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Trade: DYDX/USDT/360/WMA/TEMA/2178

Strategy
DYDX/USDT/360/WMA/TEMA/2178
Pair
DYDX_USDT
Interval
6h
Score
510236
Daily Profit
0.307570
Profit Factor
1.749099
Profitability
62.406015
Streak
21.494110
Best Strategy
Training Data Length
1490.750000
Evaluation Time
2025-10-08 20:51
Expiration Time
2025-11-22 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458509.5506 148320.2487 310189.3019 1205494.7593 483872.5824 721622.1769
Total P&L (%) 458.5096 148.3202 310.1893 1205.4948 483.8726 721.6222
Avg Daily Profit (%) 0.3076 0.0995 0.2081 0.1725 0.1184 0.1414
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73804 -72231 -76874 -1046754 -643261 -832973
Profit Factor 1.7491 1.4971 1.9888 1.2344 1.2081 1.2561
Total Trades 133 67 66 133 67 66
Winning Trades 83 40 43 83 40 43
Losing Trades 50 27 23 50 27 23
Profitability (%) 62.406 59.7015 65.1515 62.406 59.7015 65.1515
Ratio Avg Win / Avg Loss 1.0537 1.0105 1.0638 0.7436 0.8155 0.6718
Largest Winning Trade 51698 51698 47265 462459 307827 462459
Largest Losing Trade -68802 -28143 -68802 -722917 -388326 -722917
Avg Bars in Trades 43 36 51 43 36 51
Avg Bars in Winners 37 25 48 37 25 48
Avg Bars in Losers 54 52 56 54 52 56
Bars Traded 5795 2422 3373 5795 2422 3373
Profit Streak 21.4941 31.4941 21.4941 21.4941 31.4941 21.4941
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510236 -173283 -111308 332876 -151462 -127402
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5963,
    "evaluation_days": 1490.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633478400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759945891093,
    "expiration_time": 1763788824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 109,
            "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": [
        [
            458509.5505620401,
            148320.2486957354,
            310189.3018663049,
            1205494.7593004194,
            483872.5823718191,
            721622.1769286003
        ],
        [
            458.509551,
            148.320249,
            310.189302,
            1205.494759,
            483.872582,
            721.622177
        ],
        [
            0.30757,
            0.099494,
            0.208076,
            0.172489,
            0.118434,
            0.141378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73804,
            -72231,
            -76874,
            -1046754,
            -643261,
            -832973
        ],
        [
            1.749099,
            1.497096,
            1.988784,
            1.23437,
            1.208083,
            1.256061
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            83,
            40,
            43,
            83,
            40,
            43
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            62.406015,
            59.701493,
            65.151515,
            62.406015,
            59.701493,
            65.151515
        ],
        [
            1.053674,
            1.01054,
            1.063768,
            0.743596,
            0.815456,
            0.671846
        ],
        [
            51698,
            51698,
            47265,
            462459,
            307827,
            462459
        ],
        [
            -68802,
            -28143,
            -68802,
            -722917,
            -388326,
            -722917
        ],
        [
            43,
            36,
            51,
            43,
            36,
            51
        ],
        [
            37,
            25,
            48,
            37,
            25,
            48
        ],
        [
            54,
            52,
            56,
            54,
            52,
            56
        ],
        [
            5795,
            2422,
            3373,
            5795,
            2422,
            3373
        ],
        [
            21.49411,
            31.49411,
            21.49411,
            21.49411,
            31.49411,
            21.49411
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510236,
            -173283,
            -111308,
            332876,
            -151462,
            -127402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5963,
    "evaluation_days": 1490.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633478400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759945891093,
    "expiration_time": 1763788824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 109,
            "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)