← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/120/FWMA/KCL/9249

Strategy
DYDX/USDT/120/FWMA/KCL/9249
Pair
DYDX_USDT
Interval
2h
Score
500290
Daily Profit
0.229329
Profit Factor
1.553330
Profitability
79.464286
Streak
16.835194
Best Strategy
Training Data Length
1494.670000
Evaluation Time
2025-10-12 21:02
Expiration Time
2025-12-05 13:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342771.4914 77236.1012 265535.3901 -197831.1083 -59610.9593 -138220.149
Total P&L (%) 342.7715 77.2361 265.5354 -197.8311 -59.611 -138.2201
Avg Daily Profit (%) 0.2293 0.0517 0.1777 0 -0.0606 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131752 -30207 -158720 -1812822 -386615 -1801412
Profit Factor 1.5533 1.5135 1.5661 0.9412 0.9277 0.9456
Total Trades 224 112 112 224 112 112
Winning Trades 178 83 95 106 55 51
Losing Trades 46 29 17 118 57 61
Profitability (%) 79.4643 74.1071 84.8214 47.3214 49.1071 45.5357
Ratio Avg Win / Avg Loss 0.4014 0.5288 0.2803 1.0478 0.9615 1.131
Largest Winning Trade 27342 9174 27342 322931 105779 322931
Largest Losing Trade -114312 -19084 -114312 -1255857 -247675 -1255857
Avg Bars in Trades 77 12 142 77 12 142
Avg Bars in Winners 40 7 69 85 14 163
Avg Bars in Losers 222 29 553 70 11 125
Bars Traded 17419 1433 15986 17419 1433 15986
Profit Streak 16.8352 70.7519 16.8352 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500290 -120203 447283 -578980 -581103 -581103
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17936,
    "evaluation_days": 1494.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631858400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760292160777,
    "expiration_time": 1764933811200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            342771.4913562604,
            77236.1012348874,
            265535.3901213728,
            -197831.1083355029,
            -59610.9593273708,
            -138220.1490081321
        ],
        [
            342.771491,
            77.236101,
            265.53539,
            -197.831108,
            -59.610959,
            -138.220149
        ],
        [
            0.229329,
            0.051674,
            0.177655,
            0,
            -0.060638,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131752,
            -30207,
            -158720,
            -1812822,
            -386615,
            -1801412
        ],
        [
            1.55333,
            1.513483,
            1.566108,
            0.941207,
            0.927716,
            0.945587
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            178,
            83,
            95,
            106,
            55,
            51
        ],
        [
            46,
            29,
            17,
            118,
            57,
            61
        ],
        [
            79.464286,
            74.107143,
            84.821429,
            47.321429,
            49.107143,
            45.535714
        ],
        [
            0.401422,
            0.528807,
            0.280251,
            1.047759,
            0.961451,
            1.130996
        ],
        [
            27342,
            9174,
            27342,
            322931,
            105779,
            322931
        ],
        [
            -114312,
            -19084,
            -114312,
            -1255857,
            -247675,
            -1255857
        ],
        [
            77,
            12,
            142,
            77,
            12,
            142
        ],
        [
            40,
            7,
            69,
            85,
            14,
            163
        ],
        [
            222,
            29,
            553,
            70,
            11,
            125
        ],
        [
            17419,
            1433,
            15986,
            17419,
            1433,
            15986
        ],
        [
            16.835194,
            70.751861,
            16.835194,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500290,
            -120203,
            447283,
            -578980,
            -581103,
            -581103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17936,
    "evaluation_days": 1494.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631858400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760292160777,
    "expiration_time": 1764933811200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)