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Trade: DYDX/USDT/360/SMA/SWMA/9252

Strategy
DYDX/USDT/360/SMA/SWMA/9252
Pair
DYDX_USDT
Interval
6h
Score
501985
Daily Profit
0.171112
Profit Factor
2.522024
Profitability
74.358974
Streak
88.849373
Best Strategy
Training Data Length
1488.750000
Evaluation Time
2025-10-06 17:23
Expiration Time
2025-11-20 05:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392322.7293 137579.3033 254743.426 1065090.5244 330680.8788 734409.6456
Total P&L (%) 392.3227 137.5793 254.7434 1065.0905 330.6809 734.4096
Avg Daily Profit (%) 0.2635 0.0924 0.1711 0.1651 0.0981 0.1426
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83473 -56743 -30294 -243757 -261369 -188684
Profit Factor 2.0351 1.6501 2.522 2.1168 1.5646 2.9959
Total Trades 78 39 39 78 39 39
Winning Trades 49 20 29 49 20 29
Losing Trades 29 19 10 29 19 10
Profitability (%) 62.8205 51.2821 74.359 62.8205 51.2821 74.359
Ratio Avg Win / Avg Loss 1.2045 1.5676 0.8697 1.2528 1.4864 1.0331
Largest Winning Trade 79077 79077 67159 159719 159719 152091
Largest Losing Trade -34366 -34366 -30294 -188684 -169530 -188684
Avg Bars in Trades 71 71 72 71 71 72
Avg Bars in Winners 77 81 75 77 81 75
Avg Bars in Losers 62 61 63 62 61 63
Bars Traded 5608 2797 2811 5608 2797 2811
Profit Streak 88.8494 122.5994 88.8494 88.8494 122.5994 88.8494
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24425 -64891 501985 -24692 -58692 248546
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5955,
    "evaluation_days": 1488.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759760585825,
    "expiration_time": 1763610840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 60,
            "offset": 106
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "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": [
        [
            392322.7293387666,
            137579.3033183838,
            254743.4260203827,
            1065090.5243522553,
            330680.8787931286,
            734409.6455591266
        ],
        [
            392.322729,
            137.579303,
            254.743426,
            1065.090524,
            330.680879,
            734.409646
        ],
        [
            0.263525,
            0.092413,
            0.171112,
            0.165065,
            0.09813,
            0.142607
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83473,
            -56743,
            -30294,
            -243757,
            -261369,
            -188684
        ],
        [
            2.035132,
            1.650075,
            2.522024,
            2.11683,
            1.564581,
            2.99588
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            29,
            19,
            10,
            29,
            19,
            10
        ],
        [
            62.820513,
            51.282051,
            74.358974,
            62.820513,
            51.282051,
            74.358974
        ],
        [
            1.204466,
            1.567571,
            0.869663,
            1.252818,
            1.486352,
            1.033062
        ],
        [
            79077,
            79077,
            67159,
            159719,
            159719,
            152091
        ],
        [
            -34366,
            -34366,
            -30294,
            -188684,
            -169530,
            -188684
        ],
        [
            71,
            71,
            72,
            71,
            71,
            72
        ],
        [
            77,
            81,
            75,
            77,
            81,
            75
        ],
        [
            62,
            61,
            63,
            62,
            61,
            63
        ],
        [
            5608,
            2797,
            2811,
            5608,
            2797,
            2811
        ],
        [
            88.849373,
            122.599373,
            88.849373,
            88.849373,
            122.599373,
            88.849373
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24425,
            -64891,
            501985,
            -24692,
            -58692,
            248546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5955,
    "evaluation_days": 1488.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759760585825,
    "expiration_time": 1763610840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 60,
            "offset": 106
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "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)