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Trade: DYDX/USDT/480/HILO/SINWMA/7040

Strategy
DYDX/USDT/480/HILO/SINWMA/7040
Pair
DYDX_USDT
Interval
8h
Score
438866
Daily Profit
0.177247
Profit Factor
1.634153
Profitability
61.666667
Streak
13.384377
Best Strategy
Training Data Length
1483.330000
Evaluation Time
2025-10-01 04:13
Expiration Time
2025-11-14 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426627.9125 163712.4978 262915.4146 676829.7012 210235.3033 466594.3979
Total P&L (%) 426.6279 163.7125 262.9154 676.8297 210.2353 466.5944
Avg Daily Profit (%) 0.2876 0.1104 0.1772 0.1383 0.0764 0.117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116346 -120359 -42678 -499134 -480576 -206146
Profit Factor 1.3596 1.2121 1.6342 1.1992 1.0968 1.3811
Total Trades 360 180 180 360 180 180
Winning Trades 185 74 111 185 74 111
Losing Trades 175 106 69 175 106 69
Profitability (%) 51.3889 41.1111 61.6667 51.3889 41.1111 61.6667
Ratio Avg Win / Avg Loss 1.2861 1.7362 1.0158 1.1344 1.571 0.8585
Largest Winning Trade 85450 85450 44954 274496 274496 105255
Largest Losing Trade -25502 -24596 -25502 -126461 -123750 -126461
Avg Bars in Trades 12 18 6 12 18 6
Avg Bars in Winners 12 20 6 12 20 6
Avg Bars in Losers 12 16 6 12 16 6
Bars Traded 4418 3301 1117 4418 3301 1117
Profit Streak 0 0 13.3844 0 0 13.3844
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401678 -47783 438866 -7019 -206769 -35114
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4450,
    "evaluation_days": 1483.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631923200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281210156,
    "expiration_time": 1763121600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "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": [
        [
            426627.9124596856,
            163712.497834814,
            262915.4146248715,
            676829.7012122296,
            210235.3033423038,
            466594.3978699256
        ],
        [
            426.627912,
            163.712498,
            262.915415,
            676.829701,
            210.235303,
            466.594398
        ],
        [
            0.287615,
            0.110368,
            0.177247,
            0.138302,
            0.076355,
            0.116999
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116346,
            -120359,
            -42678,
            -499134,
            -480576,
            -206146
        ],
        [
            1.359569,
            1.212089,
            1.634153,
            1.199232,
            1.096762,
            1.381053
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            185,
            74,
            111,
            185,
            74,
            111
        ],
        [
            175,
            106,
            69,
            175,
            106,
            69
        ],
        [
            51.388889,
            41.111111,
            61.666667,
            51.388889,
            41.111111,
            61.666667
        ],
        [
            1.286079,
            1.736235,
            1.015825,
            1.134408,
            1.571037,
            0.858492
        ],
        [
            85450,
            85450,
            44954,
            274496,
            274496,
            105255
        ],
        [
            -25502,
            -24596,
            -25502,
            -126461,
            -123750,
            -126461
        ],
        [
            12,
            18,
            6,
            12,
            18,
            6
        ],
        [
            12,
            20,
            6,
            12,
            20,
            6
        ],
        [
            12,
            16,
            6,
            12,
            16,
            6
        ],
        [
            4418,
            3301,
            1117,
            4418,
            3301,
            1117
        ],
        [
            0,
            0,
            13.384377,
            0,
            0,
            13.384377
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401678,
            -47783,
            438866,
            -7019,
            -206769,
            -35114
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4450,
    "evaluation_days": 1483.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631923200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281210156,
    "expiration_time": 1763121600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "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)