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Trade: DYDX/USDT/120/BBM/KCL/3607

Strategy
DYDX/USDT/120/BBM/KCL/3607
Pair
DYDX_USDT
Interval
2h
Score
410064
Daily Profit
0.271025
Profit Factor
1.608483
Profitability
64.864865
Streak
0.000000
Best Strategy
Training Data Length
1490.080000
Evaluation Time
2025-10-08 07:02
Expiration Time
2025-11-30 19:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403849.3277 133618.0748 270231.2529 -669087.7064 -125772.0418 -543315.6646
Total P&L (%) 403.8493 133.6181 270.2313 -669.0877 -125.772 -543.3157
Avg Daily Profit (%) 0.271 0.0897 0.1814 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148968 -42269 -150994 -1815769 -389485 -1463614
Profit Factor 1.6085 1.6173 1.6042 0.7921 0.8601 0.7658
Total Trades 185 93 92 185 93 92
Winning Trades 120 52 68 81 40 41
Losing Trades 65 41 24 104 53 51
Profitability (%) 64.8649 55.914 73.913 43.7838 43.0108 44.5652
Ratio Avg Win / Avg Loss 0.8713 1.2752 0.5662 1.0171 1.1396 0.9526
Largest Winning Trade 54360 21066 54360 234072 142316 234072
Largest Losing Trade -120119 -25229 -120119 -572207 -84295 -572207
Avg Bars in Trades 93 44 143 93 44 143
Avg Bars in Winners 77 47 100 89 42 134
Avg Bars in Losers 123 39 265 96 45 150
Bars Traded 17281 4110 13171 17281 4110 13171
Profit Streak 0 0 0 10.5852 10.6685 10.5852
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410064 -70832 388421 -579026 -581038 -582549
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17881,
    "evaluation_days": 1490.08,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631736000000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759896158650,
    "expiration_time": 1764523555200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 3.35746
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            403849.327696699,
            133618.0748034187,
            270231.25289328,
            -669087.7063914287,
            -125772.0417851613,
            -543315.6646062675
        ],
        [
            403.849328,
            133.618075,
            270.231253,
            -669.087706,
            -125.772042,
            -543.315665
        ],
        [
            0.271025,
            0.089672,
            0.181354,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148968,
            -42269,
            -150994,
            -1815769,
            -389485,
            -1463614
        ],
        [
            1.608483,
            1.617318,
            1.604207,
            0.792128,
            0.860077,
            0.765801
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            120,
            52,
            68,
            81,
            40,
            41
        ],
        [
            65,
            41,
            24,
            104,
            53,
            51
        ],
        [
            64.864865,
            55.913978,
            73.913043,
            43.783784,
            43.010753,
            44.565217
        ],
        [
            0.871262,
            1.275193,
            0.566191,
            1.017054,
            1.139603,
            0.952581
        ],
        [
            54360,
            21066,
            54360,
            234072,
            142316,
            234072
        ],
        [
            -120119,
            -25229,
            -120119,
            -572207,
            -84295,
            -572207
        ],
        [
            93,
            44,
            143,
            93,
            44,
            143
        ],
        [
            77,
            47,
            100,
            89,
            42,
            134
        ],
        [
            123,
            39,
            265,
            96,
            45,
            150
        ],
        [
            17281,
            4110,
            13171,
            17281,
            4110,
            13171
        ],
        [
            0,
            0,
            0,
            10.58517,
            10.668503,
            10.58517
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410064,
            -70832,
            388421,
            -579026,
            -581038,
            -582549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17881,
    "evaluation_days": 1490.08,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631736000000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759896158650,
    "expiration_time": 1764523555200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 3.35746
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)