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Trade: DYDX/USDT/360/HL2/KCL/5305

Strategy
DYDX/USDT/360/HL2/KCL/5305
Pair
DYDX_USDT
Interval
6h
Score
537058
Daily Profit
0.194610
Profit Factor
2.132811
Profitability
81.512605
Streak
208.853425
Best Strategy
Training Data Length
1491.250000
Evaluation Time
2025-10-09 05:28
Expiration Time
2025-11-22 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290211.7803 35284.615 254927.1653 549175.1921 -79696.3242 628871.5164
Total P&L (%) 290.2118 35.2846 254.9272 549.1752 -79.6963 628.8715
Avg Daily Profit (%) 0.1946 0.0237 0.1709 0.1255 -0.1069 0.1333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72808 -56783 -82347 -648116 -434825 -624191
Profit Factor 2.1328 1.2723 3.0137 1.3689 0.8896 1.8199
Total Trades 119 60 59 119 60 59
Winning Trades 97 44 53 97 44 53
Losing Trades 22 16 6 22 16 6
Profitability (%) 81.5126 73.3333 89.8305 81.5126 73.3333 89.8305
Ratio Avg Win / Avg Loss 0.4837 0.4626 0.3412 0.3105 0.3235 0.206
Largest Winning Trade 29759 14268 29759 120151 94047 120151
Largest Losing Trade -69539 -35525 -69539 -555181 -307088 -555181
Avg Bars in Trades 43 13 74 43 13 74
Avg Bars in Winners 21 5 35 21 5 35
Avg Bars in Losers 140 36 419 140 36 419
Bars Traded 5190 817 4373 5190 817 4373
Profit Streak 208.8534 208.8534 254.8534 208.8534 208.8534 254.8534
Trades During Streak 6 3 11 6 3 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537058 -330170 -159955 -20136 -745296 -184304
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635271200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976935885,
    "expiration_time": 1763833320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 151,
            "scalar": 5
        }
    }
}
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": [
        [
            290211.7802925056,
            35284.6149721423,
            254927.1653203635,
            549175.1921397183,
            -79696.3242159628,
            628871.5163556813
        ],
        [
            290.21178,
            35.284615,
            254.927165,
            549.175192,
            -79.696324,
            628.871516
        ],
        [
            0.19461,
            0.023661,
            0.170949,
            0.125513,
            -0.106858,
            0.133288
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72808,
            -56783,
            -82347,
            -648116,
            -434825,
            -624191
        ],
        [
            2.132811,
            1.272273,
            3.01373,
            1.368898,
            0.889565,
            1.819876
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            97,
            44,
            53,
            97,
            44,
            53
        ],
        [
            22,
            16,
            6,
            22,
            16,
            6
        ],
        [
            81.512605,
            73.333333,
            89.830508,
            81.512605,
            73.333333,
            89.830508
        ],
        [
            0.48373,
            0.462645,
            0.341177,
            0.310472,
            0.323478,
            0.206024
        ],
        [
            29759,
            14268,
            29759,
            120151,
            94047,
            120151
        ],
        [
            -69539,
            -35525,
            -69539,
            -555181,
            -307088,
            -555181
        ],
        [
            43,
            13,
            74,
            43,
            13,
            74
        ],
        [
            21,
            5,
            35,
            21,
            5,
            35
        ],
        [
            140,
            36,
            419,
            140,
            36,
            419
        ],
        [
            5190,
            817,
            4373,
            5190,
            817,
            4373
        ],
        [
            208.853425,
            208.853425,
            254.853425,
            208.853425,
            208.853425,
            254.853425
        ],
        [
            6,
            3,
            11,
            6,
            3,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537058,
            -330170,
            -159955,
            -20136,
            -745296,
            -184304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635271200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976935885,
    "expiration_time": 1763833320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 151,
            "scalar": 5
        }
    }
}

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)