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Trade: DYDX/USDT/480/ZLMA/HMA/6503

Strategy
DYDX/USDT/480/ZLMA/HMA/6503
Pair
DYDX_USDT
Interval
8h
Score
512051
Daily Profit
0.261534
Profit Factor
1.872430
Profitability
64.646465
Streak
19.336500
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-05 03:04
Expiration Time
2025-11-18 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388901.5004 160025.4065 228876.0939 824626.1847 226170.1214 598456.0633
Total P&L (%) 388.9015 160.0254 228.8761 824.6262 226.1701 598.4561
Avg Daily Profit (%) 0.2615 0.1076 0.1539 0.1497 0.0795 0.1308
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107746 -78980 -65966 -374112 -353247 -271304
Profit Factor 1.8724 1.5164 2.6847 1.5913 1.2445 2.2746
Total Trades 99 50 49 99 50 49
Winning Trades 64 28 36 64 28 36
Losing Trades 35 22 13 35 22 13
Profitability (%) 64.6465 56 73.4694 64.6465 56 73.4694
Ratio Avg Win / Avg Loss 1.024 1.1914 0.9695 0.8702 0.9778 0.8214
Largest Winning Trade 96952 96952 51284 169360 122122 169360
Largest Losing Trade -43240 -43240 -32446 -131154 -131154 -130769
Avg Bars in Trades 41 48 33 41 48 33
Avg Bars in Winners 37 40 35 37 40 35
Avg Bars in Losers 48 59 29 48 59 29
Bars Traded 4088 2449 1638 4088 2449 1638
Profit Streak 19.3365 119.0032 19.3365 19.3365 119.0032 19.3365
Trades During Streak 3 8 1 3 8 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512051 -225661 477643 397015 -266428 -12742
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4461,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636099200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759622673589,
    "expiration_time": 1763447904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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": [
        [
            388901.5004208427,
            160025.4065245211,
            228876.093896322,
            824626.1846951882,
            226170.1214014972,
            598456.063293691
        ],
        [
            388.9015,
            160.025407,
            228.876094,
            824.626185,
            226.170121,
            598.456063
        ],
        [
            0.261534,
            0.107616,
            0.153918,
            0.14969,
            0.079537,
            0.130798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107746,
            -78980,
            -65966,
            -374112,
            -353247,
            -271304
        ],
        [
            1.87243,
            1.516359,
            2.684686,
            1.591312,
            1.244491,
            2.274649
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            35,
            22,
            13,
            35,
            22,
            13
        ],
        [
            64.646465,
            56,
            73.469388,
            64.646465,
            56,
            73.469388
        ],
        [
            1.023985,
            1.191425,
            0.96947,
            0.870249,
            0.977815,
            0.821401
        ],
        [
            96952,
            96952,
            51284,
            169360,
            122122,
            169360
        ],
        [
            -43240,
            -43240,
            -32446,
            -131154,
            -131154,
            -130769
        ],
        [
            41,
            48,
            33,
            41,
            48,
            33
        ],
        [
            37,
            40,
            35,
            37,
            40,
            35
        ],
        [
            48,
            59,
            29,
            48,
            59,
            29
        ],
        [
            4088,
            2449,
            1638,
            4088,
            2449,
            1638
        ],
        [
            19.3365,
            119.003166,
            19.3365,
            19.3365,
            119.003167,
            19.3365
        ],
        [
            3,
            8,
            1,
            3,
            8,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512051,
            -225661,
            477643,
            397015,
            -266428,
            -12742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4461,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636099200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759622673589,
    "expiration_time": 1763447904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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)