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Trade: DYDX/USDT/480/JMA/TEMA/9605

Strategy
DYDX/USDT/480/JMA/TEMA/9605
Pair
DYDX_USDT
Interval
8h
Score
395383
Daily Profit
0.221992
Profit Factor
1.437043
Profitability
57.017544
Streak
22.717758
Best Strategy
Training Data Length
1483.330000
Evaluation Time
2025-10-01 04:13
Expiration Time
2025-11-14 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329286.9648 124342.0602 204944.9045 -780470.2754 -87649.3827 -692820.8926
Total P&L (%) 329.287 124.3421 204.9449 -780.4703 -87.6494 -692.8209
Avg Daily Profit (%) 0.222 0.0838 0.1382 0 -0.1409 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197207 -84410 -168686 -1600729 -512127 -1212469
Profit Factor 1.437 1.3193 1.563 0.7586 0.9402 0.6079
Total Trades 114 57 57 114 57 57
Winning Trades 65 30 35 53 24 29
Losing Trades 49 27 22 61 33 28
Profitability (%) 57.0175 52.6316 61.4035 46.4912 42.1053 50.8772
Ratio Avg Win / Avg Loss 1.0833 1.1874 0.9824 0.8731 1.2928 0.5869
Largest Winning Trade 76507 76507 49464 257490 257490 236913
Largest Losing Trade -142146 -31796 -142146 -506988 -253076 -506988
Avg Bars in Trades 37 33 42 37 33 42
Avg Bars in Winners 37 24 47 38 38 37
Avg Bars in Losers 38 42 33 37 29 47
Bars Traded 4312 1893 2419 4312 1893 2419
Profit Streak 22.7178 28.7178 22.7178 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395383 -260010 -186591 -581839 -762236 -760719
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4450,
    "evaluation_days": 1483.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633622400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281214267,
    "expiration_time": 1763121600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 87,
            "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": [
        [
            329286.9647583408,
            124342.0602437622,
            204944.9045145785,
            -780470.2753882888,
            -87649.382746024,
            -692820.8926422646
        ],
        [
            329.286965,
            124.34206,
            204.944905,
            -780.470275,
            -87.649383,
            -692.820893
        ],
        [
            0.221992,
            0.083826,
            0.138165,
            0,
            -0.140899,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197207,
            -84410,
            -168686,
            -1600729,
            -512127,
            -1212469
        ],
        [
            1.437043,
            1.319319,
            1.562965,
            0.758585,
            0.940217,
            0.60786
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            65,
            30,
            35,
            53,
            24,
            29
        ],
        [
            49,
            27,
            22,
            61,
            33,
            28
        ],
        [
            57.017544,
            52.631579,
            61.403509,
            46.491228,
            42.105263,
            50.877193
        ],
        [
            1.083309,
            1.187387,
            0.982435,
            0.873088,
            1.292799,
            0.586899
        ],
        [
            76507,
            76507,
            49464,
            257490,
            257490,
            236913
        ],
        [
            -142146,
            -31796,
            -142146,
            -506988,
            -253076,
            -506988
        ],
        [
            37,
            33,
            42,
            37,
            33,
            42
        ],
        [
            37,
            24,
            47,
            38,
            38,
            37
        ],
        [
            38,
            42,
            33,
            37,
            29,
            47
        ],
        [
            4312,
            1893,
            2419,
            4312,
            1893,
            2419
        ],
        [
            22.717758,
            28.717758,
            22.717758,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395383,
            -260010,
            -186591,
            -581839,
            -762236,
            -760719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4450,
    "evaluation_days": 1483.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633622400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281214267,
    "expiration_time": 1763121600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 87,
            "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)