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Trade: DYDX/USDT/120/KCB/ALMA/6697

Strategy
DYDX/USDT/120/KCB/ALMA/6697
Pair
DYDX_USDT
Interval
2h
Score
413583
Daily Profit
0.265572
Profit Factor
1.450556
Profitability
60.975610
Streak
18.507037
Best Strategy
Training Data Length
1487.080000
Evaluation Time
2025-10-05 07:10
Expiration Time
2025-11-27 16:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394927.3318 147639.3917 247287.9401 136169.7387 159670.1598 -23500.4211
Total P&L (%) 394.9273 147.6394 247.2879 136.1697 159.6702 -23.5004
Avg Daily Profit (%) 0.2656 0.0993 0.1663 0.0578 0.0642 -0.018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94865 -121859 -97825 -475498 -216285 -496251
Profit Factor 1.4506 1.3189 1.598 1.0681 1.1775 0.9786
Total Trades 205 103 102 205 103 102
Winning Trades 125 57 68 125 57 68
Losing Trades 80 46 34 80 46 34
Profitability (%) 60.9756 55.3398 66.6667 60.9756 55.3398 66.6667
Ratio Avg Win / Avg Loss 0.9284 1.0643 0.799 0.6836 0.9503 0.4893
Largest Winning Trade 60110 60110 27391 133331 133331 67590
Largest Losing Trade -87378 -33693 -87378 -449627 -96087 -449627
Avg Bars in Trades 86 89 82 86 89 82
Avg Bars in Winners 58 59 57 58 59 57
Avg Bars in Losers 129 127 131 129 127 131
Bars Traded 17642 9259 8383 17642 9259 8383
Profit Streak 18.507 27.0904 18.507 18.507 27.0904 18.507
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413583 -58806 370416 -259008 -132743 -578059
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17845,
    "evaluation_days": 1487.08,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631836800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759637408016,
    "expiration_time": 1764255024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 96,
            "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": [
        [
            394927.3317806597,
            147639.3916813003,
            247287.9400993591,
            136169.7387061013,
            159670.1598231839,
            -23500.4211170826
        ],
        [
            394.927332,
            147.639392,
            247.28794,
            136.169739,
            159.67016,
            -23.500421
        ],
        [
            0.265572,
            0.099281,
            0.166291,
            0.057807,
            0.064189,
            -0.018013
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94865,
            -121859,
            -97825,
            -475498,
            -216285,
            -496251
        ],
        [
            1.450556,
            1.318868,
            1.598004,
            1.068133,
            1.177495,
            0.978617
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            125,
            57,
            68,
            125,
            57,
            68
        ],
        [
            80,
            46,
            34,
            80,
            46,
            34
        ],
        [
            60.97561,
            55.339806,
            66.666667,
            60.97561,
            55.339806,
            66.666667
        ],
        [
            0.928356,
            1.064349,
            0.799002,
            0.683605,
            0.950259,
            0.489308
        ],
        [
            60110,
            60110,
            27391,
            133331,
            133331,
            67590
        ],
        [
            -87378,
            -33693,
            -87378,
            -449627,
            -96087,
            -449627
        ],
        [
            86,
            89,
            82,
            86,
            89,
            82
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            129,
            127,
            131,
            129,
            127,
            131
        ],
        [
            17642,
            9259,
            8383,
            17642,
            9259,
            8383
        ],
        [
            18.507037,
            27.09037,
            18.507037,
            18.507037,
            27.090371,
            18.507037
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413583,
            -58806,
            370416,
            -259008,
            -132743,
            -578059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17845,
    "evaluation_days": 1487.08,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631836800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759637408016,
    "expiration_time": 1764255024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 96,
            "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)