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Trade: DYDX/USDT/720/HWMA/BBL/3458

Strategy
DYDX/USDT/720/HWMA/BBL/3458
Pair
DYDX_USDT
Interval
12h
Score
612060
Daily Profit
0.310252
Profit Factor
2.408263
Profitability
79.381443
Streak
18.008308
Best Strategy
Training Data Length
1495.500000
Evaluation Time
2025-10-13 15:11
Expiration Time
2025-11-26 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463982.006 101196.1541 362785.8519 1520521.0585 252081.9437 1268439.1148
Total P&L (%) 463.982 101.1962 362.7859 1520.5211 252.0819 1268.4391
Avg Daily Profit (%) 0.3103 0.0677 0.2426 0.1864 0.0842 0.1751
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99321 -53939 -87041 -824697 -391003 -722130
Profit Factor 2.4083 1.6746 3.0216 1.7625 1.3046 2.0874
Total Trades 194 97 97 194 97 97
Winning Trades 154 71 83 154 71 83
Losing Trades 40 26 14 40 26 14
Profitability (%) 79.3814 73.1959 85.567 79.3814 73.1959 85.567
Ratio Avg Win / Avg Loss 0.6255 0.6132 0.5097 0.4578 0.4778 0.3521
Largest Winning Trade 41282 15568 41282 473516 70685 473516
Largest Losing Trade -87041 -36660 -87041 -710431 -263549 -710431
Avg Bars in Trades 14 4 24 14 4 24
Avg Bars in Winners 8 2 12 8 2 12
Avg Bars in Losers 39 10 93 39 10 93
Bars Traded 2829 450 2379 2829 450 2379
Profit Streak 18.0083 116.0083 18.0083 18.0083 116.0083 18.0083
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 612060 -97533 602483 544097 -77437 531811
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2991,
    "evaluation_days": 1495.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637236800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760357517853,
    "expiration_time": 1764189936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79183,
            "nb": 0.81459,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 1.53413
        }
    }
}
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": [
        [
            463982.0059620806,
            101196.1540807804,
            362785.8518813,
            1520521.0585053028,
            252081.943741056,
            1268439.1147642455
        ],
        [
            463.982006,
            101.196154,
            362.785852,
            1520.521059,
            252.081944,
            1268.439115
        ],
        [
            0.310252,
            0.067667,
            0.242585,
            0.186421,
            0.084201,
            0.175095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99321,
            -53939,
            -87041,
            -824697,
            -391003,
            -722130
        ],
        [
            2.408263,
            1.674565,
            3.021607,
            1.762539,
            1.304636,
            2.087355
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            154,
            71,
            83,
            154,
            71,
            83
        ],
        [
            40,
            26,
            14,
            40,
            26,
            14
        ],
        [
            79.381443,
            73.195876,
            85.56701,
            79.381443,
            73.195876,
            85.56701
        ],
        [
            0.625523,
            0.613221,
            0.509669,
            0.457802,
            0.477754,
            0.352084
        ],
        [
            41282,
            15568,
            41282,
            473516,
            70685,
            473516
        ],
        [
            -87041,
            -36660,
            -87041,
            -710431,
            -263549,
            -710431
        ],
        [
            14,
            4,
            24,
            14,
            4,
            24
        ],
        [
            8,
            2,
            12,
            8,
            2,
            12
        ],
        [
            39,
            10,
            93,
            39,
            10,
            93
        ],
        [
            2829,
            450,
            2379,
            2829,
            450,
            2379
        ],
        [
            18.008308,
            116.008308,
            18.008308,
            18.008308,
            116.008308,
            18.008308
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            612060,
            -97533,
            602483,
            544097,
            -77437,
            531811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2991,
    "evaluation_days": 1495.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637236800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760357517853,
    "expiration_time": 1764189936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79183,
            "nb": 0.81459,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 1.53413
        }
    }
}

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)