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Trade: DYDX/USDT/240/MIDPOINT/HMA/5026

Strategy
DYDX/USDT/240/MIDPOINT/HMA/5026
Pair
DYDX_USDT
Interval
4h
Score
393120
Daily Profit
0.200326
Profit Factor
1.524535
Profitability
53.571429
Streak
13.210256
Best Strategy
Training Data Length
1490.000000
Evaluation Time
2025-10-08 04:02
Expiration Time
2025-11-21 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298485.3106 90369.5177 208115.7929 250626.9294 126155.4559 124471.4735
Total P&L (%) 298.4853 90.3695 208.1158 250.6269 126.1555 124.4715
Avg Daily Profit (%) 0.2003 0.0607 0.1397 0.0842 0.0548 0.0543
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179033 -91602 -104034 -1191623 -795570 -548499
Profit Factor 1.5245 1.2842 1.8287 1.088 1.0768 1.1032
Total Trades 112 56 56 112 56 56
Winning Trades 60 26 34 60 26 34
Losing Trades 52 30 22 52 30 22
Profitability (%) 53.5714 46.4286 60.7143 53.5714 46.4286 60.7143
Ratio Avg Win / Avg Loss 1.3213 1.4818 1.1833 0.9429 1.2425 0.7138
Largest Winning Trade 71864 58685 71864 397542 397542 175263
Largest Losing Trade -34605 -34605 -30402 -255812 -255812 -202396
Avg Bars in Trades 76 55 98 76 55 98
Avg Bars in Winners 88 53 114 88 53 114
Avg Bars in Losers 63 56 74 63 56 74
Bars Traded 8611 3088 5523 8611 3088 5523
Profit Streak 13.2103 13.2103 22.8769 13.2103 13.2103 22.8769
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393120 -292788 -182333 -204060 -436599 -407274
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759885366103,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "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": [
        [
            298485.3106165606,
            90369.5177114149,
            208115.7929051456,
            250626.9294495701,
            126155.4559311012,
            124471.4735184689
        ],
        [
            298.485311,
            90.369518,
            208.115793,
            250.626929,
            126.155456,
            124.471474
        ],
        [
            0.200326,
            0.060651,
            0.139675,
            0.084234,
            0.054784,
            0.054282
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179033,
            -91602,
            -104034,
            -1191623,
            -795570,
            -548499
        ],
        [
            1.524535,
            1.284247,
            1.828744,
            1.087989,
            1.076843,
            1.103154
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            53.571429,
            46.428571,
            60.714286,
            53.571429,
            46.428571,
            60.714286
        ],
        [
            1.321263,
            1.481824,
            1.183305,
            0.942924,
            1.242511,
            0.713805
        ],
        [
            71864,
            58685,
            71864,
            397542,
            397542,
            175263
        ],
        [
            -34605,
            -34605,
            -30402,
            -255812,
            -255812,
            -202396
        ],
        [
            76,
            55,
            98,
            76,
            55,
            98
        ],
        [
            88,
            53,
            114,
            88,
            53,
            114
        ],
        [
            63,
            56,
            74,
            63,
            56,
            74
        ],
        [
            8611,
            3088,
            5523,
            8611,
            3088,
            5523
        ],
        [
            13.210256,
            13.210256,
            22.876922,
            13.210256,
            13.210256,
            22.876922
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393120,
            -292788,
            -182333,
            -204060,
            -436599,
            -407274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759885366103,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "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)