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Trade: DYDX/USDT/240/KCU/MIDPRICE/3876

Strategy
DYDX/USDT/240/KCU/MIDPRICE/3876
Pair
DYDX_USDT
Interval
4h
Score
448125
Daily Profit
0.259956
Profit Factor
1.769642
Profitability
64.748201
Streak
31.653130
Best Strategy
Training Data Length
1487.500000
Evaluation Time
2025-10-05 14:40
Expiration Time
2025-11-19 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386683.9188 103868.0678 282815.851 537482.2845 263669.6227 273812.6618
Total P&L (%) 386.6839 103.8681 282.8159 537.4823 263.6696 273.8127
Avg Daily Profit (%) 0.26 0.0698 0.1901 0.1246 0.0868 0.0887
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118648 -41810 -108825 -701408 -139705 -718886
Profit Factor 1.7696 1.509 1.9479 1.2756 1.4419 1.2023
Total Trades 139 70 69 139 70 69
Winning Trades 90 41 49 90 41 49
Losing Trades 49 29 20 49 29 20
Profitability (%) 64.7482 58.5714 71.0145 64.7482 58.5714 71.0145
Ratio Avg Win / Avg Loss 0.9635 1.0674 0.795 0.6945 1.0199 0.4907
Largest Winning Trade 50516 35282 50516 210360 74851 210360
Largest Losing Trade -68613 -24245 -68613 -334926 -87580 -334926
Avg Bars in Trades 62 22 102 62 22 102
Avg Bars in Winners 56 23 84 56 23 84
Avg Bars in Losers 72 21 145 72 21 145
Bars Traded 8645 1585 7060 8645 1585 7060
Profit Streak 31.6531 33.6531 31.6531 31.6531 33.6531 31.6531
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448125 -190139 -89957 -24243 -167875 -175156
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632758400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759664430435,
    "expiration_time": 1763506800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 36,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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": [
        [
            386683.9188010134,
            103868.0677985467,
            282815.8510024668,
            537482.2844959081,
            263669.6226705845,
            273812.6618253234
        ],
        [
            386.683919,
            103.868068,
            282.815851,
            537.482284,
            263.669623,
            273.812662
        ],
        [
            0.259956,
            0.069827,
            0.190128,
            0.124606,
            0.086833,
            0.088684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118648,
            -41810,
            -108825,
            -701408,
            -139705,
            -718886
        ],
        [
            1.769642,
            1.509037,
            1.947862,
            1.275584,
            1.44192,
            1.202271
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            64.748201,
            58.571429,
            71.014493,
            64.748201,
            58.571429,
            71.014493
        ],
        [
            0.963472,
            1.067368,
            0.795046,
            0.694485,
            1.019894,
            0.490723
        ],
        [
            50516,
            35282,
            50516,
            210360,
            74851,
            210360
        ],
        [
            -68613,
            -24245,
            -68613,
            -334926,
            -87580,
            -334926
        ],
        [
            62,
            22,
            102,
            62,
            22,
            102
        ],
        [
            56,
            23,
            84,
            56,
            23,
            84
        ],
        [
            72,
            21,
            145,
            72,
            21,
            145
        ],
        [
            8645,
            1585,
            7060,
            8645,
            1585,
            7060
        ],
        [
            31.65313,
            33.65313,
            31.65313,
            31.65313,
            33.65313,
            31.65313
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448125,
            -190139,
            -89957,
            -24243,
            -167875,
            -175156
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632758400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759664430435,
    "expiration_time": 1763506800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 36,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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)