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Trade: DYDX/USDT/720/JMA/BBL/9434

Strategy
DYDX/USDT/720/JMA/BBL/9434
Pair
DYDX_USDT
Interval
12h
Score
492557
Daily Profit
0.208265
Profit Factor
1.685828
Profitability
80.689655
Streak
7.494322
Best Strategy
Training Data Length
1485.000000
Evaluation Time
2025-10-03 02:51
Expiration Time
2025-11-16 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309273.4575 57711.2333 251562.2241 -285040.0044 -105292.8187 -179747.1857
Total P&L (%) 309.2735 57.7112 251.5622 -285.04 -105.2928 -179.7472
Avg Daily Profit (%) 0.2083 0.0389 0.1694 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140863 -35931 -137077 -1298031 -280455 -1169670
Profit Factor 1.6858 1.3262 1.9181 0.8725 0.8459 0.8842
Total Trades 145 73 72 145 73 72
Winning Trades 117 54 63 64 31 33
Losing Trades 28 19 9 81 42 39
Profitability (%) 80.6897 73.9726 87.5 44.1379 42.4658 45.8333
Ratio Avg Win / Avg Loss 0.4034 0.4666 0.274 1.1043 1.1461 1.045
Largest Winning Trade 43389 15568 43389 309753 79726 309753
Largest Losing Trade -107675 -35931 -107675 -723642 -209199 -723642
Avg Bars in Trades 19 7 31 19 7 31
Avg Bars in Winners 9 4 14 24 8 39
Avg Bars in Losers 61 17 153 15 7 24
Bars Traded 2855 581 2274 2855 581 2274
Profit Streak 7.4943 115.9943 0 0 0 104.4943
Trades During Streak 1 5 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492557 -210102 -66338 -580729 -653721 -659628
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2970,
    "evaluation_days": 1485,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634342400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449109452,
    "expiration_time": 1763255520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.35823
        }
    }
}
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": [
        [
            309273.4574585084,
            57711.2333147148,
            251562.2241437933,
            -285040.0043840051,
            -105292.8187048685,
            -179747.1856791366
        ],
        [
            309.273457,
            57.711233,
            251.562224,
            -285.040004,
            -105.292819,
            -179.747186
        ],
        [
            0.208265,
            0.038863,
            0.169402,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140863,
            -35931,
            -137077,
            -1298031,
            -280455,
            -1169670
        ],
        [
            1.685828,
            1.326159,
            1.918086,
            0.872533,
            0.845917,
            0.884246
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            117,
            54,
            63,
            64,
            31,
            33
        ],
        [
            28,
            19,
            9,
            81,
            42,
            39
        ],
        [
            80.689655,
            73.972603,
            87.5,
            44.137931,
            42.465753,
            45.833333
        ],
        [
            0.403446,
            0.466612,
            0.274012,
            1.1043,
            1.146081,
            1.045018
        ],
        [
            43389,
            15568,
            43389,
            309753,
            79726,
            309753
        ],
        [
            -107675,
            -35931,
            -107675,
            -723642,
            -209199,
            -723642
        ],
        [
            19,
            7,
            31,
            19,
            7,
            31
        ],
        [
            9,
            4,
            14,
            24,
            8,
            39
        ],
        [
            61,
            17,
            153,
            15,
            7,
            24
        ],
        [
            2855,
            581,
            2274,
            2855,
            581,
            2274
        ],
        [
            7.494322,
            115.994322,
            0,
            0,
            0,
            104.494322
        ],
        [
            1,
            5,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492557,
            -210102,
            -66338,
            -580729,
            -653721,
            -659628
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2970,
    "evaluation_days": 1485,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634342400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449109452,
    "expiration_time": 1763255520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.35823
        }
    }
}

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)