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Trade: DYDX/USDT/120/ZLMA/WMA/8386

Strategy
DYDX/USDT/120/ZLMA/WMA/8386
Pair
DYDX_USDT
Interval
2h
Score
399879
Daily Profit
0.173798
Profit Factor
1.355329
Profitability
70.198675
Streak
46.270433
Best Strategy
Training Data Length
1486.830000
Evaluation Time
2025-10-04 23:29
Expiration Time
2025-11-27 10:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258407.9205 51458.7212 206949.1993 -11617.1974 -89202.6514 77585.4541
Total P&L (%) 258.4079 51.4587 206.9492 -11.6172 -89.2027 77.5855
Avg Daily Profit (%) 0.1738 0.0346 0.1392 -0.0083 -0.1496 0.0386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155420 -137144 -89452 -787343 -636283 -577180
Profit Factor 1.3553 1.1166 1.7241 0.9953 0.9332 1.0687
Total Trades 151 76 75 151 76 75
Winning Trades 106 49 57 106 49 57
Losing Trades 45 27 18 45 27 18
Profitability (%) 70.1987 64.4737 76 70.1987 64.4737 76
Ratio Avg Win / Avg Loss 0.5754 0.6153 0.5444 0.4225 0.5142 0.3375
Largest Winning Trade 38741 38741 30081 170849 170849 81569
Largest Losing Trade -82765 -56004 -82765 -536905 -256603 -536905
Avg Bars in Trades 115 132 98 115 132 98
Avg Bars in Winners 68 72 65 68 72 65
Avg Bars in Losers 225 242 201 225 242 201
Bars Traded 17461 10094 7367 17461 10094 7367
Profit Streak 46.2704 57.6038 46.2704 46.2704 57.6038 46.2704
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399879 -287760 -59054 -575822 -626683 -340281
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17842,
    "evaluation_days": 1486.83,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632686400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759609765394,
    "expiration_time": 1764232646400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "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": [
        [
            258407.9205491891,
            51458.7212283122,
            206949.1993208769,
            -11617.1973621237,
            -89202.6514373591,
            77585.4540752348
        ],
        [
            258.407921,
            51.458721,
            206.949199,
            -11.617197,
            -89.202651,
            77.585454
        ],
        [
            0.173798,
            0.03461,
            0.139188,
            -0.008305,
            -0.149594,
            0.038632
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155420,
            -137144,
            -89452,
            -787343,
            -636283,
            -577180
        ],
        [
            1.355329,
            1.116577,
            1.724052,
            0.995286,
            0.933165,
            1.068665
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            106,
            49,
            57,
            106,
            49,
            57
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            70.198675,
            64.473684,
            76,
            70.198675,
            64.473684,
            76
        ],
        [
            0.575376,
            0.615257,
            0.544437,
            0.422527,
            0.514193,
            0.337473
        ],
        [
            38741,
            38741,
            30081,
            170849,
            170849,
            81569
        ],
        [
            -82765,
            -56004,
            -82765,
            -536905,
            -256603,
            -536905
        ],
        [
            115,
            132,
            98,
            115,
            132,
            98
        ],
        [
            68,
            72,
            65,
            68,
            72,
            65
        ],
        [
            225,
            242,
            201,
            225,
            242,
            201
        ],
        [
            17461,
            10094,
            7367,
            17461,
            10094,
            7367
        ],
        [
            46.270433,
            57.603766,
            46.270433,
            46.270433,
            57.603766,
            46.270433
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399879,
            -287760,
            -59054,
            -575822,
            -626683,
            -340281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17842,
    "evaluation_days": 1486.83,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632686400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759609765394,
    "expiration_time": 1764232646400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "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)