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Trade: DYDX/USDT/120/KCL/KCL/6648

Strategy
DYDX/USDT/120/KCL/KCL/6648
Pair
DYDX_USDT
Interval
2h
Score
558435
Daily Profit
0.207895
Profit Factor
2.641696
Profitability
82.758621
Streak
271.732146
Best Strategy
Training Data Length
1494.000000
Evaluation Time
2025-10-12 04:34
Expiration Time
2025-12-04 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399257.9407 88663.0259 310594.9147 710533.2381 -115017.2989 825550.537
Total P&L (%) 399.2579 88.663 310.5949 710.5332 -115.0173 825.5505
Avg Daily Profit (%) 0.2672 0.0593 0.2079 0.1402 0 0.1491
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107048 -63238 -88730 -936236 -624760 -617231
Profit Factor 2.2615 1.6965 2.6417 1.3978 0.8601 1.8563
Total Trades 58 29 29 58 29 29
Winning Trades 45 21 24 45 21 24
Losing Trades 13 8 5 13 8 5
Profitability (%) 77.5862 72.4138 82.7586 77.5862 72.4138 82.7586
Ratio Avg Win / Avg Loss 0.6533 0.6463 0.5504 0.4038 0.3276 0.3867
Largest Winning Trade 39383 33148 39383 216099 124907 216099
Largest Losing Trade -68510 -47285 -68510 -519221 -519221 -399229
Avg Bars in Trades 298 119 476 298 119 476
Avg Bars in Winners 172 63 268 172 63 268
Avg Bars in Losers 732 268 1476 732 268 1476
Bars Traded 17293 3474 13819 17293 3474 13819
Profit Streak 233.4821 233.4821 271.7321 233.4821 233.4821 271.7321
Trades During Streak 13 6 8 13 6 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164623 -108964 558435 -180841 -576501 455695
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17928,
    "evaluation_days": 1494,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632758400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760232857381,
    "expiration_time": 1764874137600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            399257.9406609337,
            88663.0259114289,
            310594.9147495048,
            710533.2380827495,
            -115017.2989099293,
            825550.5369926787
        ],
        [
            399.257941,
            88.663026,
            310.594915,
            710.533238,
            -115.017299,
            825.550537
        ],
        [
            0.267241,
            0.059346,
            0.207895,
            0.14016,
            0,
            0.149055
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107048,
            -63238,
            -88730,
            -936236,
            -624760,
            -617231
        ],
        [
            2.26154,
            1.696526,
            2.641696,
            1.397806,
            0.860077,
            1.856269
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            13,
            8,
            5,
            13,
            8,
            5
        ],
        [
            77.586207,
            72.413793,
            82.758621,
            77.586207,
            72.413793,
            82.758621
        ],
        [
            0.653334,
            0.646296,
            0.550353,
            0.403811,
            0.327648,
            0.386723
        ],
        [
            39383,
            33148,
            39383,
            216099,
            124907,
            216099
        ],
        [
            -68510,
            -47285,
            -68510,
            -519221,
            -519221,
            -399229
        ],
        [
            298,
            119,
            476,
            298,
            119,
            476
        ],
        [
            172,
            63,
            268,
            172,
            63,
            268
        ],
        [
            732,
            268,
            1476,
            732,
            268,
            1476
        ],
        [
            17293,
            3474,
            13819,
            17293,
            3474,
            13819
        ],
        [
            233.482146,
            233.482146,
            271.732146,
            233.482146,
            233.482146,
            271.732146
        ],
        [
            13,
            6,
            8,
            13,
            6,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164623,
            -108964,
            558435,
            -180841,
            -576501,
            455695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17928,
    "evaluation_days": 1494,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632758400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760232857381,
    "expiration_time": 1764874137600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)