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Trade: DYDX/USDT/480/RMA/PWMA/6525

Strategy
DYDX/USDT/480/RMA/PWMA/6525
Pair
DYDX_USDT
Interval
8h
Score
381973
Daily Profit
0.187995
Profit Factor
1.423854
Profitability
56.557377
Streak
13.669437
Best Strategy
Training Data Length
1489.670000
Evaluation Time
2025-10-07 19:03
Expiration Time
2025-11-21 02:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280051.05 64437.3958 215613.6542 120676.3475 14830.888 105845.4595
Total P&L (%) 280.0511 64.4374 215.6137 120.6763 14.8309 105.8455
Avg Daily Profit (%) 0.188 0.0433 0.1447 0.0531 0.0093 0.0485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111960 -76282 -82717 -476568 -276302 -259989
Profit Factor 1.4239 1.2027 1.6289 1.0706 1.0212 1.105
Total Trades 122 61 61 122 61 61
Winning Trades 69 31 38 69 31 38
Losing Trades 53 30 23 53 30 23
Profitability (%) 56.5574 50.8197 62.2951 56.5574 50.8197 62.2951
Ratio Avg Win / Avg Loss 1.0937 1.1639 0.9859 0.8224 0.9882 0.6688
Largest Winning Trade 58418 44597 58418 217416 96249 217416
Largest Losing Trade -66950 -31733 -66950 -208929 -119144 -208929
Avg Bars in Trades 36 27 44 36 27 44
Avg Bars in Winners 35 21 45 35 21 45
Avg Bars in Losers 37 34 41 37 34 41
Bars Traded 4395 1702 2693 4395 1702 2693
Profit Streak 13.6694 13.6694 19.0028 13.6694 13.6694 19.0028
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381973 -296709 -159041 -264211 -555531 -394381
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632672000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759853039375,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "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": [
        [
            280051.0499959632,
            64437.3957721665,
            215613.6542237966,
            120676.347450507,
            14830.8879608146,
            105845.4594896923
        ],
        [
            280.05105,
            64.437396,
            215.613654,
            120.676347,
            14.830888,
            105.845459
        ],
        [
            0.187995,
            0.043256,
            0.144739,
            0.053149,
            0.009284,
            0.048476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111960,
            -76282,
            -82717,
            -476568,
            -276302,
            -259989
        ],
        [
            1.423854,
            1.202724,
            1.628853,
            1.070611,
            1.021154,
            1.10501
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            56.557377,
            50.819672,
            62.295082,
            56.557377,
            50.819672,
            62.295082
        ],
        [
            1.093685,
            1.163926,
            0.985885,
            0.822353,
            0.988214,
            0.668822
        ],
        [
            58418,
            44597,
            58418,
            217416,
            96249,
            217416
        ],
        [
            -66950,
            -31733,
            -66950,
            -208929,
            -119144,
            -208929
        ],
        [
            36,
            27,
            44,
            36,
            27,
            44
        ],
        [
            35,
            21,
            45,
            35,
            21,
            45
        ],
        [
            37,
            34,
            41,
            37,
            34,
            41
        ],
        [
            4395,
            1702,
            2693,
            4395,
            1702,
            2693
        ],
        [
            13.669437,
            13.669437,
            19.00277,
            13.669437,
            13.669437,
            19.002771
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381973,
            -296709,
            -159041,
            -264211,
            -555531,
            -394381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632672000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759853039375,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "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)