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Trade: DYDX/USDT/720/HL2/PWMA/3476

Strategy
DYDX/USDT/720/HL2/PWMA/3476
Pair
DYDX_USDT
Interval
12h
Score
380713
Daily Profit
0.174310
Profit Factor
1.515915
Profitability
50.331126
Streak
10.209519
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-04 20:01
Expiration Time
2025-11-18 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259198.5139 74475.735 184722.7789 201486.6505 67823.0567 133663.5938
Total P&L (%) 259.1985 74.4757 184.7228 201.4867 67.8231 133.6636
Avg Daily Profit (%) 0.1743 0.0501 0.1242 0.0742 0.0348 0.0571
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131583 -44592 -109717 -237844 -88164 -239434
Profit Factor 1.5159 1.3732 1.61 1.2059 1.1873 1.2168
Total Trades 151 75 76 151 75 76
Winning Trades 76 35 41 76 35 41
Losing Trades 75 40 35 75 40 35
Profitability (%) 50.3311 46.6667 53.9474 50.3311 46.6667 53.9474
Ratio Avg Win / Avg Loss 1.496 1.5694 1.3744 1.19 1.3569 1.0387
Largest Winning Trade 76355 49144 76355 123378 82818 123378
Largest Losing Trade -49284 -16812 -49284 -131907 -30178 -131907
Avg Bars in Trades 18 14 23 18 14 23
Avg Bars in Winners 26 23 29 26 23 29
Avg Bars in Losers 10 6 15 10 6 15
Bars Traded 2857 1082 1775 2857 1082 1775
Profit Streak 10.2095 0 13.7095 10.2095 0 13.7095
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380713 -182360 -73305 -92539 -219018 -165177
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597302425,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 66
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "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": [
        [
            259198.51386538,
            74475.7349855761,
            184722.7788798038,
            201486.65049714,
            67823.0567035694,
            133663.5937935706
        ],
        [
            259.198514,
            74.475735,
            184.722779,
            201.48665,
            67.823057,
            133.663594
        ],
        [
            0.17431,
            0.050085,
            0.124225,
            0.074241,
            0.034824,
            0.057092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131583,
            -44592,
            -109717,
            -237844,
            -88164,
            -239434
        ],
        [
            1.515915,
            1.373188,
            1.609971,
            1.205873,
            1.187277,
            1.216797
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            50.331126,
            46.666667,
            53.947368,
            50.331126,
            46.666667,
            53.947368
        ],
        [
            1.495969,
            1.569357,
            1.374366,
            1.190007,
            1.356888,
            1.038729
        ],
        [
            76355,
            49144,
            76355,
            123378,
            82818,
            123378
        ],
        [
            -49284,
            -16812,
            -49284,
            -131907,
            -30178,
            -131907
        ],
        [
            18,
            14,
            23,
            18,
            14,
            23
        ],
        [
            26,
            23,
            29,
            26,
            23,
            29
        ],
        [
            10,
            6,
            15,
            10,
            6,
            15
        ],
        [
            2857,
            1082,
            1775,
            2857,
            1082,
            1775
        ],
        [
            10.209519,
            0,
            13.709519,
            10.209519,
            0,
            13.709519
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380713,
            -182360,
            -73305,
            -92539,
            -219018,
            -165177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597302425,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 66
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "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)