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Trade: DYDX/USDT/120/JMA/EMA/8616

Strategy
DYDX/USDT/120/JMA/EMA/8616
Pair
DYDX_USDT
Interval
2h
Score
402464
Daily Profit
0.190045
Profit Factor
1.383837
Profitability
67.241379
Streak
40.604611
Best Strategy
Training Data Length
1482.000000
Evaluation Time
2025-09-30 03:30
Expiration Time
2025-11-22 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281647.1559 79724.8605 201922.2954 17416.7553 -45600.2472 63017.0025
Total P&L (%) 281.6472 79.7249 201.9223 17.4168 -45.6002 63.017
Avg Daily Profit (%) 0.19 0.0538 0.1363 0.0108 -0.0411 0.033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113317 -134317 -89350 -465093 -319029 -320080
Profit Factor 1.3838 1.1928 1.6306 1.0103 0.946 1.0748
Total Trades 174 87 87 174 87 87
Winning Trades 117 56 61 117 56 61
Losing Trades 57 31 26 57 31 26
Profitability (%) 67.2414 64.3678 70.1149 67.2414 64.3678 70.1149
Ratio Avg Win / Avg Loss 0.6742 0.6603 0.695 0.4922 0.5237 0.4581
Largest Winning Trade 45781 45781 23932 58798 58798 35887
Largest Losing Trade -83501 -54919 -83501 -299945 -161392 -299945
Avg Bars in Trades 100 118 83 100 118 83
Avg Bars in Winners 60 70 51 60 70 51
Avg Bars in Losers 183 204 157 183 204 157
Bars Traded 17541 10285 7256 17541 10285 7256
Profit Streak 40.6046 53.3546 40.6046 40.6046 53.3546 40.6046
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402464 -128001 -6840 -393093 -577551 -285176
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17784,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632160800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759192238370,
    "expiration_time": 1763800012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 141,
            "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": [
        [
            281647.1558587599,
            79724.860482889,
            201922.2953758709,
            17416.7553083048,
            -45600.2471788774,
            63017.0024871822
        ],
        [
            281.647156,
            79.72486,
            201.922295,
            17.416755,
            -45.600247,
            63.017002
        ],
        [
            0.190045,
            0.053795,
            0.13625,
            0.010835,
            -0.041072,
            0.03298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113317,
            -134317,
            -89350,
            -465093,
            -319029,
            -320080
        ],
        [
            1.383837,
            1.192769,
            1.630633,
            1.010325,
            0.946021,
            1.074842
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            117,
            56,
            61,
            117,
            56,
            61
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            67.241379,
            64.367816,
            70.114943,
            67.241379,
            64.367816,
            70.114943
        ],
        [
            0.674177,
            0.660283,
            0.695024,
            0.49221,
            0.52369,
            0.458129
        ],
        [
            45781,
            45781,
            23932,
            58798,
            58798,
            35887
        ],
        [
            -83501,
            -54919,
            -83501,
            -299945,
            -161392,
            -299945
        ],
        [
            100,
            118,
            83,
            100,
            118,
            83
        ],
        [
            60,
            70,
            51,
            60,
            70,
            51
        ],
        [
            183,
            204,
            157,
            183,
            204,
            157
        ],
        [
            17541,
            10285,
            7256,
            17541,
            10285,
            7256
        ],
        [
            40.604611,
            53.354611,
            40.604611,
            40.604611,
            53.354611,
            40.604611
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402464,
            -128001,
            -6840,
            -393093,
            -577551,
            -285176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17784,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632160800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759192238370,
    "expiration_time": 1763800012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 141,
            "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)