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Trade: DYDX/USDT/360/OHLC4/FWMA/7251

Strategy
DYDX/USDT/360/OHLC4/FWMA/7251
Pair
DYDX_USDT
Interval
6h
Score
443881
Daily Profit
0.217344
Profit Factor
1.909199
Profitability
73.846154
Streak
0.000000
Best Strategy
Training Data Length
1482.250000
Evaluation Time
2025-09-30 08:21
Expiration Time
2025-11-13 13:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322157.9511 112035.7364 210122.2148 391254.1087 -32008.1225 423262.2312
Total P&L (%) 322.158 112.0357 210.1222 391.2541 -32.0081 423.2622
Avg Daily Profit (%) 0.2173 0.0756 0.1418 0.1074 -0.026 0.1117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86393 -78641 -29556 -454805 -520271 -70161
Profit Factor 1.9092 1.4505 2.989 1.3493 0.9609 2.4031
Total Trades 130 65 65 130 65 65
Winning Trades 96 46 50 96 46 50
Losing Trades 34 19 15 34 19 15
Profitability (%) 73.8462 70.7692 76.9231 73.8462 70.7692 76.9231
Ratio Avg Win / Avg Loss 0.6762 0.5991 0.8967 0.4779 0.3969 0.7209
Largest Winning Trade 40920 40920 36764 108478 108478 71078
Largest Losing Trade -69880 -69880 -29556 -417711 -417711 -68620
Avg Bars in Trades 40 49 31 40 49 31
Avg Bars in Winners 20 22 18 20 22 18
Avg Bars in Losers 98 116 75 98 116 75
Bars Traded 5301 3241 2060 5301 3241 2060
Profit Streak 0 0 16.7233 0 0 16.7233
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443881 -221677 -127985 -47110 -709766 -169179
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5929,
    "evaluation_days": 1482.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639051200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209696719,
    "expiration_time": 1763032392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 138,
            "offset": 229
        }
    }
}
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": [
        [
            322157.951113799,
            112035.7363608852,
            210122.2147529137,
            391254.1086604748,
            -32008.1225084961,
            423262.2311689711
        ],
        [
            322.157951,
            112.035736,
            210.122215,
            391.254109,
            -32.008123,
            423.262231
        ],
        [
            0.217344,
            0.075585,
            0.141759,
            0.107448,
            -0.026023,
            0.111711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86393,
            -78641,
            -29556,
            -454805,
            -520271,
            -70161
        ],
        [
            1.909199,
            1.450504,
            2.989001,
            1.349301,
            0.960892,
            2.4031
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            73.846154,
            70.769231,
            76.923077,
            73.846154,
            70.769231,
            76.923077
        ],
        [
            0.676175,
            0.599121,
            0.8967,
            0.477877,
            0.39689,
            0.72093
        ],
        [
            40920,
            40920,
            36764,
            108478,
            108478,
            71078
        ],
        [
            -69880,
            -69880,
            -29556,
            -417711,
            -417711,
            -68620
        ],
        [
            40,
            49,
            31,
            40,
            49,
            31
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            98,
            116,
            75,
            98,
            116,
            75
        ],
        [
            5301,
            3241,
            2060,
            5301,
            3241,
            2060
        ],
        [
            0,
            0,
            16.723342,
            0,
            0,
            16.723342
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443881,
            -221677,
            -127985,
            -47110,
            -709766,
            -169179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5929,
    "evaluation_days": 1482.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639051200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209696719,
    "expiration_time": 1763032392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 138,
            "offset": 229
        }
    }
}

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)