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Trade: DYDX/USDT/240/BBM/HMA/5806

Strategy
DYDX/USDT/240/BBM/HMA/5806
Pair
DYDX_USDT
Interval
4h
Score
384003
Daily Profit
0.163700
Profit Factor
2.258979
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1483.830000
Evaluation Time
2025-10-01 23:15
Expiration Time
2025-11-15 06:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335495.3208 92592.08 242903.2408 489697.4867 308167.3393 181530.1474
Total P&L (%) 335.4953 92.5921 242.9032 489.6975 308.1673 181.5301
Avg Daily Profit (%) 0.2261 0.0624 0.1637 0.1197 0.0948 0.0698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131024 -71159 -78749 -1716880 -1190260 -1029289
Profit Factor 1.779 1.3895 2.259 1.1207 1.1463 1.093
Total Trades 80 40 40 80 40 40
Winning Trades 31 12 19 31 12 19
Losing Trades 49 28 21 49 28 21
Profitability (%) 38.75 30 47.5 38.75 30 47.5
Ratio Avg Win / Avg Loss 2.812 3.2421 2.4968 1.7714 2.6746 1.2081
Largest Winning Trade 106717 106717 70009 1159898 1159898 285053
Largest Losing Trade -20660 -20660 -20356 -457361 -224352 -457361
Avg Bars in Trades 107 86 129 107 86 129
Avg Bars in Winners 192 160 212 192 160 212
Avg Bars in Losers 54 54 55 54 54 55
Bars Traded 8638 3448 5190 8638 3448 5190
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 -16934 -115612 384003 -148082 -132625 -218886
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8903,
    "evaluation_days": 1483.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632888000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759349742007,
    "expiration_time": 1763180496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 2.30652
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "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": [
        [
            335495.3207820138,
            92592.0799767363,
            242903.2408052775,
            489697.4867236222,
            308167.3393136488,
            181530.1474099735
        ],
        [
            335.495321,
            92.59208,
            242.903241,
            489.697487,
            308.167339,
            181.530147
        ],
        [
            0.226101,
            0.062401,
            0.1637,
            0.119657,
            0.094834,
            0.069781
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131024,
            -71159,
            -78749,
            -1716880,
            -1190260,
            -1029289
        ],
        [
            1.779006,
            1.389477,
            2.258979,
            1.120682,
            1.146274,
            1.093045
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            38.75,
            30,
            47.5,
            38.75,
            30,
            47.5
        ],
        [
            2.811977,
            3.242113,
            2.496767,
            1.7714,
            2.67464,
            1.208103
        ],
        [
            106717,
            106717,
            70009,
            1159898,
            1159898,
            285053
        ],
        [
            -20660,
            -20660,
            -20356,
            -457361,
            -224352,
            -457361
        ],
        [
            107,
            86,
            129,
            107,
            86,
            129
        ],
        [
            192,
            160,
            212,
            192,
            160,
            212
        ],
        [
            54,
            54,
            55,
            54,
            54,
            55
        ],
        [
            8638,
            3448,
            5190,
            8638,
            3448,
            5190
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16934,
            -115612,
            384003,
            -148082,
            -132625,
            -218886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8903,
    "evaluation_days": 1483.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632888000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759349742007,
    "expiration_time": 1763180496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 2.30652
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "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)