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Trade: DYDX/USDT/480/HWMA/MIDPRICE/4865

Strategy
DYDX/USDT/480/HWMA/MIDPRICE/4865
Pair
DYDX_USDT
Interval
8h
Score
371233
Daily Profit
0.163759
Profit Factor
1.218635
Profitability
53.777778
Streak
20.435340
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-04 21:26
Expiration Time
2025-11-18 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243509.788 69066.5912 174443.1968 1390.412 -47534.1474 48924.5594
Total P&L (%) 243.5098 69.0666 174.4432 1.3904 -47.5341 48.9246
Avg Daily Profit (%) 0.1638 0.0464 0.1173 0.0009 -0.0434 0.0268
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112138 -130267 -89535 -120720 -108919 -120422
Profit Factor 1.2186 1.115 1.34 1.0015 0.9048 1.1143
Total Trades 225 113 112 225 113 112
Winning Trades 121 58 63 121 58 63
Losing Trades 104 55 49 104 55 49
Profitability (%) 53.7778 51.3274 56.25 53.7778 51.3274 56.25
Ratio Avg Win / Avg Loss 1.0474 1.0573 1.0422 0.8608 0.858 0.8667
Largest Winning Trade 59440 59440 45319 34512 34512 25177
Largest Losing Trade -56168 -39106 -56168 -89146 -33755 -89146
Avg Bars in Trades 19 19 19 19 19 19
Avg Bars in Winners 19 19 19 19 19 19
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 4339 2198 2141 4339 2198 2141
Profit Streak 20.4353 39.7687 20.4353 20.4353 39.7687 20.4353
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371233 -223369 -34676 -574475 -579153 -253554
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4461,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634515200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759602413389,
    "expiration_time": 1763447904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.28433
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "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": [
        [
            243509.7880120537,
            69066.5912131688,
            174443.1967988849,
            1390.4120244647,
            -47534.1473908192,
            48924.5594152838
        ],
        [
            243.509788,
            69.066591,
            174.443197,
            1.390412,
            -47.534147,
            48.924559
        ],
        [
            0.163759,
            0.046447,
            0.117312,
            0.000929,
            -0.043367,
            0.026787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112138,
            -130267,
            -89535,
            -120720,
            -108919,
            -120422
        ],
        [
            1.218635,
            1.114975,
            1.340003,
            1.0015,
            0.904786,
            1.114339
        ],
        [
            225,
            113,
            112,
            225,
            113,
            112
        ],
        [
            121,
            58,
            63,
            121,
            58,
            63
        ],
        [
            104,
            55,
            49,
            104,
            55,
            49
        ],
        [
            53.777778,
            51.327434,
            56.25,
            53.777778,
            51.327434,
            56.25
        ],
        [
            1.047422,
            1.057304,
            1.042225,
            0.860793,
            0.857987,
            0.866708
        ],
        [
            59440,
            59440,
            45319,
            34512,
            34512,
            25177
        ],
        [
            -56168,
            -39106,
            -56168,
            -89146,
            -33755,
            -89146
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            4339,
            2198,
            2141,
            4339,
            2198,
            2141
        ],
        [
            20.43534,
            39.768673,
            20.43534,
            20.43534,
            39.768673,
            20.43534
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371233,
            -223369,
            -34676,
            -574475,
            -579153,
            -253554
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4461,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634515200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759602413389,
    "expiration_time": 1763447904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.28433
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "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)