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Trade: DYDX/USDT/720/OHLC4/JMA/7214

Strategy
DYDX/USDT/720/OHLC4/JMA/7214
Pair
DYDX_USDT
Interval
12h
Score
320583
Daily Profit
0.161521
Profit Factor
1.390900
Profitability
52.447552
Streak
0.000000
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 04:51
Expiration Time
2025-11-16 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 239939.0083 130276.9254 109662.0829 -23959.0584 13026.8767 -36985.9351
Total P&L (%) 239.939 130.2769 109.6621 -23.9591 13.0269 -36.9859
Avg Daily Profit (%) 0.1615 0.0877 0.0738 -0.0184 0.0082 -0.0311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108917 -68018 -97740 -90759 -81285 -91711
Profit Factor 1.3909 1.531 1.2976 0.9515 1.0683 0.878
Total Trades 143 71 72 143 71 72
Winning Trades 75 35 40 75 35 40
Losing Trades 68 36 32 68 36 32
Profitability (%) 52.4476 49.2958 55.5556 52.4476 49.2958 55.5556
Ratio Avg Win / Avg Loss 1.2611 1.5747 1.0381 0.8627 1.0988 0.7024
Largest Winning Trade 75485 70782 75485 53170 53170 40579
Largest Losing Trade -84408 -39753 -84408 -80794 -55437 -80794
Avg Bars in Trades 18 16 21 18 16 21
Avg Bars in Winners 22 17 26 22 17 26
Avg Bars in Losers 15 15 14 15 15 14
Bars Traded 2690 1168 1522 2690 1168 1522
Profit Streak 0 139.5773 0 0 139.5773 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320583 -158775 -172490 -579804 -484340 -658960
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1641859200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456282905,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 68
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "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": [
        [
            239939.0083231555,
            130276.9254216262,
            109662.0829015292,
            -23959.0583965203,
            13026.8767013772,
            -36985.9350978975
        ],
        [
            239.939008,
            130.276925,
            109.662083,
            -23.959058,
            13.026877,
            -36.985935
        ],
        [
            0.161521,
            0.087699,
            0.073822,
            -0.018436,
            0.008244,
            -0.031083
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108917,
            -68018,
            -97740,
            -90759,
            -81285,
            -91711
        ],
        [
            1.3909,
            1.530981,
            1.297622,
            0.951496,
            1.068288,
            0.878012
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            52.447552,
            49.295775,
            55.555556,
            52.447552,
            49.295775,
            55.555556
        ],
        [
            1.261082,
            1.574723,
            1.038098,
            0.862689,
            1.09881,
            0.702409
        ],
        [
            75485,
            70782,
            75485,
            53170,
            53170,
            40579
        ],
        [
            -84408,
            -39753,
            -84408,
            -80794,
            -55437,
            -80794
        ],
        [
            18,
            16,
            21,
            18,
            16,
            21
        ],
        [
            22,
            17,
            26,
            22,
            17,
            26
        ],
        [
            15,
            15,
            14,
            15,
            15,
            14
        ],
        [
            2690,
            1168,
            1522,
            2690,
            1168,
            1522
        ],
        [
            0,
            139.577348,
            0,
            0,
            139.577348,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320583,
            -158775,
            -172490,
            -579804,
            -484340,
            -658960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1641859200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456282905,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 68
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "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)