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Trade: DYDX/USDT/120/WMA/PWMA/8920

Strategy
DYDX/USDT/120/WMA/PWMA/8920
Pair
DYDX_USDT
Interval
2h
Score
364062
Daily Profit
0.181502
Profit Factor
1.294039
Profitability
62.790698
Streak
15.602126
Best Strategy
Training Data Length
1483.920000
Evaluation Time
2025-10-02 01:27
Expiration Time
2025-11-24 10:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269335.0827 89383.3701 179951.7127 -61956.1763 86965.3827 -148921.559
Total P&L (%) 269.3351 89.3834 179.9517 -61.9562 86.9654 -148.9216
Avg Daily Profit (%) 0.1815 0.0602 0.1213 -0.0651 0.0422 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118484 -115552 -103568 -471662 -149237 -477163
Profit Factor 1.294 1.2014 1.3811 0.952 1.1724 0.8105
Total Trades 215 108 107 215 108 107
Winning Trades 135 64 71 135 64 71
Losing Trades 80 44 36 80 44 36
Profitability (%) 62.7907 59.2593 66.3551 62.7907 59.2593 66.3551
Ratio Avg Win / Avg Loss 0.7668 0.826 0.7003 0.5641 0.806 0.411
Largest Winning Trade 70112 70112 29121 168843 168843 60978
Largest Losing Trade -91542 -36684 -91542 -413869 -76538 -413869
Avg Bars in Trades 82 87 76 82 87 76
Avg Bars in Winners 52 52 51 52 52 51
Avg Bars in Losers 132 137 126 132 137 126
Bars Traded 17644 9425 8219 17644 9425 8219
Profit Streak 15.6021 24.0188 15.6021 15.6021 24.0188 15.6021
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364062 -112713 -29771 -576508 -167147 -578346
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17807,
    "evaluation_days": 1483.92,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632261600000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759357623721,
    "expiration_time": 1763971574400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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": [
        [
            269335.0827439508,
            89383.3700930665,
            179951.7126508843,
            -61956.1763168137,
            86965.3827161563,
            -148921.5590329699
        ],
        [
            269.335083,
            89.38337,
            179.951713,
            -61.956176,
            86.965383,
            -148.921559
        ],
        [
            0.181502,
            0.060235,
            0.121268,
            -0.065106,
            0.042178,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118484,
            -115552,
            -103568,
            -471662,
            -149237,
            -477163
        ],
        [
            1.294039,
            1.201419,
            1.381081,
            0.951987,
            1.17241,
            0.81053
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            135,
            64,
            71,
            135,
            64,
            71
        ],
        [
            80,
            44,
            36,
            80,
            44,
            36
        ],
        [
            62.790698,
            59.259259,
            66.35514,
            62.790698,
            59.259259,
            66.35514
        ],
        [
            0.766838,
            0.825975,
            0.700266,
            0.56414,
            0.806032,
            0.410973
        ],
        [
            70112,
            70112,
            29121,
            168843,
            168843,
            60978
        ],
        [
            -91542,
            -36684,
            -91542,
            -413869,
            -76538,
            -413869
        ],
        [
            82,
            87,
            76,
            82,
            87,
            76
        ],
        [
            52,
            52,
            51,
            52,
            52,
            51
        ],
        [
            132,
            137,
            126,
            132,
            137,
            126
        ],
        [
            17644,
            9425,
            8219,
            17644,
            9425,
            8219
        ],
        [
            15.602126,
            24.018793,
            15.602126,
            15.602126,
            24.018793,
            15.602126
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364062,
            -112713,
            -29771,
            -576508,
            -167147,
            -578346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17807,
    "evaluation_days": 1483.92,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632261600000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759357623721,
    "expiration_time": 1763971574400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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)