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Trade: DYDX/USDT/720/JMA/ALMA/8799

Strategy
DYDX/USDT/720/JMA/ALMA/8799
Pair
DYDX_USDT
Interval
12h
Score
303526
Daily Profit
0.152945
Profit Factor
1.371406
Profitability
64.000000
Streak
0.000000
Best Strategy
Training Data Length
1488.500000
Evaluation Time
2025-10-06 12:58
Expiration Time
2025-11-19 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227658.6784 59972.9722 167685.7062 27554.8255 6551.483 21003.3425
Total P&L (%) 227.6587 59.973 167.6857 27.5548 6.5515 21.0033
Avg Daily Profit (%) 0.1529 0.0403 0.1127 0.0164 0.0043 0.0128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128390 -118902 -72209 -440644 -382600 -232120
Profit Factor 1.3714 1.1754 1.6187 1.022 1.0101 1.0349
Total Trades 100 50 50 100 50 50
Winning Trades 64 31 33 64 31 33
Losing Trades 36 19 17 36 19 17
Profitability (%) 64 62 66 64 62 66
Ratio Avg Win / Avg Loss 0.7714 0.7204 0.8339 0.5749 0.6191 0.5332
Largest Winning Trade 51066 41621 51066 92700 92700 59077
Largest Losing Trade -53183 -53183 -44788 -273271 -273271 -232120
Avg Bars in Trades 28 31 25 28 31 25
Avg Bars in Winners 20 20 21 20 20 21
Avg Bars in Losers 40 48 31 40 48 31
Bars Traded 2806 1553 1253 2806 1553 1253
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303526 -347521 -220017 -369967 -742532 -543403
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2977,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635379200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744733940,
    "expiration_time": 1763566992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 32,
            "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": [
        [
            227658.6784276479,
            59972.9722035405,
            167685.7062241075,
            27554.825523098,
            6551.4830365959,
            21003.3424865022
        ],
        [
            227.658678,
            59.972972,
            167.685706,
            27.554826,
            6.551483,
            21.003342
        ],
        [
            0.152945,
            0.040291,
            0.112654,
            0.016352,
            0.004263,
            0.012809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128390,
            -118902,
            -72209,
            -440644,
            -382600,
            -232120
        ],
        [
            1.371406,
            1.175387,
            1.618726,
            1.022,
            1.010056,
            1.034947
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            64,
            62,
            66,
            64,
            62,
            66
        ],
        [
            0.771416,
            0.720399,
            0.833889,
            0.574875,
            0.619067,
            0.533155
        ],
        [
            51066,
            41621,
            51066,
            92700,
            92700,
            59077
        ],
        [
            -53183,
            -53183,
            -44788,
            -273271,
            -273271,
            -232120
        ],
        [
            28,
            31,
            25,
            28,
            31,
            25
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            40,
            48,
            31,
            40,
            48,
            31
        ],
        [
            2806,
            1553,
            1253,
            2806,
            1553,
            1253
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303526,
            -347521,
            -220017,
            -369967,
            -742532,
            -543403
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2977,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635379200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744733940,
    "expiration_time": 1763566992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 32,
            "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)