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Trade: DYDX/USDT/360/DCM/SINWMA/2341

Strategy
DYDX/USDT/360/DCM/SINWMA/2341
Pair
DYDX_USDT
Interval
6h
Score
408414
Daily Profit
0.184920
Profit Factor
1.495646
Profitability
67.924528
Streak
99.688662
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-06 01:31
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275160.2163 76689.9948 198470.2215 -393729.4656 -173774.9126 -219954.553
Total P&L (%) 275.1602 76.69 198.4702 -393.7295 -173.7749 -219.9546
Avg Daily Profit (%) 0.1849 0.0515 0.1334 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197115 -104540 -164171 -749115 -252885 -552952
Profit Factor 1.4956 1.3083 1.6478 0.7277 0.7048 0.7433
Total Trades 106 53 53 106 53 53
Winning Trades 72 35 37 41 18 23
Losing Trades 34 18 16 65 35 30
Profitability (%) 67.9245 66.0377 69.8113 38.6792 33.9623 43.3962
Ratio Avg Win / Avg Loss 0.7063 0.6728 0.7126 1.1536 1.3705 0.9696
Largest Winning Trade 41785 34139 41785 156185 86908 156185
Largest Losing Trade -126685 -35103 -126685 -240372 -81852 -240372
Avg Bars in Trades 50 42 58 50 42 58
Avg Bars in Winners 39 34 44 69 53 81
Avg Bars in Losers 73 58 90 38 36 40
Bars Traded 5355 2256 3099 5355 2256 3099
Profit Streak 99.6887 169.9387 99.6887 0 0 0
Trades During Streak 3 7 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408414 -302128 -191549 -583231 -765681 -763401
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634904000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703500363,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 175,
            "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": [
        [
            275160.2162851929,
            76689.9947623775,
            198470.2215228156,
            -393729.4656040362,
            -173774.9125579303,
            -219954.5530461059
        ],
        [
            275.160216,
            76.689995,
            198.470222,
            -393.729466,
            -173.774913,
            -219.954553
        ],
        [
            0.18492,
            0.051539,
            0.133381,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197115,
            -104540,
            -164171,
            -749115,
            -252885,
            -552952
        ],
        [
            1.495646,
            1.308257,
            1.647815,
            0.727656,
            0.704832,
            0.743335
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            72,
            35,
            37,
            41,
            18,
            23
        ],
        [
            34,
            18,
            16,
            65,
            35,
            30
        ],
        [
            67.924528,
            66.037736,
            69.811321,
            38.679245,
            33.962264,
            43.396226
        ],
        [
            0.706277,
            0.672818,
            0.712569,
            1.1536,
            1.370507,
            0.969567
        ],
        [
            41785,
            34139,
            41785,
            156185,
            86908,
            156185
        ],
        [
            -126685,
            -35103,
            -126685,
            -240372,
            -81852,
            -240372
        ],
        [
            50,
            42,
            58,
            50,
            42,
            58
        ],
        [
            39,
            34,
            44,
            69,
            53,
            81
        ],
        [
            73,
            58,
            90,
            38,
            36,
            40
        ],
        [
            5355,
            2256,
            3099,
            5355,
            2256,
            3099
        ],
        [
            99.688662,
            169.938662,
            99.688662,
            0,
            0,
            0
        ],
        [
            3,
            7,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408414,
            -302128,
            -191549,
            -583231,
            -765681,
            -763401
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634904000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703500363,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 175,
            "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)