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Trade: DYDX/USDT/720/HLC3/SWMA/6250

Strategy
DYDX/USDT/720/HLC3/SWMA/6250
Pair
DYDX_USDT
Interval
12h
Score
571571
Daily Profit
0.186543
Profit Factor
1.970753
Profitability
89.898990
Streak
16.119095
Best Strategy
Training Data Length
1491.500000
Evaluation Time
2025-10-09 05:51
Expiration Time
2025-11-22 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278228.3951 79291.0201 198937.3749 364837.3185 37720.7015 327116.617
Total P&L (%) 278.2284 79.291 198.9374 364.8373 37.7207 327.1166
Avg Daily Profit (%) 0.1865 0.0532 0.1334 0.1031 0.0215 0.0974
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84593 -90461 -33564 -532312 -506770 -143471
Profit Factor 1.9708 1.4114 3.1188 1.3277 1.0521 1.8385
Total Trades 99 49 50 99 49 50
Winning Trades 89 44 45 89 44 45
Losing Trades 10 5 5 10 5 5
Profitability (%) 89.899 89.7959 90 89.899 89.7959 90
Ratio Avg Win / Avg Loss 0.2214 0.1604 0.3465 0.1492 0.1196 0.2043
Largest Winning Trade 26115 20586 26115 76896 66470 76896
Largest Losing Trade -60843 -60843 -29569 -409141 -409141 -143471
Avg Bars in Trades 25 31 20 25 31 20
Avg Bars in Winners 11 10 12 11 10 12
Avg Bars in Losers 157 223 90 157 223 90
Bars Traded 2573 1561 1011 2573 1561 1011
Profit Streak 16.1191 153.1191 16.1191 16.1191 153.1191 16.1191
Trades During Streak 10 12 5 10 12 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 571571 -116276 -185111 -49387 -324899 -235568
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640217600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978289792,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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": [
        [
            278228.3950569098,
            79291.0201305877,
            198937.3749263221,
            364837.3184959143,
            37720.7015138263,
            327116.6169820879
        ],
        [
            278.228395,
            79.29102,
            198.937375,
            364.837318,
            37.720702,
            327.116617
        ],
        [
            0.186543,
            0.053162,
            0.133381,
            0.103071,
            0.021461,
            0.097391
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84593,
            -90461,
            -33564,
            -532312,
            -506770,
            -143471
        ],
        [
            1.970753,
            1.411436,
            3.118766,
            1.327652,
            1.052147,
            1.838459
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            89.89899,
            89.795918,
            90,
            89.89899,
            89.795918,
            90
        ],
        [
            0.221433,
            0.16039,
            0.34653,
            0.149174,
            0.119562,
            0.204273
        ],
        [
            26115,
            20586,
            26115,
            76896,
            66470,
            76896
        ],
        [
            -60843,
            -60843,
            -29569,
            -409141,
            -409141,
            -143471
        ],
        [
            25,
            31,
            20,
            25,
            31,
            20
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            157,
            223,
            90,
            157,
            223,
            90
        ],
        [
            2573,
            1561,
            1011,
            2573,
            1561,
            1011
        ],
        [
            16.119095,
            153.119095,
            16.119095,
            16.119095,
            153.119095,
            16.119095
        ],
        [
            10,
            12,
            5,
            10,
            12,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571571,
            -116276,
            -185111,
            -49387,
            -324899,
            -235568
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640217600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978289792,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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)