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Trade: DYDX/USDT/480/ZLMA/HMA/9647

Strategy
DYDX/USDT/480/ZLMA/HMA/9647
Pair
DYDX_USDT
Interval
8h
Score
384060
Daily Profit
0.205619
Profit Factor
1.551509
Profitability
53.043478
Streak
7.561702
Best Strategy
Training Data Length
1482.670000
Evaluation Time
2025-09-30 16:28
Expiration Time
2025-11-13 21:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304864.6997 118828.8061 186035.8936 272631.0159 50439.7653 222191.2506
Total P&L (%) 304.8647 118.8288 186.0359 272.631 50.4398 222.1913
Avg Daily Profit (%) 0.2056 0.0801 0.1255 0.0888 0.0275 0.0789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116359 -68220 -79020 -348584 -240941 -206172
Profit Factor 1.5515 1.3322 1.9536 1.2127 1.0618 1.4767
Total Trades 115 58 57 115 58 57
Winning Trades 61 26 35 61 26 35
Losing Trades 54 32 22 54 32 22
Profitability (%) 53.0435 44.8276 61.4035 53.0435 44.8276 61.4035
Ratio Avg Win / Avg Loss 1.3735 1.6396 1.228 1.0735 1.3069 0.9282
Largest Winning Trade 107889 107889 56812 182587 182587 64788
Largest Losing Trade -37428 -37428 -31464 -115915 -115915 -75567
Avg Bars in Trades 35 41 29 35 41 29
Avg Bars in Winners 36 38 34 36 38 34
Avg Bars in Losers 35 44 21 35 44 21
Bars Traded 4104 2409 1695 4104 2409 1695
Profit Streak 7.5617 24.5617 0 7.5617 24.5617 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384060 -266077 -201207 -73532 -491410 -266353
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 1482.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635436800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759238931053,
    "expiration_time": 1763062272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 140,
            "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": [
        [
            304864.6996772786,
            118828.8061019962,
            186035.8935752824,
            272631.0159200061,
            50439.7653280665,
            222191.2505919396
        ],
        [
            304.8647,
            118.828806,
            186.035894,
            272.631016,
            50.439765,
            222.191251
        ],
        [
            0.205619,
            0.080145,
            0.125474,
            0.088759,
            0.027548,
            0.078941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116359,
            -68220,
            -79020,
            -348584,
            -240941,
            -206172
        ],
        [
            1.551509,
            1.332213,
            1.953567,
            1.2127,
            1.061836,
            1.476736
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            53.043478,
            44.827586,
            61.403509,
            53.043478,
            44.827586,
            61.403509
        ],
        [
            1.373467,
            1.639647,
            1.227957,
            1.073537,
            1.306876,
            0.928234
        ],
        [
            107889,
            107889,
            56812,
            182587,
            182587,
            64788
        ],
        [
            -37428,
            -37428,
            -31464,
            -115915,
            -115915,
            -75567
        ],
        [
            35,
            41,
            29,
            35,
            41,
            29
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            35,
            44,
            21,
            35,
            44,
            21
        ],
        [
            4104,
            2409,
            1695,
            4104,
            2409,
            1695
        ],
        [
            7.561702,
            24.561702,
            0,
            7.561702,
            24.561702,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384060,
            -266077,
            -201207,
            -73532,
            -491410,
            -266353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 1482.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635436800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759238931053,
    "expiration_time": 1763062272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 140,
            "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)