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Trade: DYDX/USDT/120/RMA/PWMA/6759

Strategy
DYDX/USDT/120/RMA/PWMA/6759
Pair
DYDX_USDT
Interval
2h
Score
361107
Daily Profit
0.170157
Profit Factor
1.273207
Profitability
54.128440
Streak
16.657777
Best Strategy
Training Data Length
1491.920000
Evaluation Time
2025-10-10 02:47
Expiration Time
2025-12-02 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253860.0703 55944.9981 197915.0722 53231.4909 -86344.4339 139575.9248
Total P&L (%) 253.8601 55.945 197.9151 53.2315 -86.3444 139.5759
Avg Daily Profit (%) 0.1702 0.0375 0.1327 0.0286 -0.1334 0.0586
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158308 -119843 -73931 -219405 -206802 -135396
Profit Factor 1.2732 1.116 1.4431 1.0385 0.8795 1.2095
Total Trades 218 109 109 218 109 109
Winning Trades 118 54 64 118 54 64
Losing Trades 100 55 45 100 55 45
Profitability (%) 54.1284 49.5413 58.7156 54.1284 49.5413 58.7156
Ratio Avg Win / Avg Loss 1.079 1.1366 1.0146 0.8801 0.8957 0.8504
Largest Winning Trade 51080 46062 51080 78099 59243 78099
Largest Losing Trade -60511 -32117 -60511 -70992 -67539 -70992
Avg Bars in Trades 80 68 92 80 68 92
Avg Bars in Winners 72 52 89 72 52 89
Avg Bars in Losers 90 83 97 90 83 97
Bars Traded 17570 7448 10122 17570 7448 10122
Profit Streak 16.6578 16.6578 21.4911 16.6578 16.6578 21.4911
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361107 -236592 -13554 -332873 -580647 -115420
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17903,
    "evaluation_days": 1491.92,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632628800000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760053631954,
    "expiration_time": 1764687657600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "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": [
        [
            253860.0702777479,
            55944.9980547297,
            197915.0722230183,
            53231.4908872861,
            -86344.4339010008,
            139575.9247882868
        ],
        [
            253.86007,
            55.944998,
            197.915072,
            53.231491,
            -86.344434,
            139.575925
        ],
        [
            0.170157,
            0.037499,
            0.132658,
            0.02861,
            -0.133365,
            0.058579
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158308,
            -119843,
            -73931,
            -219405,
            -206802,
            -135396
        ],
        [
            1.273207,
            1.115953,
            1.443054,
            1.038503,
            0.87946,
            1.209505
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            118,
            54,
            64,
            118,
            54,
            64
        ],
        [
            100,
            55,
            45,
            100,
            55,
            45
        ],
        [
            54.12844,
            49.541284,
            58.715596,
            54.12844,
            49.541284,
            58.715596
        ],
        [
            1.078989,
            1.136619,
            1.014648,
            0.880087,
            0.895747,
            0.850433
        ],
        [
            51080,
            46062,
            51080,
            78099,
            59243,
            78099
        ],
        [
            -60511,
            -32117,
            -60511,
            -70992,
            -67539,
            -70992
        ],
        [
            80,
            68,
            92,
            80,
            68,
            92
        ],
        [
            72,
            52,
            89,
            72,
            52,
            89
        ],
        [
            90,
            83,
            97,
            90,
            83,
            97
        ],
        [
            17570,
            7448,
            10122,
            17570,
            7448,
            10122
        ],
        [
            16.657777,
            16.657777,
            21.49111,
            16.657777,
            16.657777,
            21.491111
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361107,
            -236592,
            -13554,
            -332873,
            -580647,
            -115420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17903,
    "evaluation_days": 1491.92,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632628800000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760053631954,
    "expiration_time": 1764687657600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "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)