← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/720/HWMA/SWMA/4226

Strategy
DYDX/USDT/720/HWMA/SWMA/4226
Pair
DYDX_USDT
Interval
12h
Score
677704
Daily Profit
0.173874
Profit Factor
4.974687
Profitability
88.571429
Streak
272.598870
Best Strategy
Training Data Length
1491.500000
Evaluation Time
2025-10-09 05:22
Expiration Time
2025-11-22 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400860.685 141528.3342 259332.3509 1670424.0219 210294.0079 1460130.014
Total P&L (%) 400.8607 141.5283 259.3324 1670.424 210.294 1460.13
Avg Daily Profit (%) 0.2688 0.0949 0.1739 0.1929 0.0759 0.1844
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63564 -70161 -32068 -1267947 -1332875 -471062
Profit Factor 2.7506 1.8643 4.9747 1.5783 1.109 2.5239
Total Trades 69 34 35 69 34 35
Winning Trades 58 27 31 58 27 31
Losing Trades 11 7 4 11 7 4
Profitability (%) 84.058 79.4118 88.5714 84.058 79.4118 88.5714
Ratio Avg Win / Avg Loss 0.5217 0.4833 0.6419 0.2993 0.2875 0.3257
Largest Winning Trade 44522 44522 32163 393277 360101 393277
Largest Losing Trade -55444 -55444 -29666 -930677 -930677 -445205
Avg Bars in Trades 37 47 27 37 47 27
Avg Bars in Winners 19 19 18 19 19 18
Avg Bars in Losers 133 155 95 133 155 95
Bars Traded 2572 1604 968 2572 1604 968
Profit Streak 89.0989 89.0989 272.5989 89.0989 89.0989 272.5989
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89502 -60368 677704 -92087 -188726 589185
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640476800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976542400,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24381,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "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": [
        [
            400860.6850429949,
            141528.3341763503,
            259332.3508666445,
            1670424.021878409,
            210294.0078743306,
            1460130.0140040782
        ],
        [
            400.860685,
            141.528334,
            259.332351,
            1670.424022,
            210.294008,
            1460.130014
        ],
        [
            0.268763,
            0.09489,
            0.173874,
            0.192865,
            0.075949,
            0.184371
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63564,
            -70161,
            -32068,
            -1267947,
            -1332875,
            -471062
        ],
        [
            2.750571,
            1.864335,
            4.974687,
            1.578349,
            1.108956,
            2.52385
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            11,
            7,
            4,
            11,
            7,
            4
        ],
        [
            84.057971,
            79.411765,
            88.571429,
            84.057971,
            79.411765,
            88.571429
        ],
        [
            0.52166,
            0.483346,
            0.641895,
            0.299342,
            0.287507,
            0.325658
        ],
        [
            44522,
            44522,
            32163,
            393277,
            360101,
            393277
        ],
        [
            -55444,
            -55444,
            -29666,
            -930677,
            -930677,
            -445205
        ],
        [
            37,
            47,
            27,
            37,
            47,
            27
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            133,
            155,
            95,
            133,
            155,
            95
        ],
        [
            2572,
            1604,
            968,
            2572,
            1604,
            968
        ],
        [
            89.09887,
            89.09887,
            272.59887,
            89.09887,
            89.09887,
            272.59887
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89502,
            -60368,
            677704,
            -92087,
            -188726,
            589185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640476800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976542400,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24381,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "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)