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Trade: DYDX/USDT/120/BBM/PWMA/2895

Strategy
DYDX/USDT/120/BBM/PWMA/2895
Pair
DYDX_USDT
Interval
2h
Score
378508
Daily Profit
0.188739
Profit Factor
1.322236
Profitability
64.186047
Streak
19.153664
Best Strategy
Training Data Length
1487.330000
Evaluation Time
2025-10-05 12:41
Expiration Time
2025-11-27 23:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280716.8554 84820.6968 195896.1586 -72308.8571 58459.8603 -130768.7175
Total P&L (%) 280.7169 84.8207 195.8962 -72.3089 58.4599 -130.7687
Avg Daily Profit (%) 0.1887 0.057 0.1317 -0.0863 0.031 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147606 -128641 -99877 -459299 -215898 -436100
Profit Factor 1.3222 1.1942 1.451 0.9569 1.081 0.8634
Total Trades 215 108 107 215 108 107
Winning Trades 138 59 79 138 59 79
Losing Trades 77 49 28 77 49 28
Profitability (%) 64.186 54.6296 73.8318 64.186 54.6296 73.8318
Ratio Avg Win / Avg Loss 0.7378 0.9918 0.5143 0.5339 0.8978 0.306
Largest Winning Trade 48467 48467 28086 132270 132270 61599
Largest Losing Trade -93170 -30448 -93170 -362738 -101569 -362738
Avg Bars in Trades 82 87 76 82 87 76
Avg Bars in Winners 47 51 45 47 51 45
Avg Bars in Losers 143 132 162 143 132 162
Bars Traded 17639 9486 8153 17639 9486 8153
Profit Streak 19.1537 26.987 19.1537 19.1537 26.987 19.1537
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378508 -124012 -14196 -576341 -284080 -577121
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17848,
    "evaluation_days": 1487.33,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632376800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657276588,
    "expiration_time": 1764277401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 3.67416
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 171,
            "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": [
        [
            280716.8554188473,
            84820.6968378737,
            195896.1585809736,
            -72308.8571297543,
            58459.8603303793,
            -130768.7174601335
        ],
        [
            280.716855,
            84.820697,
            195.896159,
            -72.308857,
            58.45986,
            -130.768717
        ],
        [
            0.188739,
            0.057029,
            0.13171,
            -0.086296,
            0.030955,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147606,
            -128641,
            -99877,
            -459299,
            -215898,
            -436100
        ],
        [
            1.322236,
            1.194183,
            1.451015,
            0.956944,
            1.080971,
            0.863419
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            138,
            59,
            79,
            138,
            59,
            79
        ],
        [
            77,
            49,
            28,
            77,
            49,
            28
        ],
        [
            64.186047,
            54.62963,
            73.831776,
            64.186047,
            54.62963,
            73.831776
        ],
        [
            0.737769,
            0.991779,
            0.514284,
            0.533947,
            0.897756,
            0.306022
        ],
        [
            48467,
            48467,
            28086,
            132270,
            132270,
            61599
        ],
        [
            -93170,
            -30448,
            -93170,
            -362738,
            -101569,
            -362738
        ],
        [
            82,
            87,
            76,
            82,
            87,
            76
        ],
        [
            47,
            51,
            45,
            47,
            51,
            45
        ],
        [
            143,
            132,
            162,
            143,
            132,
            162
        ],
        [
            17639,
            9486,
            8153,
            17639,
            9486,
            8153
        ],
        [
            19.153664,
            26.986997,
            19.153664,
            19.153664,
            26.986998,
            19.153664
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378508,
            -124012,
            -14196,
            -576341,
            -284080,
            -577121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17848,
    "evaluation_days": 1487.33,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632376800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657276588,
    "expiration_time": 1764277401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 3.67416
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 171,
            "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)