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Trade: DYDX/USDT/120/SSF/KCL/5775

Strategy
DYDX/USDT/120/SSF/KCL/5775
Pair
DYDX_USDT
Interval
2h
Score
411721
Daily Profit
0.211212
Profit Factor
1.614553
Profitability
69.064748
Streak
13.543722
Best Strategy
Training Data Length
1492.250000
Evaluation Time
2025-10-10 10:02
Expiration Time
2025-12-03 01:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315181.2984 71197.6663 243983.632 -173427.6697 -132817.9613 -40609.7084
Total P&L (%) 315.1813 71.1977 243.9836 -173.4277 -132.818 -40.6097
Avg Daily Profit (%) 0.2112 0.0477 0.1635 0 0 -0.0349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176585 -37060 -165589 -1383636 -288264 -1198300
Profit Factor 1.6146 1.4713 1.6744 0.9224 0.7853 0.9749
Total Trades 139 70 69 139 70 69
Winning Trades 96 42 54 63 32 31
Losing Trades 43 28 15 76 38 38
Profitability (%) 69.0647 60 78.2609 45.3237 45.7143 44.9275
Ratio Avg Win / Avg Loss 0.7232 0.9809 0.4651 1.1127 0.9326 1.195
Largest Winning Trade 30052 14415 30052 302162 89864 302162
Largest Losing Trade -104792 -20110 -104792 -640819 -186344 -640819
Avg Bars in Trades 123 44 203 123 44 203
Avg Bars in Winners 77 29 114 124 43 207
Avg Bars in Losers 226 65 526 122 44 200
Bars Traded 17165 3096 14069 17165 3096 14069
Profit Streak 13.5437 117.3771 0 0 0 110.2937
Trades During Streak 1 3 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411721 -221258 -90313 -580561 -676902 -682084
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17907,
    "evaluation_days": 1492.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632592800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760079777572,
    "expiration_time": 1764717494400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "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": [
        [
            315181.298362939,
            71197.6663341342,
            243983.632028805,
            -173427.6696920196,
            -132817.9613196033,
            -40609.708372416
        ],
        [
            315.181298,
            71.197666,
            243.983632,
            -173.42767,
            -132.817961,
            -40.609708
        ],
        [
            0.211212,
            0.047712,
            0.163501,
            0,
            0,
            -0.03491
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176585,
            -37060,
            -165589,
            -1383636,
            -288264,
            -1198300
        ],
        [
            1.614553,
            1.47128,
            1.674379,
            0.922408,
            0.785345,
            0.974876
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            96,
            42,
            54,
            63,
            32,
            31
        ],
        [
            43,
            28,
            15,
            76,
            38,
            38
        ],
        [
            69.064748,
            60,
            78.26087,
            45.323741,
            45.714286,
            44.927536
        ],
        [
            0.723185,
            0.980853,
            0.465105,
            1.112746,
            0.932598,
            1.195009
        ],
        [
            30052,
            14415,
            30052,
            302162,
            89864,
            302162
        ],
        [
            -104792,
            -20110,
            -104792,
            -640819,
            -186344,
            -640819
        ],
        [
            123,
            44,
            203,
            123,
            44,
            203
        ],
        [
            77,
            29,
            114,
            124,
            43,
            207
        ],
        [
            226,
            65,
            526,
            122,
            44,
            200
        ],
        [
            17165,
            3096,
            14069,
            17165,
            3096,
            14069
        ],
        [
            13.543722,
            117.377055,
            0,
            0,
            0,
            110.293722
        ],
        [
            1,
            3,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411721,
            -221258,
            -90313,
            -580561,
            -676902,
            -682084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17907,
    "evaluation_days": 1492.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632592800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760079777572,
    "expiration_time": 1764717494400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "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)