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Trade: DYDX/USDT/720/HWMA/DCL/6941

Strategy
DYDX/USDT/720/HWMA/DCL/6941
Pair
DYDX_USDT
Interval
12h
Score
458667
Daily Profit
0.238979
Profit Factor
1.951842
Profitability
62.921348
Streak
0.000000
Best Strategy
Training Data Length
1491.500000
Evaluation Time
2025-10-09 14:55
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 356437.3934 93025.3652 263412.0282 569521.3527 474679.1887 94842.164
Total P&L (%) 356.4374 93.0254 263.412 569.5214 474.6792 94.8422
Avg Daily Profit (%) 0.239 0.0624 0.1766 0.1276 0.1173 0.0447
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84488 -36556 -74839 -1552587 -268842 -1540087
Profit Factor 1.9518 1.8003 2.02 1.1386 1.5071 1.0299
Total Trades 89 45 44 89 45 44
Winning Trades 56 23 33 56 23 33
Losing Trades 33 22 11 33 22 11
Profitability (%) 62.9213 51.1111 75 62.9213 51.1111 75
Ratio Avg Win / Avg Loss 1.1502 1.7221 0.6733 0.671 1.4415 0.3433
Largest Winning Trade 54545 44522 54545 518388 426085 518388
Largest Losing Trade -69356 -17329 -69356 -1237266 -154833 -1237266
Avg Bars in Trades 31 4 59 31 4 59
Avg Bars in Winners 21 3 34 21 3 34
Avg Bars in Losers 48 4 137 48 4 137
Bars Traded 2828 192 2636 2828 192 2636
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 458667 -105743 424132 -89836 -34557 -319176
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": 1634774400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760010942840,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.69102,
            "nc": 0.14197
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 85,
            "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": [
        [
            356437.3934101887,
            93025.3652485217,
            263412.0281616669,
            569521.3527316437,
            474679.1887468057,
            94842.1639848386
        ],
        [
            356.437393,
            93.025365,
            263.412028,
            569.521353,
            474.679189,
            94.842164
        ],
        [
            0.238979,
            0.06237,
            0.176609,
            0.127563,
            0.117309,
            0.044731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84488,
            -36556,
            -74839,
            -1552587,
            -268842,
            -1540087
        ],
        [
            1.951842,
            1.800331,
            2.020037,
            1.138612,
            1.507068,
            1.029894
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            56,
            23,
            33,
            56,
            23,
            33
        ],
        [
            33,
            22,
            11,
            33,
            22,
            11
        ],
        [
            62.921348,
            51.111111,
            75,
            62.921348,
            51.111111,
            75
        ],
        [
            1.150193,
            1.722056,
            0.673346,
            0.670968,
            1.441543,
            0.343298
        ],
        [
            54545,
            44522,
            54545,
            518388,
            426085,
            518388
        ],
        [
            -69356,
            -17329,
            -69356,
            -1237266,
            -154833,
            -1237266
        ],
        [
            31,
            4,
            59,
            31,
            4,
            59
        ],
        [
            21,
            3,
            34,
            21,
            3,
            34
        ],
        [
            48,
            4,
            137,
            48,
            4,
            137
        ],
        [
            2828,
            192,
            2636,
            2828,
            192,
            2636
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458667,
            -105743,
            424132,
            -89836,
            -34557,
            -319176
        ]
    ]
}
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": 1634774400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760010942840,
    "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": 0.69102,
            "nc": 0.14197
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 85,
            "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)