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Trade: DYDX/USDT/120/JMA/DEMA/4627

Strategy
DYDX/USDT/120/JMA/DEMA/4627
Pair
DYDX_USDT
Interval
2h
Score
356434
Daily Profit
0.208266
Profit Factor
1.460138
Profitability
60.294118
Streak
8.788164
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 19:54
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307521.6878 63827.0289 243694.6589 208525.0061 35919.76 172605.2462
Total P&L (%) 307.5217 63.827 243.6947 208.525 35.9198 172.6052
Avg Daily Profit (%) 0.2083 0.0432 0.165 0.0763 0.0208 0.0679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76745 -68423 -73878 -112140 -88730 -154829
Profit Factor 1.4601 1.1924 1.724 1.1927 1.0719 1.2963
Total Trades 136 68 68 136 68 68
Winning Trades 82 35 47 82 35 47
Losing Trades 54 33 21 54 33 21
Profitability (%) 60.2941 51.4706 69.1176 60.2941 51.4706 69.1176
Ratio Avg Win / Avg Loss 0.9616 1.1243 0.7703 0.7854 1.0106 0.5792
Largest Winning Trade 52978 52978 43454 49506 49506 47959
Largest Losing Trade -63506 -33085 -63506 -99145 -45564 -99145
Avg Bars in Trades 127 111 143 127 111 143
Avg Bars in Winners 102 83 117 102 83 117
Avg Bars in Losers 164 141 202 164 141 202
Bars Traded 17339 7566 9773 17339 7566 9773
Profit Streak 8.7882 32.8715 8.7882 8.7882 32.8715 8.7882
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356434 -252470 -98220 -98451 -417113 -209857

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632765600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905697393,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 225,
            "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": [
        [
            307521.6878033738,
            63827.0289286804,
            243694.6588746936,
            208525.0061437578,
            35919.7599635985,
            172605.2461801592
        ],
        [
            307.521688,
            63.827029,
            243.694659,
            208.525006,
            35.91976,
            172.605246
        ],
        [
            0.208266,
            0.043226,
            0.16504,
            0.076329,
            0.020786,
            0.06794
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76745,
            -68423,
            -73878,
            -112140,
            -88730,
            -154829
        ],
        [
            1.460138,
            1.192394,
            1.724047,
            1.192694,
            1.071895,
            1.296298
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            82,
            35,
            47,
            82,
            35,
            47
        ],
        [
            54,
            33,
            21,
            54,
            33,
            21
        ],
        [
            60.294118,
            51.470588,
            69.117647,
            60.294118,
            51.470588,
            69.117647
        ],
        [
            0.961554,
            1.124257,
            0.770319,
            0.785433,
            1.010643,
            0.579197
        ],
        [
            52978,
            52978,
            43454,
            49506,
            49506,
            47959
        ],
        [
            -63506,
            -33085,
            -63506,
            -99145,
            -45564,
            -99145
        ],
        [
            127,
            111,
            143,
            127,
            111,
            143
        ],
        [
            102,
            83,
            117,
            102,
            83,
            117
        ],
        [
            164,
            141,
            202,
            164,
            141,
            202
        ],
        [
            17339,
            7566,
            9773,
            17339,
            7566,
            9773
        ],
        [
            8.788164,
            32.871498,
            8.788164,
            8.788164,
            32.871498,
            8.788164
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356434,
            -252470,
            -98220,
            -98451,
            -417113,
            -209857
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632765600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905697393,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 225,
            "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)