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Trade: DYDX/USDT/480/SWMA/SMA/3439

Strategy
DYDX/USDT/480/SWMA/SMA/3439
Pair
DYDX_USDT
Interval
8h
Score
346658
Daily Profit
0.148490
Profit Factor
1.860068
Profitability
52.083333
Streak
47.522937
Best Strategy
Training Data Length
1479.000000
Evaluation Time
2025-09-26 23:33
Expiration Time
2025-11-10 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292684.0991 73067.4432 219616.6559 192479.4409 7213.6612 185265.7797
Total P&L (%) 292.6841 73.0674 219.6167 192.4794 7.2137 185.2658
Avg Daily Profit (%) 0.1979 0.0494 0.1485 0.0726 0.0047 0.0709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155068 -83941 -92512 -543696 -349451 -417413
Profit Factor 1.545 1.2594 1.8601 1.1199 1.0091 1.2282
Total Trades 96 48 48 96 48 48
Winning Trades 37 12 25 37 12 25
Losing Trades 59 36 23 59 36 23
Profitability (%) 38.5417 25 52.0833 38.5417 25 52.0833
Ratio Avg Win / Avg Loss 2.4637 3.7783 1.7113 1.7858 3.0273 1.13
Largest Winning Trade 113740 113740 66326 355806 355806 107793
Largest Losing Trade -44153 -22669 -44153 -167091 -123378 -167091
Avg Bars in Trades 45 37 52 45 37 52
Avg Bars in Winners 76 77 76 76 77 76
Avg Bars in Losers 25 24 26 25 24 26
Bars Traded 4331 1816 2515 4331 1816 2515
Profit Streak 0 0 47.5229 0 0 47.5229
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 219429 -155992 346658 -187769 -591729 -97707

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 1479,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632729600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758918781770,
    "expiration_time": 1762735968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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": [
        [
            292684.0990640374,
            73067.4431992101,
            219616.6558648275,
            192479.4409471934,
            7213.6612060914,
            185265.7797411022
        ],
        [
            292.684099,
            73.067443,
            219.616656,
            192.479441,
            7.213661,
            185.26578
        ],
        [
            0.197893,
            0.049403,
            0.14849,
            0.072591,
            0.00471,
            0.070901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155068,
            -83941,
            -92512,
            -543696,
            -349451,
            -417413
        ],
        [
            1.545031,
            1.259421,
            1.860068,
            1.119877,
            1.009086,
            1.228235
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            37,
            12,
            25,
            37,
            12,
            25
        ],
        [
            59,
            36,
            23,
            59,
            36,
            23
        ],
        [
            38.541667,
            25,
            52.083333,
            38.541667,
            25,
            52.083333
        ],
        [
            2.463699,
            3.778262,
            1.711263,
            1.78575,
            3.027259,
            1.129976
        ],
        [
            113740,
            113740,
            66326,
            355806,
            355806,
            107793
        ],
        [
            -44153,
            -22669,
            -44153,
            -167091,
            -123378,
            -167091
        ],
        [
            45,
            37,
            52,
            45,
            37,
            52
        ],
        [
            76,
            77,
            76,
            76,
            77,
            76
        ],
        [
            25,
            24,
            26,
            25,
            24,
            26
        ],
        [
            4331,
            1816,
            2515,
            4331,
            1816,
            2515
        ],
        [
            0,
            0,
            47.522937,
            0,
            0,
            47.522937
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            219429,
            -155992,
            346658,
            -187769,
            -591729,
            -97707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 1479,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632729600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758918781770,
    "expiration_time": 1762735968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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)