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Trade: DYDX/USDT/720/RMA/EMA/2064

Strategy
DYDX/USDT/720/RMA/EMA/2064
Pair
DYDX_USDT
Interval
12h
Score
383335
Daily Profit
0.156394
Profit Factor
1.792107
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 01:29
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314871.9692 116566.8365 198305.1327 725029.4578 -180534.5091 905563.967
Total P&L (%) 314.872 116.5668 198.3051 725.0295 -180.5345 905.564
Avg Daily Profit (%) 0.2132 0.0789 0.1343 0.143 0 0.1564
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96242 -108481 -28071 -1493814 -1703401 -395950
Profit Factor 2.2319 1.7642 2.924 1.2147 0.9192 1.7921
Total Trades 76 38 38 76 38 38
Winning Trades 40 19 21 40 19 21
Losing Trades 36 19 17 36 19 17
Profitability (%) 52.6316 50 55.2632 52.6316 50 55.2632
Ratio Avg Win / Avg Loss 2.0087 1.7642 2.367 1.0932 0.9192 1.4508
Largest Winning Trade 65202 53919 65202 636568 636568 316623
Largest Losing Trade -43135 -43135 -26910 -507729 -507729 -390503
Avg Bars in Trades 34 19 49 34 19 49
Avg Bars in Winners 38 17 57 38 17 57
Avg Bars in Losers 31 22 41 31 22 41
Bars Traded 2655 758 1897 2655 758 1897
Profit Streak 10.9369 11.9369 0 10.9369 11.9369 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40812 -83317 -7511 -54986 -579862 383335
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638230400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925744151,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 3,
            "offset": 117
        }
    }
}
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": [
        [
            314871.9691817365,
            116566.8364869744,
            198305.1326947621,
            725029.4578343538,
            -180534.5091338924,
            905563.9669682462
        ],
        [
            314.871969,
            116.566836,
            198.305133,
            725.029458,
            -180.534509,
            905.563967
        ],
        [
            0.213183,
            0.078921,
            0.134262,
            0.142976,
            0,
            0.156394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96242,
            -108481,
            -28071,
            -1493814,
            -1703401,
            -395950
        ],
        [
            2.231852,
            1.764187,
            2.923956,
            1.214667,
            0.919196,
            1.792107
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            52.631579,
            50,
            55.263158,
            52.631579,
            50,
            55.263158
        ],
        [
            2.008667,
            1.764187,
            2.367012,
            1.0932,
            0.919196,
            1.450753
        ],
        [
            65202,
            53919,
            65202,
            636568,
            636568,
            316623
        ],
        [
            -43135,
            -43135,
            -26910,
            -507729,
            -507729,
            -390503
        ],
        [
            34,
            19,
            49,
            34,
            19,
            49
        ],
        [
            38,
            17,
            57,
            38,
            17,
            57
        ],
        [
            31,
            22,
            41,
            31,
            22,
            41
        ],
        [
            2655,
            758,
            1897,
            2655,
            758,
            1897
        ],
        [
            10.936853,
            11.936853,
            0,
            10.936854,
            11.936854,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40812,
            -83317,
            -7511,
            -54986,
            -579862,
            383335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638230400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925744151,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 3,
            "offset": 117
        }
    }
}

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)