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Trade: DYDX/USDT/720/SINWMA/ZLMA/5925

Strategy
DYDX/USDT/720/SINWMA/ZLMA/5925
Pair
DYDX_USDT
Interval
12h
Score
384586
Daily Profit
0.169196
Profit Factor
1.545569
Profitability
51.020408
Streak
16.141995
Best Strategy
Training Data Length
1491.000000
Evaluation Time
2025-10-08 18:24
Expiration Time
2025-11-22 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 252271.6985 57495.0492 194776.6492 217932.2802 -78431.2645 296363.5447
Total P&L (%) 252.2717 57.495 194.7766 217.9323 -78.4313 296.3635
Avg Daily Profit (%) 0.1692 0.0386 0.1306 0.0776 -0.1028 0.0924
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143307 -77373 -104601 -304017 -383802 -156254
Profit Factor 1.5456 1.2163 1.9909 1.2091 0.8867 1.8477
Total Trades 98 49 49 98 49 49
Winning Trades 50 24 26 50 24 26
Losing Trades 48 25 23 48 25 23
Profitability (%) 51.0204 48.9796 53.0612 51.0204 48.9796 53.0612
Ratio Avg Win / Avg Loss 1.4837 1.267 1.7612 1.1608 0.9237 1.6345
Largest Winning Trade 76861 76861 55218 260234 260234 196059
Largest Losing Trade -36430 -31861 -36430 -173777 -173777 -47606
Avg Bars in Trades 28 21 36 28 21 36
Avg Bars in Winners 33 21 45 33 21 45
Avg Bars in Losers 23 20 26 23 20 26
Bars Traded 2821 1031 1790 2821 1031 1790
Profit Streak 16.142 16.142 17.142 16.142 16.142 17.142
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384586 -142098 -13780 -88061 -580223 -65026
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2982,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634212800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937068365,
    "expiration_time": 1763789472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "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": [
        [
            252271.698466964,
            57495.0492458681,
            194776.6492210959,
            217932.280244398,
            -78431.2644657286,
            296363.5447101264
        ],
        [
            252.271698,
            57.495049,
            194.776649,
            217.93228,
            -78.431264,
            296.363545
        ],
        [
            0.169196,
            0.038561,
            0.130635,
            0.077607,
            -0.102826,
            0.092408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143307,
            -77373,
            -104601,
            -304017,
            -383802,
            -156254
        ],
        [
            1.545569,
            1.216286,
            1.990869,
            1.209123,
            0.886742,
            1.847656
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            51.020408,
            48.979592,
            53.061224,
            51.020408,
            48.979592,
            53.061224
        ],
        [
            1.483746,
            1.266964,
            1.761153,
            1.160758,
            0.923689,
            1.634465
        ],
        [
            76861,
            76861,
            55218,
            260234,
            260234,
            196059
        ],
        [
            -36430,
            -31861,
            -36430,
            -173777,
            -173777,
            -47606
        ],
        [
            28,
            21,
            36,
            28,
            21,
            36
        ],
        [
            33,
            21,
            45,
            33,
            21,
            45
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            2821,
            1031,
            1790,
            2821,
            1031,
            1790
        ],
        [
            16.141995,
            16.141995,
            17.141995,
            16.141995,
            16.141995,
            17.141995
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384586,
            -142098,
            -13780,
            -88061,
            -580223,
            -65026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2982,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634212800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937068365,
    "expiration_time": 1763789472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "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)