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Trade: DYDX/USDT/240/MIDPRICE/PWMA/5435

Strategy
DYDX/USDT/240/MIDPRICE/PWMA/5435
Pair
DYDX_USDT
Interval
4h
Score
475490
Daily Profit
0.197769
Profit Factor
1.823278
Profitability
60.747664
Streak
10.349250
Best Strategy
Training Data Length
1492.330000
Evaluation Time
2025-10-10 11:22
Expiration Time
2025-11-24 00:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295137.1339 61828.6812 233308.4527 549004.873 89182.4358 459822.4372
Total P&L (%) 295.1371 61.8287 233.3085 549.0049 89.1824 459.8224
Avg Daily Profit (%) 0.1978 0.0414 0.1563 0.1254 0.0427 0.1155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60001 -59381 -43357 -169796 -117442 -123565
Profit Factor 1.8233 1.3357 2.3383 1.6337 1.2023 2.0807
Total Trades 107 53 54 107 53 54
Winning Trades 65 32 33 65 32 33
Losing Trades 42 21 21 42 21 21
Profitability (%) 60.7477 60.3774 61.1111 60.7477 60.3774 61.1111
Ratio Avg Win / Avg Loss 1.1781 0.8766 1.488 1.0556 0.789 1.3241
Largest Winning Trade 60960 57337 60960 179023 78356 179023
Largest Losing Trade -29026 -17124 -29026 -118809 -66434 -118809
Avg Bars in Trades 80 62 98 80 62 98
Avg Bars in Winners 97 74 120 97 74 120
Avg Bars in Losers 53 43 63 53 43 63
Bars Traded 8614 3301 5313 8614 3301 5313
Profit Streak 10.3493 14.6826 10.3493 10.3493 14.6826 10.3493
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475490 -316693 -166925 -19944 -315231 -213493
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8954,
    "evaluation_days": 1492.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634515200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760084575171,
    "expiration_time": 1763936928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 206
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "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": [
        [
            295137.1339343936,
            61828.6812317265,
            233308.452702667,
            549004.8730210353,
            89182.4357945241,
            459822.437226511
        ],
        [
            295.137134,
            61.828681,
            233.308453,
            549.004873,
            89.182436,
            459.822437
        ],
        [
            0.197769,
            0.041431,
            0.156338,
            0.125404,
            0.04273,
            0.115487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60001,
            -59381,
            -43357,
            -169796,
            -117442,
            -123565
        ],
        [
            1.823278,
            1.335729,
            2.338333,
            1.63367,
            1.202265,
            2.080735
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            60.747664,
            60.377358,
            61.111111,
            60.747664,
            60.377358,
            61.111111
        ],
        [
            1.178118,
            0.876572,
            1.48803,
            1.055602,
            0.788987,
            1.324104
        ],
        [
            60960,
            57337,
            60960,
            179023,
            78356,
            179023
        ],
        [
            -29026,
            -17124,
            -29026,
            -118809,
            -66434,
            -118809
        ],
        [
            80,
            62,
            98,
            80,
            62,
            98
        ],
        [
            97,
            74,
            120,
            97,
            74,
            120
        ],
        [
            53,
            43,
            63,
            53,
            43,
            63
        ],
        [
            8614,
            3301,
            5313,
            8614,
            3301,
            5313
        ],
        [
            10.34925,
            14.682583,
            10.34925,
            10.34925,
            14.682583,
            10.34925
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475490,
            -316693,
            -166925,
            -19944,
            -315231,
            -213493
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8954,
    "evaluation_days": 1492.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634515200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760084575171,
    "expiration_time": 1763936928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 206
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "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)