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Trade: DYDX/USDT/720/PWMA/PWMA/2267

Strategy
DYDX/USDT/720/PWMA/PWMA/2267
Pair
DYDX_USDT
Interval
12h
Score
461592
Daily Profit
0.263553
Profit Factor
1.811047
Profitability
58.823529
Streak
81.494346
Best Strategy
Training Data Length
1485.000000
Evaluation Time
2025-10-03 02:51
Expiration Time
2025-11-16 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391376.1119 182605.5694 208770.5425 425183.8017 -40990.5459 466174.3476
Total P&L (%) 391.3761 182.6056 208.7705 425.1838 -40.9905 466.1743
Avg Daily Profit (%) 0.2636 0.123 0.1406 0.1118 -0.0355 0.1168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163194 -78335 -91177 -990184 -711577 -351717
Profit Factor 1.811 1.6341 2.073 1.1866 0.9702 1.5163
Total Trades 85 42 43 85 42 43
Winning Trades 50 23 27 50 23 27
Losing Trades 35 19 16 35 19 16
Profitability (%) 58.8235 54.7619 62.7907 58.8235 54.7619 62.7907
Ratio Avg Win / Avg Loss 1.2677 1.3499 1.2284 0.8306 0.8015 0.8986
Largest Winning Trade 113905 113905 47260 306701 183081 306701
Largest Losing Trade -61725 -61725 -50964 -333646 -333646 -227667
Avg Bars in Trades 31 36 27 31 36 27
Avg Bars in Winners 34 37 31 34 37 31
Avg Bars in Losers 28 35 20 28 35 20
Bars Traded 2713 1534 1179 2713 1534 1179
Profit Streak 81.4943 113.9943 81.4943 81.4943 113.9943 81.4943
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461592 -25248 587 -58365 -579159 -34765
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2970,
    "evaluation_days": 1485,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1641038400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449111510,
    "expiration_time": 1763255520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 106
        }
    }
}
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": [
        [
            391376.1118849502,
            182605.5693611578,
            208770.5425237924,
            425183.8016850312,
            -40990.5458975687,
            466174.3475825996
        ],
        [
            391.376112,
            182.605569,
            208.770543,
            425.183802,
            -40.990546,
            466.174348
        ],
        [
            0.263553,
            0.122967,
            0.140586,
            0.111751,
            -0.035514,
            0.116818
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163194,
            -78335,
            -91177,
            -990184,
            -711577,
            -351717
        ],
        [
            1.811047,
            1.634075,
            2.072988,
            1.186636,
            0.970194,
            1.51631
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            58.823529,
            54.761905,
            62.790698,
            58.823529,
            54.761905,
            62.790698
        ],
        [
            1.267733,
            1.349888,
            1.228437,
            0.830645,
            0.801465,
            0.898554
        ],
        [
            113905,
            113905,
            47260,
            306701,
            183081,
            306701
        ],
        [
            -61725,
            -61725,
            -50964,
            -333646,
            -333646,
            -227667
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            28,
            35,
            20,
            28,
            35,
            20
        ],
        [
            2713,
            1534,
            1179,
            2713,
            1534,
            1179
        ],
        [
            81.494346,
            113.994346,
            81.494346,
            81.494346,
            113.994346,
            81.494346
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461592,
            -25248,
            587,
            -58365,
            -579159,
            -34765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2970,
    "evaluation_days": 1485,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1641038400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449111510,
    "expiration_time": 1763255520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 106
        }
    }
}

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)