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Trade: DYDX/USDT/720/PWMA/LINREG/6985

Strategy
DYDX/USDT/720/PWMA/LINREG/6985
Pair
DYDX_USDT
Interval
12h
Score
443275
Daily Profit
0.184503
Profit Factor
1.565009
Profitability
50.000000
Streak
77.311286
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-28 10:28
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272511.2927 73646.419 198864.8738 269925.5626 59798.5487 210127.0139
Total P&L (%) 272.5113 73.6464 198.8649 269.9256 59.7985 210.127
Avg Daily Profit (%) 0.1845 0.0499 0.1346 0.0886 0.0317 0.0767
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110613 -76039 -88624 -141425 -122953 -113190
Profit Factor 1.565 1.3179 1.7933 1.3711 1.1678 1.5663
Total Trades 100 50 50 100 50 50
Winning Trades 50 20 30 50 20 30
Losing Trades 50 30 20 50 30 20
Profitability (%) 50 40 60 50 40 60
Ratio Avg Win / Avg Loss 1.565 1.9769 1.1955 1.3711 1.7517 1.0442
Largest Winning Trade 69339 69339 68091 133560 133560 106458
Largest Losing Trade -37957 -26882 -37957 -92027 -92027 -64287
Avg Bars in Trades 28 21 35 28 21 35
Avg Bars in Winners 35 24 42 35 24 42
Avg Bars in Losers 21 18 25 21 18 25
Bars Traded 2821 1058 1763 2821 1058 1763
Profit Streak 77.3113 104.8113 77.3113 77.3113 104.8113 77.3113
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443275 -307330 -188789 -72136 -368323 -266679
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759044495080,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 84,
            "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": [
        [
            272511.2927357953,
            73646.4189732391,
            198864.8737625561,
            269925.5625902344,
            59798.5486763267,
            210127.0139139079
        ],
        [
            272.511293,
            73.646419,
            198.864874,
            269.925563,
            59.798549,
            210.127014
        ],
        [
            0.184503,
            0.049862,
            0.134641,
            0.088606,
            0.031741,
            0.076658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110613,
            -76039,
            -88624,
            -141425,
            -122953,
            -113190
        ],
        [
            1.565009,
            1.317947,
            1.793294,
            1.371075,
            1.16779,
            1.56634
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            50,
            20,
            30,
            50,
            20,
            30
        ],
        [
            50,
            30,
            20,
            50,
            30,
            20
        ],
        [
            50,
            40,
            60,
            50,
            40,
            60
        ],
        [
            1.565009,
            1.976921,
            1.195529,
            1.371075,
            1.751685,
            1.044227
        ],
        [
            69339,
            69339,
            68091,
            133560,
            133560,
            106458
        ],
        [
            -37957,
            -26882,
            -37957,
            -92027,
            -92027,
            -64287
        ],
        [
            28,
            21,
            35,
            28,
            21,
            35
        ],
        [
            35,
            24,
            42,
            35,
            24,
            42
        ],
        [
            21,
            18,
            25,
            21,
            18,
            25
        ],
        [
            2821,
            1058,
            1763,
            2821,
            1058,
            1763
        ],
        [
            77.311286,
            104.811286,
            77.311286,
            77.311286,
            104.811286,
            77.311286
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443275,
            -307330,
            -188789,
            -72136,
            -368323,
            -266679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759044495080,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 84,
            "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)