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Trade: DYDX/USDT/360/FWMA/HMA/3734

Strategy
DYDX/USDT/360/FWMA/HMA/3734
Pair
DYDX_USDT
Interval
6h
Score
410460
Daily Profit
0.167079
Profit Factor
1.311318
Profitability
70.422535
Streak
30.853360
Best Strategy
Training Data Length
1491.250000
Evaluation Time
2025-10-09 05:28
Expiration Time
2025-11-22 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249156.6676 42088.734 207067.9336 44742.1938 -49907.1359 94649.3296
Total P&L (%) 249.1567 42.0887 207.0679 44.7422 -49.9071 94.6493
Avg Daily Profit (%) 0.1671 0.0282 0.1389 0.0248 -0.0463 0.0447
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98196 -64700 -95145 -360109 -171416 -290893
Profit Factor 1.3113 1.1044 1.5213 1.0296 0.9316 1.1208
Total Trades 213 106 107 213 106 107
Winning Trades 150 71 79 150 71 79
Losing Trades 63 35 28 63 35 28
Profitability (%) 70.4225 66.9811 73.8318 70.4225 66.9811 73.8318
Ratio Avg Win / Avg Loss 0.5508 0.5444 0.5392 0.4324 0.4592 0.3972
Largest Winning Trade 32695 30160 32695 79753 79753 60105
Largest Losing Trade -73778 -35004 -73778 -224145 -108138 -224145
Avg Bars in Trades 26 24 28 26 24 28
Avg Bars in Winners 15 12 18 15 12 18
Avg Bars in Losers 53 49 59 53 49 59
Bars Traded 5729 2629 3100 5729 2629 3100
Profit Streak 30.8534 30.8534 51.1034 30.8534 30.8534 51.1034
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410460 -261344 -2945 -345639 -577570 -217629
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635357600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976930307,
    "expiration_time": 1763833320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "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": [
        [
            249156.6675584548,
            42088.7339987032,
            207067.9335597514,
            44742.1937833615,
            -49907.1358655175,
            94649.3296488789
        ],
        [
            249.156668,
            42.088734,
            207.067934,
            44.742194,
            -49.907136,
            94.64933
        ],
        [
            0.167079,
            0.028224,
            0.138855,
            0.0248,
            -0.046346,
            0.044672
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98196,
            -64700,
            -95145,
            -360109,
            -171416,
            -290893
        ],
        [
            1.311318,
            1.104411,
            1.521287,
            1.029563,
            0.931614,
            1.120779
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            150,
            71,
            79,
            150,
            71,
            79
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            70.422535,
            66.981132,
            73.831776,
            70.422535,
            66.981132,
            73.831776
        ],
        [
            0.550753,
            0.544428,
            0.53919,
            0.432417,
            0.459246,
            0.397238
        ],
        [
            32695,
            30160,
            32695,
            79753,
            79753,
            60105
        ],
        [
            -73778,
            -35004,
            -73778,
            -224145,
            -108138,
            -224145
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            15,
            12,
            18,
            15,
            12,
            18
        ],
        [
            53,
            49,
            59,
            53,
            49,
            59
        ],
        [
            5729,
            2629,
            3100,
            5729,
            2629,
            3100
        ],
        [
            30.85336,
            30.85336,
            51.10336,
            30.85336,
            30.85336,
            51.10336
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410460,
            -261344,
            -2945,
            -345639,
            -577570,
            -217629
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635357600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976930307,
    "expiration_time": 1763833320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "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)