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Trade: DYDX/USDT/480/SWMA/PWMA/6725

Strategy
DYDX/USDT/480/SWMA/PWMA/6725
Pair
DYDX_USDT
Interval
8h
Score
343928
Daily Profit
0.152835
Profit Factor
1.286092
Profitability
50.588235
Streak
11.196240
Best Strategy
Training Data Length
1491.000000
Evaluation Time
2025-10-08 23:42
Expiration Time
2025-11-22 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227876.8512 41273.0452 186603.806 66544.4079 -126762.9907 193307.3986
Total P&L (%) 227.8769 41.273 186.6038 66.5444 -126.763 193.3074
Avg Daily Profit (%) 0.1528 0.0277 0.1252 0.0342 0 0.0722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84191 -90224 -66824 -338821 -347067 -186940
Profit Factor 1.2861 1.1066 1.4557 1.0327 0.8713 1.1846
Total Trades 170 85 85 170 85 85
Winning Trades 86 40 46 86 40 46
Losing Trades 84 45 39 84 45 39
Profitability (%) 50.5882 47.0588 54.1176 50.5882 47.0588 54.1176
Ratio Avg Win / Avg Loss 1.2562 1.245 1.2342 1.0087 0.9802 1.0043
Largest Winning Trade 74441 74441 39145 125041 125041 108780
Largest Losing Trade -48090 -21164 -48090 -140913 -97559 -140913
Avg Bars in Trades 25 21 28 25 21 28
Avg Bars in Winners 25 20 29 25 20 29
Avg Bars in Losers 25 22 28 25 22 28
Bars Traded 4310 1856 2454 4310 1856 2454
Profit Streak 11.1962 11.1962 18.5296 11.1962 11.1962 18.5296
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343928 -261790 -23853 -329582 -581333 -112997
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4473,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633651200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956155180,
    "expiration_time": 1763803872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "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": [
        [
            227876.8511995953,
            41273.0451620347,
            186603.8060375605,
            66544.4079380152,
            -126762.9906513655,
            193307.3985893806
        ],
        [
            227.876851,
            41.273045,
            186.603806,
            66.544408,
            -126.762991,
            193.307399
        ],
        [
            0.152835,
            0.027681,
            0.125153,
            0.034217,
            0,
            0.072196
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84191,
            -90224,
            -66824,
            -338821,
            -347067,
            -186940
        ],
        [
            1.286092,
            1.106636,
            1.455721,
            1.032747,
            0.871271,
            1.184571
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            86,
            40,
            46,
            86,
            40,
            46
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            50.588235,
            47.058824,
            54.117647,
            50.588235,
            47.058824,
            54.117647
        ],
        [
            1.256183,
            1.244965,
            1.234199,
            1.00873,
            0.98018,
            1.00431
        ],
        [
            74441,
            74441,
            39145,
            125041,
            125041,
            108780
        ],
        [
            -48090,
            -21164,
            -48090,
            -140913,
            -97559,
            -140913
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            25,
            20,
            29,
            25,
            20,
            29
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            4310,
            1856,
            2454,
            4310,
            1856,
            2454
        ],
        [
            11.19624,
            11.19624,
            18.529574,
            11.19624,
            11.19624,
            18.529574
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343928,
            -261790,
            -23853,
            -329582,
            -581333,
            -112997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4473,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633651200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956155180,
    "expiration_time": 1763803872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "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)