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Trade: DYDX/USDT/720/HWMA/DCM/4714

Strategy
DYDX/USDT/720/HWMA/DCM/4714
Pair
DYDX_USDT
Interval
12h
Score
425023
Daily Profit
0.154535
Profit Factor
1.617524
Profitability
77.011494
Streak
0.000000
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-28 15:22
Expiration Time
2025-11-12 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228866.7207 87707.8098 141158.9109 28429.0266 927.8285 27501.1981
Total P&L (%) 228.8667 87.7078 141.1589 28.429 0.9278 27.5012
Avg Daily Profit (%) 0.1545 0.0592 0.0953 0.0169 0.0006 0.0164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74546 -82162 -63551 -294201 -285267 -244589
Profit Factor 1.6175 1.4004 1.9313 1.0307 1.0019 1.0643
Total Trades 87 43 44 87 43 44
Winning Trades 67 33 34 67 33 34
Losing Trades 20 10 10 20 10 10
Profitability (%) 77.0115 76.7442 77.2727 77.0115 76.7442 77.2727
Ratio Avg Win / Avg Loss 0.4828 0.4244 0.568 0.3077 0.3036 0.313
Largest Winning Trade 84460 84460 30567 85583 85583 52869
Largest Losing Trade -64146 -64146 -63551 -244589 -243235 -244589
Avg Bars in Trades 29 42 16 29 42 16
Avg Bars in Winners 14 17 11 14 17 11
Avg Bars in Losers 77 122 33 77 122 33
Bars Traded 2546 1807 739 2546 1807 739
Profit Streak 0 29.0157 0 0 29.0157 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425023 -110755 -60960 -357652 -573838 -321856
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639008000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062157193,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49484,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "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": [
        [
            228866.7206843851,
            87707.8098039528,
            141158.9108804325,
            28429.0265587479,
            927.8284613388,
            27501.1980974092
        ],
        [
            228.866721,
            87.70781,
            141.158911,
            28.429027,
            0.927828,
            27.501198
        ],
        [
            0.154535,
            0.059222,
            0.095313,
            0.016896,
            0.000624,
            0.016406
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74546,
            -82162,
            -63551,
            -294201,
            -285267,
            -244589
        ],
        [
            1.617524,
            1.400394,
            1.931335,
            1.03071,
            1.001863,
            1.064301
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            77.011494,
            76.744186,
            77.272727,
            77.011494,
            76.744186,
            77.272727
        ],
        [
            0.482843,
            0.424362,
            0.56804,
            0.307675,
            0.303595,
            0.31303
        ],
        [
            84460,
            84460,
            30567,
            85583,
            85583,
            52869
        ],
        [
            -64146,
            -64146,
            -63551,
            -244589,
            -243235,
            -244589
        ],
        [
            29,
            42,
            16,
            29,
            42,
            16
        ],
        [
            14,
            17,
            11,
            14,
            17,
            11
        ],
        [
            77,
            122,
            33,
            77,
            122,
            33
        ],
        [
            2546,
            1807,
            739,
            2546,
            1807,
            739
        ],
        [
            0,
            29.015708,
            0,
            0,
            29.015708,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425023,
            -110755,
            -60960,
            -357652,
            -573838,
            -321856
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639008000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062157193,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49484,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "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)