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Trade: DYDX/USDT/720/HWMA/KCL/2333

Strategy
DYDX/USDT/720/HWMA/KCL/2333
Pair
DYDX_USDT
Interval
12h
Score
346285
Daily Profit
0.226346
Profit Factor
1.340244
Profitability
47.111111
Streak
0.000000
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-26 12:12
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334313.3689 152377.8515 181935.5174 254311.2481 139704.5811 114606.667
Total P&L (%) 334.3134 152.3779 181.9355 254.3112 139.7046 114.6067
Avg Daily Profit (%) 0.2263 0.1032 0.1232 0.0857 0.0592 0.0517
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81394 -101609 -111946 -481004 -586468 -588916
Profit Factor 1.3402 1.2885 1.4005 1.0676 1.0724 1.0625
Total Trades 225 112 113 225 112 113
Winning Trades 106 50 56 106 50 56
Losing Trades 119 62 57 119 62 57
Profitability (%) 47.1111 44.6429 49.5575 47.1111 44.6429 49.5575
Ratio Avg Win / Avg Loss 1.5046 1.5977 1.4255 1.1985 1.3298 1.0815
Largest Winning Trade 56581 56581 45170 204409 204409 140428
Largest Losing Trade -38816 -30016 -38816 -257051 -183256 -257051
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 2735 1359 1376 2735 1359 1376
Profit Streak 0 24.3835 0 0 24.3835 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346285 -55643 -28017 -224430 -256266 -275793

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639742400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877932855,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28111,
            "nb": 0.1,
            "nc": 0.83869
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            334313.3689387032,
            152377.8515195159,
            181935.5174191875,
            254311.248068183,
            139704.5810666081,
            114606.6670015746
        ],
        [
            334.313369,
            152.377852,
            181.935517,
            254.311248,
            139.704581,
            114.606667
        ],
        [
            0.226346,
            0.103167,
            0.123179,
            0.085684,
            0.059208,
            0.051715
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81394,
            -101609,
            -111946,
            -481004,
            -586468,
            -588916
        ],
        [
            1.340244,
            1.288455,
            1.400464,
            1.067569,
            1.072401,
            1.062486
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            106,
            50,
            56,
            106,
            50,
            56
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            47.111111,
            44.642857,
            49.557522,
            47.111111,
            44.642857,
            49.557522
        ],
        [
            1.504614,
            1.597684,
            1.425472,
            1.198498,
            1.329777,
            1.081459
        ],
        [
            56581,
            56581,
            45170,
            204409,
            204409,
            140428
        ],
        [
            -38816,
            -30016,
            -38816,
            -257051,
            -183256,
            -257051
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            2735,
            1359,
            1376,
            2735,
            1359,
            1376
        ],
        [
            0,
            24.383482,
            0,
            0,
            24.383482,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346285,
            -55643,
            -28017,
            -224430,
            -256266,
            -275793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639742400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877932855,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28111,
            "nb": 0.1,
            "nc": 0.83869
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)