SINWMA/9483

Strategy
DYDX/USDT/480/MIDPRICE/SINWMA/9483
Pair
DYDX_USDT
Interval
8h
Score
459485
Daily Profit
0.299968
Profit Factor
1.599723
Profitability
55.263158
Streak
12.488037
Best Strategy
Training Data Length
1478.670000
Evaluation Time
2025-09-26 14:42
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 443554.1064 172890.0964 270664.0101 830370.0424 912303.38 -81933.3375
Total P&L (%) 443.5541 172.8901 270.664 830.37 912.3034 -81.9333
Avg Daily Profit (%) 0.3 0.1169 0.183 0.151 0.1567 -0.1157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193463 -82242 -125594 -2901566 -1652147 -1790106
Profit Factor 1.5997 1.4492 1.763 1.1086 1.2367 0.9784
Total Trades 152 76 76 152 76 76
Winning Trades 84 38 46 84 38 46
Losing Trades 68 38 30 68 38 30
Profitability (%) 55.2632 50 60.5263 55.2632 50 60.5263
Ratio Avg Win / Avg Loss 1.295 1.4492 1.1498 0.8974 1.2367 0.6381
Largest Winning Trade 99814 99814 45981 949712 949712 514477
Largest Losing Trade -31115 -27613 -31115 -721927 -721927 -639966
Avg Bars in Trades 28 22 35 28 22 35
Avg Bars in Winners 28 17 37 28 17 37
Avg Bars in Losers 28 26 31 28 26 31
Bars Traded 4358 1688 2669 4358 1688 2669
Profit Streak 12.488 30.8214 0 12.488 30.8214 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459485 -84553 -38107 -92778 -41275 -628593

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": 1632873600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886966389,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "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": [
        [
            443554.106429625,
            172890.0963593019,
            270664.0100703234,
            830370.0424327849,
            912303.3799759455,
            -81933.3375431613
        ],
        [
            443.554106,
            172.890096,
            270.66401,
            830.370042,
            912.30338,
            -81.933338
        ],
        [
            0.299968,
            0.116923,
            0.183046,
            0.150953,
            0.15667,
            -0.115652
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193463,
            -82242,
            -125594,
            -2901566,
            -1652147,
            -1790106
        ],
        [
            1.599723,
            1.449233,
            1.762989,
            1.108568,
            1.236735,
            0.978409
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            55.263158,
            50,
            60.526316,
            55.263158,
            50,
            60.526316
        ],
        [
            1.295014,
            1.449233,
            1.149776,
            0.897412,
            1.236735,
            0.638093
        ],
        [
            99814,
            99814,
            45981,
            949712,
            949712,
            514477
        ],
        [
            -31115,
            -27613,
            -31115,
            -721927,
            -721927,
            -639966
        ],
        [
            28,
            22,
            35,
            28,
            22,
            35
        ],
        [
            28,
            17,
            37,
            28,
            17,
            37
        ],
        [
            28,
            26,
            31,
            28,
            26,
            31
        ],
        [
            4358,
            1688,
            2669,
            4358,
            1688,
            2669
        ],
        [
            12.488037,
            30.82137,
            0,
            12.488037,
            30.82137,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459485,
            -84553,
            -38107,
            -92778,
            -41275,
            -628593
        ]
    ]
}
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": 1632873600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886966389,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "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)