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Trade: DYDX/USDT/720/HWMA/EMA/4046

Strategy
DYDX/USDT/720/HWMA/EMA/4046
Pair
DYDX_USDT
Interval
12h
Score
445958
Daily Profit
0.149313
Profit Factor
1.790114
Profitability
74.157303
Streak
41.120363
Best Strategy
Training Data Length
1482.000000
Evaluation Time
2025-09-29 17:53
Expiration Time
2025-11-13 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221281.407 90394.0367 130887.3703 219043.6269 79452.7677 139590.8592
Total P&L (%) 221.2814 90.394 130.8874 219.0436 79.4528 139.5909
Avg Daily Profit (%) 0.1493 0.061 0.0883 0.0783 0.0395 0.059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80328 -67424 -53325 -216781 -168894 -135429
Profit Factor 1.7901 1.5639 2.0929 1.3386 1.2307 1.4614
Total Trades 89 44 45 89 44 45
Winning Trades 66 30 36 66 30 36
Losing Trades 23 14 9 23 14 9
Profitability (%) 74.1573 68.1818 80 74.1573 68.1818 80
Ratio Avg Win / Avg Loss 0.6238 0.7298 0.5232 0.4665 0.5743 0.3653
Largest Winning Trade 42055 42055 29612 57567 57567 39834
Largest Losing Trade -59387 -59387 -51055 -140500 -140500 -128531
Avg Bars in Trades 25 33 18 25 33 18
Avg Bars in Winners 10 10 9 10 10 9
Avg Bars in Losers 70 82 52 70 82 52
Bars Traded 2302 1486 816 2302 1486 816
Profit Streak 41.1204 80.6204 41.1204 41.1204 80.6204 41.1204
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445958 -107527 -68189 -84242 -138272 -109110
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2964,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640001600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157599340,
    "expiration_time": 1762988544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.5502,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 206,
            "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": [
        [
            221281.4069561491,
            90394.0366826147,
            130887.3702735344,
            219043.6269013113,
            79452.7677264752,
            139590.859174836
        ],
        [
            221.281407,
            90.394037,
            130.88737,
            219.043627,
            79.452768,
            139.590859
        ],
        [
            0.149313,
            0.060995,
            0.088318,
            0.078314,
            0.039464,
            0.058976
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80328,
            -67424,
            -53325,
            -216781,
            -168894,
            -135429
        ],
        [
            1.790114,
            1.563882,
            2.092949,
            1.338556,
            1.230674,
            1.461373
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            74.157303,
            68.181818,
            80,
            74.157303,
            68.181818,
            80
        ],
        [
            0.623828,
            0.729812,
            0.523237,
            0.466466,
            0.574314,
            0.365343
        ],
        [
            42055,
            42055,
            29612,
            57567,
            57567,
            39834
        ],
        [
            -59387,
            -59387,
            -51055,
            -140500,
            -140500,
            -128531
        ],
        [
            25,
            33,
            18,
            25,
            33,
            18
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            70,
            82,
            52,
            70,
            82,
            52
        ],
        [
            2302,
            1486,
            816,
            2302,
            1486,
            816
        ],
        [
            41.120363,
            80.620363,
            41.120363,
            41.120363,
            80.620363,
            41.120363
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445958,
            -107527,
            -68189,
            -84242,
            -138272,
            -109110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2964,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640001600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157599340,
    "expiration_time": 1762988544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.5502,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 206,
            "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)