← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/360/FWMA/HMA/6575

Strategy
DYDX/USDT/360/FWMA/HMA/6575
Pair
DYDX_USDT
Interval
6h
Score
403804
Daily Profit
0.169465
Profit Factor
1.289984
Profitability
69.642857
Streak
24.909347
Best Strategy
Training Data Length
1493.000000
Evaluation Time
2025-10-11 00:49
Expiration Time
2025-11-24 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253011.2069 51815.0953 201196.1116 38537.8883 -152071.7334 190609.6216
Total P&L (%) 253.0112 51.8151 201.1961 38.5379 -152.0717 190.6096
Avg Daily Profit (%) 0.1695 0.0347 0.1348 0.0218 0 0.0715
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165819 -87984 -101996 -707267 -357879 -564522
Profit Factor 1.29 1.1253 1.4385 1.012 0.9 1.112
Total Trades 224 112 112 224 112 112
Winning Trades 156 73 83 156 73 83
Losing Trades 68 39 29 68 39 29
Profitability (%) 69.6429 65.1786 74.1071 69.6429 65.1786 74.1071
Ratio Avg Win / Avg Loss 0.5623 0.6012 0.5026 0.4411 0.4808 0.3885
Largest Winning Trade 29698 26605 29698 131934 131934 110799
Largest Losing Trade -69407 -28498 -69407 -421639 -176132 -421639
Avg Bars in Trades 25 23 27 25 23 27
Avg Bars in Winners 14 11 17 14 11 17
Avg Bars in Losers 51 45 58 51 45 58
Bars Traded 5703 2604 3099 5703 2604 3099
Profit Streak 24.9093 33.9093 24.9093 24.9093 33.9093 24.9093
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403804 -229175 -9413 -369583 -577795 -192031
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5972,
    "evaluation_days": 1493,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132967563,
    "expiration_time": 1763989056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "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": [
        [
            253011.206913988,
            51815.0953204597,
            201196.111593528,
            38537.8882620656,
            -152071.7333711705,
            190609.6216332357
        ],
        [
            253.011207,
            51.815095,
            201.196112,
            38.537888,
            -152.071733,
            190.609622
        ],
        [
            0.169465,
            0.034705,
            0.13476,
            0.021836,
            0,
            0.07148
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165819,
            -87984,
            -101996,
            -707267,
            -357879,
            -564522
        ],
        [
            1.289984,
            1.125255,
            1.438505,
            1.011958,
            0.90002,
            1.112011
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            156,
            73,
            83,
            156,
            73,
            83
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            69.642857,
            65.178571,
            74.107143,
            69.642857,
            65.178571,
            74.107143
        ],
        [
            0.562301,
            0.601164,
            0.50261,
            0.44111,
            0.480833,
            0.388534
        ],
        [
            29698,
            26605,
            29698,
            131934,
            131934,
            110799
        ],
        [
            -69407,
            -28498,
            -69407,
            -421639,
            -176132,
            -421639
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            14,
            11,
            17,
            14,
            11,
            17
        ],
        [
            51,
            45,
            58,
            51,
            45,
            58
        ],
        [
            5703,
            2604,
            3099,
            5703,
            2604,
            3099
        ],
        [
            24.909347,
            33.909347,
            24.909347,
            24.909347,
            33.909347,
            24.909347
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403804,
            -229175,
            -9413,
            -369583,
            -577795,
            -192031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5972,
    "evaluation_days": 1493,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132967563,
    "expiration_time": 1763989056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "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)