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Trade: DYDX/USDT/120/MIDPRICE/KCB/7366

Strategy
DYDX/USDT/120/MIDPRICE/KCB/7366
Pair
DYDX_USDT
Interval
2h
Score
369038
Daily Profit
0.161075
Profit Factor
1.622934
Profitability
55.952381
Streak
46.938021
Best Strategy
Training Data Length
1490.500000
Evaluation Time
2025-10-08 15:30
Expiration Time
2025-12-01 05:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376165.1956 136082.852 240082.3436 412593.7159 56684.2994 355909.4165
Total P&L (%) 376.1652 136.0829 240.0823 412.5937 56.6843 355.9094
Avg Daily Profit (%) 0.2524 0.0913 0.1611 0.1097 0.0301 0.1018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223892 -98917 -168922 -990794 -521417 -765725
Profit Factor 1.4664 1.3231 1.6229 1.1108 1.0288 1.2028
Total Trades 168 84 84 168 84 84
Winning Trades 85 38 47 85 38 47
Losing Trades 83 46 37 83 46 37
Profitability (%) 50.5952 45.2381 55.9524 50.5952 45.2381 55.9524
Ratio Avg Win / Avg Loss 1.4319 1.6016 1.2776 1.0846 1.2454 0.9469
Largest Winning Trade 112845 112845 47005 322014 322014 300302
Largest Losing Trade -27681 -27681 -25359 -154954 -148636 -154954
Avg Bars in Trades 104 81 126 104 81 126
Avg Bars in Winners 124 80 160 124 80 160
Avg Bars in Losers 82 82 83 82 82 83
Bars Traded 17478 6845 10633 17478 6845 10633
Profit Streak 0 0 46.938 0 0 46.938
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364551 -71918 369038 -144234 -344562 -58197
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17886,
    "evaluation_days": 1490.5,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632700800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759926644997,
    "expiration_time": 1764560851200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            376165.1956225389,
            136082.8520391071,
            240082.3435834321,
            412593.7159276935,
            56684.299427474,
            355909.4165002195
        ],
        [
            376.165196,
            136.082852,
            240.082344,
            412.593716,
            56.684299,
            355.909417
        ],
        [
            0.252375,
            0.0913,
            0.161075,
            0.109709,
            0.030133,
            0.101838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223892,
            -98917,
            -168922,
            -990794,
            -521417,
            -765725
        ],
        [
            1.46636,
            1.32309,
            1.622934,
            1.110785,
            1.028784,
            1.202802
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            85,
            38,
            47,
            85,
            38,
            47
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            50.595238,
            45.238095,
            55.952381,
            50.595238,
            45.238095,
            55.952381
        ],
        [
            1.431858,
            1.601635,
            1.277629,
            1.084649,
            1.24537,
            0.946886
        ],
        [
            112845,
            112845,
            47005,
            322014,
            322014,
            300302
        ],
        [
            -27681,
            -27681,
            -25359,
            -154954,
            -148636,
            -154954
        ],
        [
            104,
            81,
            126,
            104,
            81,
            126
        ],
        [
            124,
            80,
            160,
            124,
            80,
            160
        ],
        [
            82,
            82,
            83,
            82,
            82,
            83
        ],
        [
            17478,
            6845,
            10633,
            17478,
            6845,
            10633
        ],
        [
            0,
            0,
            46.938021,
            0,
            0,
            46.938021
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364551,
            -71918,
            369038,
            -144234,
            -344562,
            -58197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17886,
    "evaluation_days": 1490.5,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632700800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759926644997,
    "expiration_time": 1764560851200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)