← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/240/HILO/WMA/3719

Strategy
DYDX/USDT/240/HILO/WMA/3719
Pair
DYDX_USDT
Interval
4h
Score
418078
Daily Profit
0.190285
Profit Factor
1.250402
Profitability
53.954802
Streak
44.186640
Best Strategy
Training Data Length
1483.330000
Evaluation Time
2025-10-01 07:28
Expiration Time
2025-11-14 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282255.0742 93136.4616 189118.6126 96151.3333 32034.8549 64116.4783
Total P&L (%) 282.2551 93.1365 189.1186 96.1513 32.0349 64.1165
Avg Daily Profit (%) 0.1903 0.0628 0.1275 0.0454 0.0187 0.0334
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158875 -181734 -64714 -309813 -342664 -190837
Profit Factor 1.2504 1.1425 1.3993 1.0397 1.0258 1.0544
Total Trades 354 177 177 354 177 177
Winning Trades 191 85 106 191 85 106
Losing Trades 163 92 71 163 92 71
Profitability (%) 53.9548 48.0226 59.887 53.9548 48.0226 59.887
Ratio Avg Win / Avg Loss 1.0671 1.2366 0.9373 0.8873 1.1103 0.7063
Largest Winning Trade 84460 84460 30567 124104 124104 52937
Largest Losing Trade -36949 -30333 -36949 -128885 -87004 -128885
Avg Bars in Trades 24 30 18 24 30 18
Avg Bars in Winners 19 25 15 19 25 15
Avg Bars in Losers 30 35 23 30 35 23
Bars Traded 8775 5484 3291 8775 5484 3291
Profit Streak 44.1866 44.1866 44.6866 44.1866 44.1866 44.6866
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418078 -171773 -20313 -306445 -361822 -307533
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8900,
    "evaluation_days": 1483.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632240000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759292925693,
    "expiration_time": 1763136000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "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": [
        [
            282255.0741722272,
            93136.4616197714,
            189118.6125524555,
            96151.3332635517,
            32034.8549323771,
            64116.4783311749
        ],
        [
            282.255074,
            93.136462,
            189.118613,
            96.151333,
            32.034855,
            64.116478
        ],
        [
            0.190285,
            0.062789,
            0.127496,
            0.045429,
            0.018736,
            0.033404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158875,
            -181734,
            -64714,
            -309813,
            -342664,
            -190837
        ],
        [
            1.250402,
            1.142494,
            1.399331,
            1.039717,
            1.025784,
            1.054405
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            191,
            85,
            106,
            191,
            85,
            106
        ],
        [
            163,
            92,
            71,
            163,
            92,
            71
        ],
        [
            53.954802,
            48.022599,
            59.887006,
            53.954802,
            48.022599,
            59.887006
        ],
        [
            1.067097,
            1.236581,
            0.937288,
            0.887297,
            1.11026,
            0.706253
        ],
        [
            84460,
            84460,
            30567,
            124104,
            124104,
            52937
        ],
        [
            -36949,
            -30333,
            -36949,
            -128885,
            -87004,
            -128885
        ],
        [
            24,
            30,
            18,
            24,
            30,
            18
        ],
        [
            19,
            25,
            15,
            19,
            25,
            15
        ],
        [
            30,
            35,
            23,
            30,
            35,
            23
        ],
        [
            8775,
            5484,
            3291,
            8775,
            5484,
            3291
        ],
        [
            44.18664,
            44.18664,
            44.68664,
            44.18664,
            44.18664,
            44.68664
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418078,
            -171773,
            -20313,
            -306445,
            -361822,
            -307533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8900,
    "evaluation_days": 1483.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632240000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759292925693,
    "expiration_time": 1763136000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "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)