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Trade: DYDX/USDT/60/BBM/JMA/4841

Strategy
DYDX/USDT/60/BBM/JMA/4841
Pair
DYDX_USDT
Interval
1h
Score
336177
Daily Profit
0.205124
Profit Factor
1.298802
Profitability
57.641921
Streak
14.418733
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 17:02
Expiration Time
2025-12-15 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 213672.0127 117096.5651 96575.4476 39453.6797 51954.6702 -12500.9904
Total P&L (%) 213.672 117.0966 96.5754 39.4537 51.9547 -12.501
Avg Daily Profit (%) 0.2051 0.1124 0.0927 0.0319 0.0402 -0.0128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115066 -85359 -89224 -140976 -111858 -112237
Profit Factor 1.2988 1.3722 1.2411 1.0499 1.1538 0.9724
Total Trades 229 114 115 229 114 115
Winning Trades 132 59 73 132 59 73
Losing Trades 97 55 42 97 55 42
Profitability (%) 57.6419 51.7544 63.4783 57.6419 51.7544 63.4783
Ratio Avg Win / Avg Loss 0.9544 1.2792 0.7141 0.7715 1.0756 0.5595
Largest Winning Trade 32642 32642 25267 30577 30577 24556
Largest Losing Trade -75345 -26527 -75345 -93618 -46219 -93618
Avg Bars in Trades 107 108 107 107 108 107
Avg Bars in Winners 83 91 77 83 91 77
Avg Bars in Losers 139 125 158 139 125 158
Bars Traded 24626 12317 12309 24626 12317 12309
Profit Streak 14.4187 38.0854 14.4187 14.4187 38.0854 14.4187
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336177 -40989 -69042 -316541 -190409 -578687
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669323600000,
    "first_datapoint_time": 1669993200000,
    "last_datapoint_time": 1759323600000,
    "evaluation_time": 1759327378543,
    "expiration_time": 1765803600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 88,
            "offset": 0,
            "std": 4.43782
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "offset": 154
        }
    }
}
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": [
        [
            213672.0126997904,
            117096.5650531939,
            96575.4476465964,
            39453.6797330625,
            51954.6701658943,
            -12500.9904328317
        ],
        [
            213.672013,
            117.096565,
            96.575448,
            39.45368,
            51.95467,
            -12.50099
        ],
        [
            0.205124,
            0.112412,
            0.092712,
            0.031931,
            0.040175,
            -0.012819
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115066,
            -85359,
            -89224,
            -140976,
            -111858,
            -112237
        ],
        [
            1.298802,
            1.372228,
            1.24113,
            1.049901,
            1.153775,
            0.972391
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            132,
            59,
            73,
            132,
            59,
            73
        ],
        [
            97,
            55,
            42,
            97,
            55,
            42
        ],
        [
            57.641921,
            51.754386,
            63.478261,
            57.641921,
            51.754386,
            63.478261
        ],
        [
            0.954423,
            1.279195,
            0.714075,
            0.771518,
            1.075553,
            0.559458
        ],
        [
            32642,
            32642,
            25267,
            30577,
            30577,
            24556
        ],
        [
            -75345,
            -26527,
            -75345,
            -93618,
            -46219,
            -93618
        ],
        [
            107,
            108,
            107,
            107,
            108,
            107
        ],
        [
            83,
            91,
            77,
            83,
            91,
            77
        ],
        [
            139,
            125,
            158,
            139,
            125,
            158
        ],
        [
            24626,
            12317,
            12309,
            24626,
            12317,
            12309
        ],
        [
            14.418733,
            38.0854,
            14.418733,
            14.418733,
            38.0854,
            14.418733
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336177,
            -40989,
            -69042,
            -316541,
            -190409,
            -578687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669323600000,
    "first_datapoint_time": 1669993200000,
    "last_datapoint_time": 1759323600000,
    "evaluation_time": 1759327378543,
    "expiration_time": 1765803600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 88,
            "offset": 0,
            "std": 4.43782
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "offset": 154
        }
    }
}

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)