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Trade: DYDX/USDT/360/HILO/JMA/6360

Strategy
DYDX/USDT/360/HILO/JMA/6360
Pair
DYDX_USDT
Interval
6h
Score
360476
Daily Profit
0.181357
Profit Factor
1.319311
Profitability
63.005780
Streak
41.693836
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-06 01:39
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269859.6339 111012.9042 158846.7296 -111290.5929 -151498.0593 40207.4665
Total P&L (%) 269.8596 111.0129 158.8467 -111.2906 -151.4981 40.2075
Avg Daily Profit (%) 0.1814 0.0746 0.1068 0 0 0.0227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199237 -117563 -133219 -781355 -399851 -396726
Profit Factor 1.3193 1.2371 1.4215 0.9256 0.8328 1.0682
Total Trades 173 86 87 173 86 87
Winning Trades 109 48 61 85 42 43
Losing Trades 64 38 26 88 44 44
Profitability (%) 63.0058 55.814 70.1149 49.1329 48.8372 49.4253
Ratio Avg Win / Avg Loss 0.7746 0.9793 0.6059 0.9583 0.8724 1.093
Largest Winning Trade 96589 96589 43731 317620 317620 85245
Largest Losing Trade -103787 -64861 -103787 -375816 -306029 -375816
Avg Bars in Trades 32 35 30 32 35 30
Avg Bars in Winners 27 26 29 30 37 23
Avg Bars in Losers 41 46 33 35 33 36
Bars Traded 5679 3041 2638 5679 3041 2638
Profit Streak 41.6938 41.6938 72.6938 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360476 -94320 -47371 -580209 -581554 -310780
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634947200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703947415,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 177,
            "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": [
        [
            269859.6338573008,
            111012.904228402,
            158846.7296288989,
            -111290.5928597651,
            -151498.0593334948,
            40207.46647373
        ],
        [
            269.859634,
            111.012904,
            158.84673,
            -111.290593,
            -151.498059,
            40.207466
        ],
        [
            0.181357,
            0.074605,
            0.106752,
            0,
            0,
            0.022714
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199237,
            -117563,
            -133219,
            -781355,
            -399851,
            -396726
        ],
        [
            1.319311,
            1.237057,
            1.42153,
            0.925585,
            0.832778,
            1.068197
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            109,
            48,
            61,
            85,
            42,
            43
        ],
        [
            64,
            38,
            26,
            88,
            44,
            44
        ],
        [
            63.00578,
            55.813953,
            70.114943,
            49.132948,
            48.837209,
            49.425287
        ],
        [
            0.774641,
            0.979337,
            0.605898,
            0.958253,
            0.872434,
            1.093039
        ],
        [
            96589,
            96589,
            43731,
            317620,
            317620,
            85245
        ],
        [
            -103787,
            -64861,
            -103787,
            -375816,
            -306029,
            -375816
        ],
        [
            32,
            35,
            30,
            32,
            35,
            30
        ],
        [
            27,
            26,
            29,
            30,
            37,
            23
        ],
        [
            41,
            46,
            33,
            35,
            33,
            36
        ],
        [
            5679,
            3041,
            2638,
            5679,
            3041,
            2638
        ],
        [
            41.693836,
            41.693836,
            72.693836,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360476,
            -94320,
            -47371,
            -580209,
            -581554,
            -310780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634947200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703947415,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 177,
            "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)