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Trade: DYDX/USDT/240/MIDPOINT/HMA/9279

Strategy
DYDX/USDT/240/MIDPOINT/HMA/9279
Pair
DYDX_USDT
Interval
4h
Score
444863
Daily Profit
0.275326
Profit Factor
1.675029
Profitability
50.625000
Streak
0.000000
Best Strategy
Training Data Length
1487.500000
Evaluation Time
2025-10-05 14:53
Expiration Time
2025-11-19 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409546.7136 121835.8359 287710.8776 1105539.9262 393384.2309 712155.6953
Total P&L (%) 409.5467 121.8358 287.7109 1105.5399 393.3842 712.1557
Avg Daily Profit (%) 0.2753 0.0819 0.1934 0.1675 0.1074 0.1409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189528 -88930 -100598 -687093 -321472 -365620
Profit Factor 1.675 1.3595 2.0742 1.4536 1.2998 1.6328
Total Trades 160 80 80 160 80 80
Winning Trades 81 37 44 81 37 44
Losing Trades 79 43 36 79 43 36
Profitability (%) 50.625 46.25 55 50.625 46.25 55
Ratio Avg Win / Avg Loss 1.6337 1.58 1.697 1.4177 1.5106 1.3359
Largest Winning Trade 57654 52138 57654 355395 266834 355395
Largest Losing Trade -25413 -21672 -25413 -338001 -136491 -338001
Avg Bars in Trades 54 45 64 54 45 64
Avg Bars in Winners 64 48 77 64 48 77
Avg Bars in Losers 44 42 47 44 42 47
Bars Traded 8731 3604 5127 8731 3604 5127
Profit Streak 0 0 56.1625 0 0 56.1625
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444863 -102955 -6740 349262 -69382 -20781
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632816000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759665235978,
    "expiration_time": 1763506800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 108,
            "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": [
        [
            409546.7135763242,
            121835.8359275548,
            287710.877648769,
            1105539.9262135564,
            393384.2308703388,
            712155.695343218
        ],
        [
            409.546714,
            121.835836,
            287.710878,
            1105.539926,
            393.384231,
            712.155695
        ],
        [
            0.275326,
            0.081906,
            0.193419,
            0.167502,
            0.10736,
            0.140907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189528,
            -88930,
            -100598,
            -687093,
            -321472,
            -365620
        ],
        [
            1.675029,
            1.359542,
            2.074167,
            1.453586,
            1.299842,
            1.632824
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            81,
            37,
            44,
            81,
            37,
            44
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            50.625,
            46.25,
            55,
            50.625,
            46.25,
            55
        ],
        [
            1.63367,
            1.580008,
            1.697046,
            1.417695,
            1.510627,
            1.335947
        ],
        [
            57654,
            52138,
            57654,
            355395,
            266834,
            355395
        ],
        [
            -25413,
            -21672,
            -25413,
            -338001,
            -136491,
            -338001
        ],
        [
            54,
            45,
            64,
            54,
            45,
            64
        ],
        [
            64,
            48,
            77,
            64,
            48,
            77
        ],
        [
            44,
            42,
            47,
            44,
            42,
            47
        ],
        [
            8731,
            3604,
            5127,
            8731,
            3604,
            5127
        ],
        [
            0,
            0,
            56.162453,
            0,
            0,
            56.162453
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444863,
            -102955,
            -6740,
            349262,
            -69382,
            -20781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632816000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759665235978,
    "expiration_time": 1763506800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 108,
            "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)