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Trade: DYDX/USDT/720/OHLC4/HWMA/5389

Strategy
DYDX/USDT/720/OHLC4/HWMA/5389
Pair
DYDX_USDT
Interval
12h
Score
334123
Daily Profit
0.204656
Profit Factor
1.338851
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-25 16:11
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 302276.7856 142304.2436 159972.542 33814.9142 -329870.5579 363685.472
Total P&L (%) 302.2768 142.3042 159.9725 33.8149 -329.8706 363.6855
Avg Daily Profit (%) 0.2047 0.0963 0.1083 0.0197 0 0.1039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138032 -92334 -93796 -674821 -495300 -394513
Profit Factor 1.3389 1.2918 1.3957 1.0099 0.8303 1.2442
Total Trades 155 77 78 155 77 78
Winning Trades 80 35 45 80 35 45
Losing Trades 75 42 33 75 42 33
Profitability (%) 51.6129 45.4545 57.6923 51.6129 45.4545 57.6923
Ratio Avg Win / Avg Loss 1.2552 1.5501 1.0235 0.9467 0.9964 0.9124
Largest Winning Trade 125414 125414 36847 201143 201143 124162
Largest Losing Trade -53802 -45398 -53802 -292086 -287263 -292086
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 2927 1458 1469 2927 1458 1469
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334123 -106647 -80631 -379339 -624226 -89080

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805877185,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0952,
            "nb": 0.1,
            "nc": 0.59396
        }
    }
}
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": [
        [
            302276.7856360543,
            142304.2436206889,
            159972.5420153656,
            33814.9141649845,
            -329870.5578631247,
            363685.4720281094
        ],
        [
            302.276786,
            142.304244,
            159.972542,
            33.814914,
            -329.870558,
            363.685472
        ],
        [
            0.204656,
            0.096347,
            0.108309,
            0.019724,
            0,
            0.103916
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138032,
            -92334,
            -93796,
            -674821,
            -495300,
            -394513
        ],
        [
            1.338851,
            1.291756,
            1.395664,
            1.00985,
            0.830293,
            1.24421
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            80,
            35,
            45,
            80,
            35,
            45
        ],
        [
            75,
            42,
            33,
            75,
            42,
            33
        ],
        [
            51.612903,
            45.454545,
            57.692308,
            51.612903,
            45.454545,
            57.692308
        ],
        [
            1.255172,
            1.550107,
            1.023487,
            0.946734,
            0.996352,
            0.912421
        ],
        [
            125414,
            125414,
            36847,
            201143,
            201143,
            124162
        ],
        [
            -53802,
            -45398,
            -53802,
            -292086,
            -287263,
            -292086
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            2927,
            1458,
            1469,
            2927,
            1458,
            1469
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334123,
            -106647,
            -80631,
            -379339,
            -624226,
            -89080
        ]
    ]
}
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": 1631145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805877185,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0952,
            "nb": 0.1,
            "nc": 0.59396
        }
    }
}

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)