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Trade: DYDX/USDT/360/MIDPRICE/WMA/8768

Strategy
DYDX/USDT/360/MIDPRICE/WMA/8768
Pair
DYDX_USDT
Interval
6h
Score
436100
Daily Profit
0.225670
Profit Factor
1.379401
Profitability
56.372549
Streak
70.177930
Best Strategy
Training Data Length
1492.500000
Evaluation Time
2025-10-10 13:16
Expiration Time
2025-11-24 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336813.087 110703.6663 226109.4207 -443666.1942 -461439.9497 17773.7555
Total P&L (%) 336.8131 110.7037 226.1094 -443.6662 -461.44 17.7738
Avg Daily Profit (%) 0.2257 0.0742 0.1515 0 0 0.011
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235716 -127807 -174505 -851821 -509838 -384071
Profit Factor 1.3794 1.2548 1.4988 0.6865 0.4237 1.0289
Total Trades 204 102 102 204 102 102
Winning Trades 115 51 64 85 41 44
Losing Trades 89 51 38 119 61 58
Profitability (%) 56.3725 50 62.7451 41.6667 40.1961 43.1373
Ratio Avg Win / Avg Loss 1.0675 1.2548 0.8899 0.9611 0.6304 1.3563
Largest Winning Trade 47180 47180 35640 97260 49212 97260
Largest Losing Trade -127726 -36117 -127726 -163750 -163750 -123422
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 24 22 25 31 31 31
Avg Bars in Losers 33 34 33 26 26 26
Bars Traded 5834 2918 2916 5834 2918 2916
Profit Streak 70.1779 116.9279 70.1779 0 0 0
Trades During Streak 6 4 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436100 -92717 355102 -582673 -584595 -377939
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5970,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633046400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760091373145,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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": [
        [
            336813.0870233839,
            110703.6663487535,
            226109.4206746304,
            -443666.194209976,
            -461439.9496732301,
            17773.755463254
        ],
        [
            336.813087,
            110.703666,
            226.109421,
            -443.666194,
            -461.43995,
            17.773755
        ],
        [
            0.22567,
            0.074173,
            0.151497,
            0,
            0,
            0.010962
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235716,
            -127807,
            -174505,
            -851821,
            -509838,
            -384071
        ],
        [
            1.379401,
            1.254843,
            1.498753,
            0.686478,
            0.423738,
            1.028931
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            115,
            51,
            64,
            85,
            41,
            44
        ],
        [
            89,
            51,
            38,
            119,
            61,
            58
        ],
        [
            56.372549,
            50,
            62.745098,
            41.666667,
            40.196078,
            43.137255
        ],
        [
            1.067536,
            1.254843,
            0.889884,
            0.96107,
            0.63044,
            1.356318
        ],
        [
            47180,
            47180,
            35640,
            97260,
            49212,
            97260
        ],
        [
            -127726,
            -36117,
            -127726,
            -163750,
            -163750,
            -123422
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            24,
            22,
            25,
            31,
            31,
            31
        ],
        [
            33,
            34,
            33,
            26,
            26,
            26
        ],
        [
            5834,
            2918,
            2916,
            5834,
            2918,
            2916
        ],
        [
            70.17793,
            116.92793,
            70.17793,
            0,
            0,
            0
        ],
        [
            6,
            4,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436100,
            -92717,
            355102,
            -582673,
            -584595,
            -377939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5970,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633046400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760091373145,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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)