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Trade: DYDX/USDT/360/HWMA/JMA/5209

Strategy
DYDX/USDT/360/HWMA/JMA/5209
Pair
DYDX_USDT
Interval
6h
Score
373887
Daily Profit
0.233109
Profit Factor
1.245558
Profitability
54.885057
Streak
0.000000
Best Strategy
Training Data Length
1492.750000
Evaluation Time
2025-10-10 20:16
Expiration Time
2025-11-24 08:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347973.5524 131420.3813 216553.1711 132443.9967 2236993.1252 -2104549.1286
Total P&L (%) 347.9736 131.4204 216.5532 132.444 2236.9931 -2104.5491
Avg Daily Profit (%) 0.2331 0.088 0.1451 0.0565 0.2113 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216131 -141633 -133209 -4580453 -1378734 -3792588
Profit Factor 1.2456 1.177 1.3211 1.009 1.3467 0.7449
Total Trades 348 174 174 348 174 174
Winning Trades 191 88 103 191 88 103
Losing Trades 157 86 71 157 86 71
Profitability (%) 54.8851 50.5747 59.1954 54.8851 50.5747 59.1954
Ratio Avg Win / Avg Loss 1.0238 1.1502 0.9107 0.8294 1.316 0.5135
Largest Winning Trade 49835 43051 49835 1437607 1437607 363520
Largest Losing Trade -51114 -32919 -51114 -2441672 -447427 -2441672
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 5789 2895 2893 5789 2895 2893
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 373887 -100578 35714 -326998 331622 -578952
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5971,
    "evaluation_days": 1492.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634536800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760116614958,
    "expiration_time": 1763966808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.43859
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 158,
            "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": [
        [
            347973.5524262905,
            131420.3813354301,
            216553.1710908597,
            132443.9966672739,
            2236993.1252178876,
            -2104549.128550614
        ],
        [
            347.973552,
            131.420381,
            216.553171,
            132.443997,
            2236.993125,
            -2104.549129
        ],
        [
            0.233109,
            0.088039,
            0.14507,
            0.056521,
            0.21134,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216131,
            -141633,
            -133209,
            -4580453,
            -1378734,
            -3792588
        ],
        [
            1.245558,
            1.176965,
            1.321089,
            1.009009,
            1.346654,
            0.744872
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            191,
            88,
            103,
            191,
            88,
            103
        ],
        [
            157,
            86,
            71,
            157,
            86,
            71
        ],
        [
            54.885057,
            50.574713,
            59.195402,
            54.885057,
            50.574713,
            59.195402
        ],
        [
            1.023836,
            1.150215,
            0.910653,
            0.829394,
            1.316048,
            0.513456
        ],
        [
            49835,
            43051,
            49835,
            1437607,
            1437607,
            363520
        ],
        [
            -51114,
            -32919,
            -51114,
            -2441672,
            -447427,
            -2441672
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            5789,
            2895,
            2893,
            5789,
            2895,
            2893
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            373887,
            -100578,
            35714,
            -326998,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5971,
    "evaluation_days": 1492.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634536800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760116614958,
    "expiration_time": 1763966808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.43859
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 158,
            "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)