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Trade: DYDX/USDT/120/KCU/T3/8462

Strategy
DYDX/USDT/120/KCU/T3/8462
Pair
DYDX_USDT
Interval
2h
Score
373605
Daily Profit
0.168098
Profit Factor
1.378911
Profitability
67.010309
Streak
62.653421
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-28 02:40
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248210.6011 62463.5771 185747.024 -115502.2064 -114370.1943 -1132.0121
Total P&L (%) 248.2106 62.4636 185.747 -115.5022 -114.3702 -1.132
Avg Daily Profit (%) 0.1681 0.0423 0.1258 0 0 -0.0008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193581 -54914 -177414 -629910 -147164 -529340
Profit Factor 1.3789 1.2723 1.4364 0.8881 0.702 0.9983
Total Trades 97 49 48 97 49 48
Winning Trades 65 32 33 44 20 24
Losing Trades 32 17 15 53 29 24
Profitability (%) 67.0103 65.3061 68.75 45.3608 40.8163 50
Ratio Avg Win / Avg Loss 0.6788 0.6759 0.6529 1.0698 1.0179 0.9983
Largest Winning Trade 41715 24244 41715 149866 75553 149866
Largest Losing Trade -108338 -33567 -108338 -326809 -112267 -326809
Avg Bars in Trades 176 119 234 176 119 234
Avg Bars in Winners 125 83 166 171 101 230
Avg Bars in Losers 279 188 383 180 132 237
Bars Traded 17114 5879 11235 17114 5879 11235
Profit Streak 62.6534 163.4868 62.6534 0 0 0
Trades During Streak 3 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373605 -135165 -22750 -580657 -582586 -580689
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632261600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759016455549,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 155,
            "offset": 0,
            "a": 0.64766
        }
    }
}
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": [
        [
            248210.6011183357,
            62463.5771315175,
            185747.0239868182,
            -115502.2063547295,
            -114370.1942790519,
            -1132.0120756775
        ],
        [
            248.210601,
            62.463577,
            185.747024,
            -115.502206,
            -114.370194,
            -1.132012
        ],
        [
            0.168098,
            0.042303,
            0.125795,
            0,
            0,
            -0.000771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193581,
            -54914,
            -177414,
            -629910,
            -147164,
            -529340
        ],
        [
            1.378911,
            1.272286,
            1.436375,
            0.888104,
            0.701996,
            0.998254
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            65,
            32,
            33,
            44,
            20,
            24
        ],
        [
            32,
            17,
            15,
            53,
            29,
            24
        ],
        [
            67.010309,
            65.306122,
            68.75,
            45.360825,
            40.816327,
            50
        ],
        [
            0.678848,
            0.675902,
            0.652898,
            1.069762,
            1.017894,
            0.998254
        ],
        [
            41715,
            24244,
            41715,
            149866,
            75553,
            149866
        ],
        [
            -108338,
            -33567,
            -108338,
            -326809,
            -112267,
            -326809
        ],
        [
            176,
            119,
            234,
            176,
            119,
            234
        ],
        [
            125,
            83,
            166,
            171,
            101,
            230
        ],
        [
            279,
            188,
            383,
            180,
            132,
            237
        ],
        [
            17114,
            5879,
            11235,
            17114,
            5879,
            11235
        ],
        [
            62.653421,
            163.486754,
            62.653421,
            0,
            0,
            0
        ],
        [
            3,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373605,
            -135165,
            -22750,
            -580657,
            -582586,
            -580689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632261600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759016455549,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 155,
            "offset": 0,
            "a": 0.64766
        }
    }
}

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)