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Trade: DYDX/USDT/720/HWMA/SSF/6520

Strategy
DYDX/USDT/720/HWMA/SSF/6520
Pair
DYDX_USDT
Interval
12h
Score
420518
Daily Profit
0.242881
Profit Factor
1.278463
Profitability
56.065574
Streak
12.716834
Best Strategy
Training Data Length
1489.500000
Evaluation Time
2025-10-07 08:12
Expiration Time
2025-11-20 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361770.5078 151912.0321 209858.4756 35740.19 38032.9949 -2292.8049
Total P&L (%) 361.7705 151.912 209.8585 35.7402 38.033 -2.2928
Avg Daily Profit (%) 0.2429 0.102 0.1409 0.0205 0.0216 -0.0016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125557 -113216 -113629 -76746 -24686 -25275
Profit Factor 1.2785 1.2346 1.322 1.0976 1.2419 0.989
Total Trades 305 153 152 305 153 152
Winning Trades 171 82 89 171 82 89
Losing Trades 134 71 63 134 71 63
Profitability (%) 56.0656 53.5948 58.5526 56.0656 53.5948 58.5526
Ratio Avg Win / Avg Loss 1.0018 1.069 0.9358 0.8601 1.0753 0.7001
Largest Winning Trade 43046 43046 38011 18814 18814 13611
Largest Losing Trade -84137 -32126 -84137 -69522 -17370 -69522
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 2946 1479 1467 2946 1479 1467
Profit Streak 12.7168 12.7168 17.2168 12.7168 12.7168 17.2168
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420518 -55534 -4201 -279141 -165016 -578581
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2979,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631145600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813934442,
    "expiration_time": 1763655984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.38644,
            "nc": 0.34693
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            361770.5077518466,
            151912.0321225883,
            209858.4756292584,
            35740.1899969955,
            38032.994912465,
            -2292.8049154694
        ],
        [
            361.770508,
            151.912032,
            209.858476,
            35.74019,
            38.032995,
            -2.292805
        ],
        [
            0.242881,
            0.101989,
            0.140892,
            0.020517,
            0.021642,
            -0.001557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125557,
            -113216,
            -113629,
            -76746,
            -24686,
            -25275
        ],
        [
            1.278463,
            1.234616,
            1.322029,
            1.097602,
            1.24186,
            0.989026
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            171,
            82,
            89,
            171,
            82,
            89
        ],
        [
            134,
            71,
            63,
            134,
            71,
            63
        ],
        [
            56.065574,
            53.594771,
            58.552632,
            56.065574,
            53.594771,
            58.552632
        ],
        [
            1.001837,
            1.068996,
            0.935818,
            0.860109,
            1.075269,
            0.700097
        ],
        [
            43046,
            43046,
            38011,
            18814,
            18814,
            13611
        ],
        [
            -84137,
            -32126,
            -84137,
            -69522,
            -17370,
            -69522
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            2946,
            1479,
            1467,
            2946,
            1479,
            1467
        ],
        [
            12.716834,
            12.716834,
            17.216834,
            12.716834,
            12.716834,
            17.216834
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420518,
            -55534,
            -4201,
            -279141,
            -165016,
            -578581
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2979,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631145600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813934442,
    "expiration_time": 1763655984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.38644,
            "nc": 0.34693
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "offset": 0,
            "poles": 3
        }
    }
}

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)