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Trade: DYDX/USDT/360/BBM/SWMA/9257

Strategy
DYDX/USDT/360/BBM/SWMA/9257
Pair
DYDX_USDT
Interval
6h
Score
351018
Daily Profit
0.216276
Profit Factor
1.498458
Profitability
52.713178
Streak
0.000000
Best Strategy
Training Data Length
1490.750000
Evaluation Time
2025-10-08 20:51
Expiration Time
2025-11-22 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322414.0508 76257.6166 246156.4342 336485.9027 -344824.1357 681310.0384
Total P&L (%) 322.4141 76.2576 246.1564 336.4859 -344.8241 681.31
Avg Daily Profit (%) 0.2163 0.0512 0.1651 0.0989 0 0.138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121195 -95327 -70960 -1168936 -1068627 -668495
Profit Factor 1.4985 1.2132 1.8513 1.081 0.8561 1.3876
Total Trades 129 65 64 129 65 64
Winning Trades 68 29 39 68 29 39
Losing Trades 61 36 25 61 36 25
Profitability (%) 52.7132 44.6154 60.9375 52.7132 44.6154 60.9375
Ratio Avg Win / Avg Loss 1.3442 1.506 1.1868 0.9697 1.0628 0.8895
Largest Winning Trade 56770 56770 50231 267967 267967 264138
Largest Losing Trade -29993 -29044 -29993 -344964 -344964 -292014
Avg Bars in Trades 45 40 49 45 40 49
Avg Bars in Winners 46 37 52 46 37 52
Avg Bars in Losers 44 43 44 44 43 44
Bars Traded 5834 2662 3172 5834 2662 3172
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351018 -257988 -128037 -193358 -713163 -147201
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5963,
    "evaluation_days": 1490.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632895200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759945890432,
    "expiration_time": 1763788824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 2.17608
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 68,
            "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": [
        [
            322414.0508257744,
            76257.6166006435,
            246156.4342251309,
            336485.9026605638,
            -344824.1356928581,
            681310.0383534213
        ],
        [
            322.414051,
            76.257617,
            246.156434,
            336.485903,
            -344.824136,
            681.310038
        ],
        [
            0.216276,
            0.051154,
            0.165123,
            0.098897,
            0,
            0.137999
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121195,
            -95327,
            -70960,
            -1168936,
            -1068627,
            -668495
        ],
        [
            1.498458,
            1.2132,
            1.851335,
            1.080987,
            0.856142,
            1.38758
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            68,
            29,
            39,
            68,
            29,
            39
        ],
        [
            61,
            36,
            25,
            61,
            36,
            25
        ],
        [
            52.713178,
            44.615385,
            60.9375,
            52.713178,
            44.615385,
            60.9375
        ],
        [
            1.344205,
            1.506042,
            1.186753,
            0.969709,
            1.062797,
            0.889474
        ],
        [
            56770,
            56770,
            50231,
            267967,
            267967,
            264138
        ],
        [
            -29993,
            -29044,
            -29993,
            -344964,
            -344964,
            -292014
        ],
        [
            45,
            40,
            49,
            45,
            40,
            49
        ],
        [
            46,
            37,
            52,
            46,
            37,
            52
        ],
        [
            44,
            43,
            44,
            44,
            43,
            44
        ],
        [
            5834,
            2662,
            3172,
            5834,
            2662,
            3172
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351018,
            -257988,
            -128037,
            -193358,
            -713163,
            -147201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5963,
    "evaluation_days": 1490.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632895200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759945890432,
    "expiration_time": 1763788824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 2.17608
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 68,
            "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)