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Trade: DYDX/USDT/480/MIDPOINT/PWMA/6471

Strategy
DYDX/USDT/480/MIDPOINT/PWMA/6471
Pair
DYDX_USDT
Interval
8h
Score
492256
Daily Profit
0.166031
Profit Factor
2.100191
Profitability
65.853659
Streak
78.075274
Best Strategy
Training Data Length
1494.330000
Evaluation Time
2025-10-12 04:48
Expiration Time
2025-11-25 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280046.6379 31941.1579 248105.4799 339757.1174 46813.9531 292943.1643
Total P&L (%) 280.0466 31.9412 248.1055 339.7571 46.814 292.9432
Avg Daily Profit (%) 0.1874 0.0214 0.166 0.0992 0.0257 0.0916
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65231 -46035 -52067 -208854 -121936 -172305
Profit Factor 1.6946 1.1798 2.1002 1.2903 1.1058 1.4025
Total Trades 81 40 41 81 40 41
Winning Trades 45 18 27 45 18 27
Losing Trades 36 22 14 36 22 14
Profitability (%) 55.5556 45 65.8537 55.5556 45 65.8537
Ratio Avg Win / Avg Loss 1.3557 1.442 1.089 1.0322 1.3515 0.7272
Largest Winning Trade 65357 26550 65357 136823 96074 136823
Largest Losing Trade -43677 -31671 -43677 -164340 -56365 -164340
Avg Bars in Trades 53 30 74 53 30 74
Avg Bars in Winners 48 23 65 48 23 65
Avg Bars in Losers 58 37 92 58 37 92
Bars Traded 4297 1233 3064 4297 1233 3064
Profit Streak 4.0753 0 78.0753 4.0753 0 78.0753
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6094 -191901 492256 -76274 -266248 -68140
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4483,
    "evaluation_days": 1494.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635408000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760233703714,
    "expiration_time": 1764100512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "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": [
        [
            280046.6378782745,
            31941.1579410953,
            248105.4799371791,
            339757.117431168,
            46813.9530869871,
            292943.1643441812
        ],
        [
            280.046638,
            31.941158,
            248.10548,
            339.757117,
            46.813953,
            292.943164
        ],
        [
            0.187406,
            0.021375,
            0.166031,
            0.099161,
            0.0257,
            0.091621
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65231,
            -46035,
            -52067,
            -208854,
            -121936,
            -172305
        ],
        [
            1.694641,
            1.179806,
            2.100191,
            1.290303,
            1.105774,
            1.402521
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            36,
            22,
            14,
            36,
            22,
            14
        ],
        [
            55.555556,
            45,
            65.853659,
            55.555556,
            45,
            65.853659
        ],
        [
            1.355713,
            1.441986,
            1.088988,
            1.032242,
            1.351502,
            0.727233
        ],
        [
            65357,
            26550,
            65357,
            136823,
            96074,
            136823
        ],
        [
            -43677,
            -31671,
            -43677,
            -164340,
            -56365,
            -164340
        ],
        [
            53,
            30,
            74,
            53,
            30,
            74
        ],
        [
            48,
            23,
            65,
            48,
            23,
            65
        ],
        [
            58,
            37,
            92,
            58,
            37,
            92
        ],
        [
            4297,
            1233,
            3064,
            4297,
            1233,
            3064
        ],
        [
            4.075274,
            0,
            78.075274,
            4.075274,
            0,
            78.075274
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6094,
            -191901,
            492256,
            -76274,
            -266248,
            -68140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4483,
    "evaluation_days": 1494.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635408000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760233703714,
    "expiration_time": 1764100512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "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)