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Trade: DYDX/USDT/480/PWMA/PWMA/8334

Strategy
DYDX/USDT/480/PWMA/PWMA/8334
Pair
DYDX_USDT
Interval
8h
Score
670348
Daily Profit
0.189476
Profit Factor
4.351983
Profitability
71.875000
Streak
72.553849
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-29 00:17
Expiration Time
2025-11-12 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454810.2081 174196.6093 280613.5988 3294625.2818 1456001.4664 1838623.8154
Total P&L (%) 454.8102 174.1966 280.6136 3294.6253 1456.0015 1838.6238
Avg Daily Profit (%) 0.3071 0.1176 0.1895 0.2383 0.1855 0.2004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55911 -50490 -17768 -527161 -270316 -481993
Profit Factor 3.1127 2.3241 4.352 3.5199 4.1319 3.1823
Total Trades 64 32 32 64 32 32
Winning Trades 41 18 23 41 18 23
Losing Trades 23 14 9 23 14 9
Profitability (%) 64.0625 56.25 71.875 64.0625 56.25 71.875
Ratio Avg Win / Avg Loss 1.7461 1.8076 1.703 1.9746 3.2137 1.2452
Largest Winning Trade 70734 70734 59198 584656 568133 584656
Largest Losing Trade -25486 -25486 -17768 -481993 -145251 -481993
Avg Bars in Trades 63 53 73 63 53 73
Avg Bars in Winners 70 57 80 70 57 80
Avg Bars in Losers 51 47 57 51 47 57
Bars Traded 4065 1703 2362 4065 1703 2362
Profit Streak 72.5538 110.5538 72.5538 72.5538 110.5538 72.5538
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125767 -29816 670348 -125176 605085 604135
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636646400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759094252526,
    "expiration_time": 1762913952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "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": [
        [
            454810.2081172722,
            174196.6093490186,
            280613.5987682537,
            3294625.2818498034,
            1456001.466420403,
            1838623.8154294004
        ],
        [
            454.810208,
            174.196609,
            280.613599,
            3294.625282,
            1456.001466,
            1838.623815
        ],
        [
            0.307097,
            0.117621,
            0.189476,
            0.238283,
            0.1855,
            0.200374
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55911,
            -50490,
            -17768,
            -527161,
            -270316,
            -481993
        ],
        [
            3.112701,
            2.324099,
            4.351983,
            3.519933,
            4.131915,
            3.182255
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            64.0625,
            56.25,
            71.875,
            64.0625,
            56.25,
            71.875
        ],
        [
            1.746149,
            1.807632,
            1.70295,
            1.974597,
            3.213712,
            1.24523
        ],
        [
            70734,
            70734,
            59198,
            584656,
            568133,
            584656
        ],
        [
            -25486,
            -25486,
            -17768,
            -481993,
            -145251,
            -481993
        ],
        [
            63,
            53,
            73,
            63,
            53,
            73
        ],
        [
            70,
            57,
            80,
            70,
            57,
            80
        ],
        [
            51,
            47,
            57,
            51,
            47,
            57
        ],
        [
            4065,
            1703,
            2362,
            4065,
            1703,
            2362
        ],
        [
            72.553849,
            110.553849,
            72.553849,
            72.553849,
            110.553849,
            72.553849
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125767,
            -29816,
            670348,
            -125176,
            605085,
            604135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636646400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759094252526,
    "expiration_time": 1762913952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "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)