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Trade: DYDX/USDT/480/DCM/HMA/9852

Strategy
DYDX/USDT/480/DCM/HMA/9852
Pair
DYDX_USDT
Interval
8h
Score
386177
Daily Profit
0.235728
Profit Factor
1.509216
Profitability
48.051948
Streak
0.000000
Best Strategy
Training Data Length
1493.330000
Evaluation Time
2025-10-11 07:48
Expiration Time
2025-11-24 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352019.8118 109763.1406 242256.6712 463844.2646 290386.4766 173457.788
Total P&L (%) 352.0198 109.7631 242.2567 463.8443 290.3865 173.4578
Avg Daily Profit (%) 0.2357 0.0735 0.1622 0.1159 0.0912 0.0674
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226378 -102978 -130934 -1019561 -446827 -580927
Profit Factor 1.5092 1.3004 1.7433 1.2046 1.2495 1.1572
Total Trades 154 77 77 154 77 77
Winning Trades 74 33 41 74 33 41
Losing Trades 80 44 36 80 44 36
Profitability (%) 48.0519 42.8571 53.2468 48.0519 42.8571 53.2468
Ratio Avg Win / Avg Loss 1.6316 1.7339 1.5307 1.3022 1.666 1.0161
Largest Winning Trade 59196 54825 59196 391078 391078 168297
Largest Losing Trade -32945 -24879 -32945 -175973 -149207 -175973
Avg Bars in Trades 28 24 32 28 24 32
Avg Bars in Winners 35 30 39 35 30 39
Avg Bars in Losers 22 20 24 22 20 24
Bars Traded 4409 1886 2523 4409 1886 2523
Profit Streak 0 18.5339 0 0 18.5339 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386177 -137502 -30934 -38459 -114156 -192080
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4480,
    "evaluation_days": 1493.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632758400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158131037,
    "expiration_time": 1764011520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 51,
            "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": [
        [
            352019.8117815038,
            109763.1406141725,
            242256.6711673315,
            463844.2645946371,
            290386.4766384957,
            173457.7879561412
        ],
        [
            352.019812,
            109.763141,
            242.256671,
            463.844265,
            290.386477,
            173.457788
        ],
        [
            0.235728,
            0.073502,
            0.162226,
            0.115889,
            0.091245,
            0.067387
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226378,
            -102978,
            -130934,
            -1019561,
            -446827,
            -580927
        ],
        [
            1.509216,
            1.300407,
            1.743311,
            1.204578,
            1.249465,
            1.157219
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            80,
            44,
            36,
            80,
            44,
            36
        ],
        [
            48.051948,
            42.857143,
            53.246753,
            48.051948,
            42.857143,
            53.246753
        ],
        [
            1.631585,
            1.733876,
            1.530712,
            1.302246,
            1.665953,
            1.016095
        ],
        [
            59196,
            54825,
            59196,
            391078,
            391078,
            168297
        ],
        [
            -32945,
            -24879,
            -32945,
            -175973,
            -149207,
            -175973
        ],
        [
            28,
            24,
            32,
            28,
            24,
            32
        ],
        [
            35,
            30,
            39,
            35,
            30,
            39
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            4409,
            1886,
            2523,
            4409,
            1886,
            2523
        ],
        [
            0,
            18.533924,
            0,
            0,
            18.533924,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386177,
            -137502,
            -30934,
            -38459,
            -114156,
            -192080
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4480,
    "evaluation_days": 1493.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632758400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158131037,
    "expiration_time": 1764011520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 51,
            "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)