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Trade: DYDX/USDT/720/DCL/WMA/2645

Strategy
DYDX/USDT/720/DCL/WMA/2645
Pair
DYDX_USDT
Interval
12h
Score
659030
Daily Profit
0.150709
Profit Factor
3.739821
Profitability
90.625000
Streak
70.157736
Best Strategy
Training Data Length
1486.500000
Evaluation Time
2025-10-04 06:47
Expiration Time
2025-11-17 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357616.4001 138170.4406 219445.9594 661848.8861 -176176.7802 838025.6662
Total P&L (%) 357.6164 138.1704 219.446 661.8489 -176.1768 838.0257
Avg Daily Profit (%) 0.2406 0.093 0.1476 0.1367 0 0.1507
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67578 -77304 -22534 -1196749 -1310990 -224725
Profit Factor 2.4216 1.6394 7.1877 1.3114 0.9032 3.7398
Total Trades 63 31 32 63 31 32
Winning Trades 54 25 29 54 25 29
Losing Trades 9 6 3 9 6 3
Profitability (%) 85.7143 80.6452 90.625 85.7143 80.6452 90.625
Ratio Avg Win / Avg Loss 0.4036 0.3935 0.7436 0.2186 0.2168 0.3869
Largest Winning Trade 49311 49311 31623 210504 210504 165865
Largest Losing Trade -67578 -67578 -22534 -1112246 -1112246 -224725
Avg Bars in Trades 40 62 18 40 62 18
Avg Bars in Winners 19 25 13 19 25 13
Avg Bars in Losers 167 217 66 167 217 66
Bars Traded 2533 1931 602 2533 1931 602
Profit Streak 70.1577 82.6577 70.1577 70.1577 82.6577 70.1577
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135145 -63223 589529 -156591 -575454 659030
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2973,
    "evaluation_days": 1486.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1641081600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759549628398,
    "expiration_time": 1763389008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "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": [
        [
            357616.4000785191,
            138170.440630567,
            219445.9594479523,
            661848.8860714268,
            -176176.7801773063,
            838025.6662487334
        ],
        [
            357.6164,
            138.170441,
            219.445959,
            661.848886,
            -176.17678,
            838.025666
        ],
        [
            0.240576,
            0.09295,
            0.147626,
            0.136695,
            0,
            0.150709
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67578,
            -77304,
            -22534,
            -1196749,
            -1310990,
            -224725
        ],
        [
            2.421596,
            1.639397,
            7.187689,
            1.311387,
            0.903179,
            3.739821
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            9,
            6,
            3,
            9,
            6,
            3
        ],
        [
            85.714286,
            80.645161,
            90.625,
            85.714286,
            80.645161,
            90.625
        ],
        [
            0.403599,
            0.393455,
            0.743554,
            0.218564,
            0.216763,
            0.386878
        ],
        [
            49311,
            49311,
            31623,
            210504,
            210504,
            165865
        ],
        [
            -67578,
            -67578,
            -22534,
            -1112246,
            -1112246,
            -224725
        ],
        [
            40,
            62,
            18,
            40,
            62,
            18
        ],
        [
            19,
            25,
            13,
            19,
            25,
            13
        ],
        [
            167,
            217,
            66,
            167,
            217,
            66
        ],
        [
            2533,
            1931,
            602,
            2533,
            1931,
            602
        ],
        [
            70.157736,
            82.657736,
            70.157736,
            70.157736,
            82.657736,
            70.157736
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135145,
            -63223,
            589529,
            -156591,
            -575454,
            659030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2973,
    "evaluation_days": 1486.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1641081600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759549628398,
    "expiration_time": 1763389008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "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)