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Trade: DYDX/USDT/720/SWMA/SSF/9659

Strategy
DYDX/USDT/720/SWMA/SSF/9659
Pair
DYDX_USDT
Interval
12h
Score
432412
Daily Profit
0.157370
Profit Factor
2.152311
Profitability
54.761905
Streak
0.000000
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 16:22
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 319228.8562 86793.3437 232435.5125 407752.2724 235068.883 172683.3894
Total P&L (%) 319.2289 86.7933 232.4355 407.7523 235.0689 172.6834
Avg Daily Profit (%) 0.2161 0.0588 0.1574 0.1101 0.0819 0.0679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127214 -66433 -77722 -1067799 -691942 -617217
Profit Factor 1.7095 1.3497 2.1523 1.1625 1.182 1.1418
Total Trades 83 41 42 83 41 42
Winning Trades 35 12 23 35 12 23
Losing Trades 48 29 19 48 29 19
Profitability (%) 42.1687 29.2683 54.7619 42.1687 29.2683 54.7619
Ratio Avg Win / Avg Loss 2.3445 3.2617 1.778 1.5943 2.8566 0.9432
Largest Winning Trade 107213 107213 70583 722256 722256 197430
Largest Losing Trade -23969 -23969 -21403 -256777 -256777 -183594
Avg Bars in Trades 34 28 40 34 28 40
Avg Bars in Winners 56 53 58 56 53 58
Avg Bars in Losers 18 17 19 18 17 19
Bars Traded 2856 1148 1708 2856 1148 1708
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 240319 -123646 432412 -91035 -113481 -167776
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632916800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758979366775,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            319228.8562053177,
            86793.3437190573,
            232435.5124862601,
            407752.2723775532,
            235068.8829727203,
            172683.3894048326
        ],
        [
            319.228856,
            86.793344,
            232.435512,
            407.752272,
            235.068883,
            172.683389
        ],
        [
            0.216133,
            0.058763,
            0.15737,
            0.110069,
            0.0819,
            0.067941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127214,
            -66433,
            -77722,
            -1067799,
            -691942,
            -617217
        ],
        [
            1.709526,
            1.349683,
            2.152311,
            1.162501,
            1.182027,
            1.141796
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            35,
            12,
            23,
            35,
            12,
            23
        ],
        [
            48,
            29,
            19,
            48,
            29,
            19
        ],
        [
            42.168675,
            29.268293,
            54.761905,
            42.168675,
            29.268293,
            54.761905
        ],
        [
            2.344493,
            3.261734,
            1.777996,
            1.594287,
            2.856566,
            0.943223
        ],
        [
            107213,
            107213,
            70583,
            722256,
            722256,
            197430
        ],
        [
            -23969,
            -23969,
            -21403,
            -256777,
            -256777,
            -183594
        ],
        [
            34,
            28,
            40,
            34,
            28,
            40
        ],
        [
            56,
            53,
            58,
            56,
            53,
            58
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            2856,
            1148,
            1708,
            2856,
            1148,
            1708
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            240319,
            -123646,
            432412,
            -91035,
            -113481,
            -167776
        ]
    ]
}
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": 1632916800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758979366775,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 2
        }
    }
}

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)