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Trade: DYDX/USDT/360/PWMA/WMA/7319

Strategy
DYDX/USDT/360/PWMA/WMA/7319
Pair
DYDX_USDT
Interval
6h
Score
400811
Daily Profit
0.204093
Profit Factor
1.633729
Profitability
51.111111
Streak
0.000000
Best Strategy
Training Data Length
1489.000000
Evaluation Time
2025-10-07 00:37
Expiration Time
2025-11-20 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303894.7084 91701.5452 212193.1632 328684.9495 -212461.34 541146.2895
Total P&L (%) 303.8947 91.7015 212.1932 328.685 -212.4613 541.1463
Avg Daily Profit (%) 0.2041 0.0616 0.1425 0.0978 0 0.1249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95569 -67099 -66501 -430320 -505311 -121820
Profit Factor 1.6337 1.3393 2.0138 1.2075 0.7926 1.9673
Total Trades 90 45 45 90 45 45
Winning Trades 46 21 25 46 21 25
Losing Trades 44 24 20 44 24 20
Profitability (%) 51.1111 46.6667 55.5556 51.1111 46.6667 55.5556
Ratio Avg Win / Avg Loss 1.5627 1.5307 1.6111 1.155 0.9059 1.5739
Largest Winning Trade 87258 87258 63988 209115 77398 209115
Largest Losing Trade -43286 -28132 -43286 -196179 -196179 -101466
Avg Bars in Trades 62 60 64 62 60 64
Avg Bars in Winners 77 77 78 77 77 78
Avg Bars in Losers 45 45 45 45 45 45
Bars Traded 5598 2718 2880 5598 2718 2880
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 400811 -110486 65379 -62502 -582008 -21379
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5956,
    "evaluation_days": 1489,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636761600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759786673344,
    "expiration_time": 1763633088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "offset": 13
        }
    }
}
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": [
        [
            303894.7083933433,
            91701.5452092162,
            212193.1631841272,
            328684.9495009374,
            -212461.3400004751,
            541146.2895014122
        ],
        [
            303.894708,
            91.701545,
            212.193163,
            328.68495,
            -212.46134,
            541.14629
        ],
        [
            0.204093,
            0.061586,
            0.142507,
            0.097801,
            0,
            0.124865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95569,
            -67099,
            -66501,
            -430320,
            -505311,
            -121820
        ],
        [
            1.633729,
            1.339343,
            2.013817,
            1.207493,
            0.792649,
            1.967319
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            51.111111,
            46.666667,
            55.555556,
            51.111111,
            46.666667,
            55.555556
        ],
        [
            1.562698,
            1.530678,
            1.611054,
            1.154993,
            0.905885,
            1.573855
        ],
        [
            87258,
            87258,
            63988,
            209115,
            77398,
            209115
        ],
        [
            -43286,
            -28132,
            -43286,
            -196179,
            -196179,
            -101466
        ],
        [
            62,
            60,
            64,
            62,
            60,
            64
        ],
        [
            77,
            77,
            78,
            77,
            77,
            78
        ],
        [
            45,
            45,
            45,
            45,
            45,
            45
        ],
        [
            5598,
            2718,
            2880,
            5598,
            2718,
            2880
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400811,
            -110486,
            65379,
            -62502,
            -582008,
            -21379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5956,
    "evaluation_days": 1489,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636761600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759786673344,
    "expiration_time": 1763633088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "offset": 13
        }
    }
}

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)