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Trade: DYDX/USDT/240/KCU/SMA/2870

Strategy
DYDX/USDT/240/KCU/SMA/2870
Pair
DYDX_USDT
Interval
4h
Score
427142
Daily Profit
0.173986
Profit Factor
2.010820
Profitability
72.413793
Streak
145.629286
Best Strategy
Training Data Length
1482.830000
Evaluation Time
2025-09-30 22:06
Expiration Time
2025-11-14 05:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405997.8288 148006.2391 257991.5897 -590964.3984 -277432.3761 -313532.0223
Total P&L (%) 405.9978 148.0062 257.9916 -590.9644 -277.4324 -313.532
Avg Daily Profit (%) 0.2738 0.0998 0.174 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114972 -25255 -114972 -1147471 -312908 -942983
Profit Factor 2.2588 3.1991 2.0108 0.6738 0.4003 0.7676
Total Trades 59 30 29 59 30 29
Winning Trades 46 25 21 23 10 13
Losing Trades 13 5 8 36 20 16
Profitability (%) 77.9661 83.3333 72.4138 38.9831 33.3333 44.8276
Ratio Avg Win / Avg Loss 0.6384 0.6398 0.766 1.0547 0.8006 0.9448
Largest Winning Trade 66297 35282 66297 296143 50538 296143
Largest Losing Trade -114972 -16589 -114972 -754805 -83473 -754805
Avg Bars in Trades 141 28 258 141 28 258
Avg Bars in Winners 120 26 233 170 31 277
Avg Bars in Losers 215 37 326 123 26 243
Bars Traded 8351 847 7504 8351 847 7504
Profit Streak 145.6293 417.1293 145.6293 0 0 0
Trades During Streak 3 7 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164749 -50528 427142 -763173 -587029 -582844
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8897,
    "evaluation_days": 1482.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632729600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759259170354,
    "expiration_time": 1763091504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 111,
            "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": [
        [
            405997.8287958435,
            148006.2390560809,
            257991.5897397627,
            -590964.3983987523,
            -277432.3761347075,
            -313532.0222640448
        ],
        [
            405.997829,
            148.006239,
            257.99159,
            -590.964398,
            -277.432376,
            -313.532022
        ],
        [
            0.273799,
            0.099813,
            0.173986,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114972,
            -25255,
            -114972,
            -1147471,
            -312908,
            -942983
        ],
        [
            2.258782,
            3.199127,
            2.01082,
            0.673845,
            0.4003,
            0.767632
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            46,
            25,
            21,
            23,
            10,
            13
        ],
        [
            13,
            5,
            8,
            36,
            20,
            16
        ],
        [
            77.966102,
            83.333333,
            72.413793,
            38.983051,
            33.333333,
            44.827586
        ],
        [
            0.638351,
            0.639825,
            0.766027,
            1.054713,
            0.800601,
            0.944778
        ],
        [
            66297,
            35282,
            66297,
            296143,
            50538,
            296143
        ],
        [
            -114972,
            -16589,
            -114972,
            -754805,
            -83473,
            -754805
        ],
        [
            141,
            28,
            258,
            141,
            28,
            258
        ],
        [
            120,
            26,
            233,
            170,
            31,
            277
        ],
        [
            215,
            37,
            326,
            123,
            26,
            243
        ],
        [
            8351,
            847,
            7504,
            8351,
            847,
            7504
        ],
        [
            145.629286,
            417.129286,
            145.629286,
            0,
            0,
            0
        ],
        [
            3,
            7,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164749,
            -50528,
            427142,
            -763173,
            -587029,
            -582844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8897,
    "evaluation_days": 1482.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632729600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759259170354,
    "expiration_time": 1763091504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 111,
            "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)