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Trade: DYDX/USDT/240/SWMA/ALMA/4063

Strategy
DYDX/USDT/240/SWMA/ALMA/4063
Pair
DYDX_USDT
Interval
4h
Score
445586
Daily Profit
0.281256
Profit Factor
1.691127
Profitability
58.715596
Streak
21.956083
Best Strategy
Training Data Length
1485.170000
Evaluation Time
2025-10-03 05:56
Expiration Time
2025-11-16 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417712.8834 162977.0601 254735.8233 537259.7402 47167.2416 490092.4986
Total P&L (%) 417.7129 162.9771 254.7358 537.2597 47.1672 490.0925
Avg Daily Profit (%) 0.2813 0.1097 0.1715 0.1248 0.026 0.1196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97758 -103111 -66470 -911987 -1137428 -281490
Profit Factor 1.6911 1.4742 1.9772 1.1683 1.0235 1.4146
Total Trades 109 54 55 109 54 55
Winning Trades 64 27 37 64 27 37
Losing Trades 45 27 18 45 27 18
Profitability (%) 58.7156 50 67.2727 58.7156 50 67.2727
Ratio Avg Win / Avg Loss 1.1891 1.4742 0.9619 0.8215 1.0235 0.6882
Largest Winning Trade 99065 99065 58713 352680 352680 242004
Largest Losing Trade -62267 -34792 -62267 -404421 -404421 -221657
Avg Bars in Trades 78 65 91 78 65 91
Avg Bars in Winners 78 59 91 78 59 91
Avg Bars in Losers 78 71 90 78 71 90
Bars Traded 8535 3510 5025 8535 3510 5025
Profit Streak 21.9561 0 40.2894 21.9561 0 40.2894
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445586 -225398 -168911 -61130 -534474 -211497
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 1485.17,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634256000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759460205548,
    "expiration_time": 1763299152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "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": [
        [
            417712.8834178303,
            162977.0601398234,
            254735.823278007,
            537259.7402159534,
            47167.2415684478,
            490092.4986475054
        ],
        [
            417.712883,
            162.97706,
            254.735823,
            537.25974,
            47.167242,
            490.092499
        ],
        [
            0.281256,
            0.109736,
            0.17152,
            0.124778,
            0.026021,
            0.119594
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97758,
            -103111,
            -66470,
            -911987,
            -1137428,
            -281490
        ],
        [
            1.691127,
            1.474161,
            1.977206,
            1.168285,
            1.023459,
            1.414642
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            64,
            27,
            37,
            64,
            27,
            37
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            58.715596,
            50,
            67.272727,
            58.715596,
            50,
            67.272727
        ],
        [
            1.189073,
            1.474161,
            0.961884,
            0.821451,
            1.023459,
            0.688204
        ],
        [
            99065,
            99065,
            58713,
            352680,
            352680,
            242004
        ],
        [
            -62267,
            -34792,
            -62267,
            -404421,
            -404421,
            -221657
        ],
        [
            78,
            65,
            91,
            78,
            65,
            91
        ],
        [
            78,
            59,
            91,
            78,
            59,
            91
        ],
        [
            78,
            71,
            90,
            78,
            71,
            90
        ],
        [
            8535,
            3510,
            5025,
            8535,
            3510,
            5025
        ],
        [
            21.956083,
            0,
            40.289416,
            21.956083,
            0,
            40.289416
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445586,
            -225398,
            -168911,
            -61130,
            -534474,
            -211497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 1485.17,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634256000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759460205548,
    "expiration_time": 1763299152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "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)