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Trade: DYDX/USDT/360/DCM/KCL/5323

Strategy
DYDX/USDT/360/DCM/KCL/5323
Pair
DYDX_USDT
Interval
6h
Score
397927
Daily Profit
0.168771
Profit Factor
1.384298
Profitability
74.054054
Streak
7.381949
Best Strategy
Training Data Length
1485.250000
Evaluation Time
2025-10-03 06:10
Expiration Time
2025-11-16 15:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 250667.7733 39341.0226 211326.7507 -160516.8233 -226723.6831 66206.8599
Total P&L (%) 250.6678 39.341 211.3268 -160.5168 -226.7237 66.2069
Avg Daily Profit (%) 0.1688 0.0265 0.1423 0 0 0.0342
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247745 -79540 -202399 -2524284 -723565 -2348705
Profit Factor 1.3843 1.1931 1.4712 0.9595 0.799 1.0233
Total Trades 185 93 92 185 93 92
Winning Trades 137 61 76 88 43 45
Losing Trades 48 32 16 97 50 47
Profitability (%) 74.0541 65.5914 82.6087 47.5676 46.2366 48.913
Ratio Avg Win / Avg Loss 0.485 0.6259 0.3097 1.0576 0.9291 1.0688
Largest Winning Trade 30873 21255 30873 404713 219660 404713
Largest Losing Trade -119694 -27700 -119694 -1789932 -541217 -1789932
Avg Bars in Trades 31 8 54 31 8 54
Avg Bars in Winners 19 5 31 36 8 62
Avg Bars in Losers 64 13 165 26 7 46
Bars Traded 5749 751 4998 5749 751 4998
Profit Streak 7.3819 60.3819 0 0 0 103.3819
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397927 -166732 17304 -579088 -582269 -342059
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5941,
    "evaluation_days": 1485.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631966400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461000377,
    "expiration_time": 1763299368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 39,
            "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": [
        [
            250667.7733129665,
            39341.0225967158,
            211326.7507162509,
            -160516.823285474,
            -226723.6831386594,
            66206.8598531853
        ],
        [
            250.667773,
            39.341023,
            211.326751,
            -160.516823,
            -226.723683,
            66.20686
        ],
        [
            0.168771,
            0.026488,
            0.142284,
            0,
            0,
            0.034213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247745,
            -79540,
            -202399,
            -2524284,
            -723565,
            -2348705
        ],
        [
            1.384298,
            1.193091,
            1.471153,
            0.959502,
            0.798994,
            1.023348
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            137,
            61,
            76,
            88,
            43,
            45
        ],
        [
            48,
            32,
            16,
            97,
            50,
            47
        ],
        [
            74.054054,
            65.591398,
            82.608696,
            47.567568,
            46.236559,
            48.913043
        ],
        [
            0.48501,
            0.625884,
            0.309716,
            1.057633,
            0.929063,
            1.06883
        ],
        [
            30873,
            21255,
            30873,
            404713,
            219660,
            404713
        ],
        [
            -119694,
            -27700,
            -119694,
            -1789932,
            -541217,
            -1789932
        ],
        [
            31,
            8,
            54,
            31,
            8,
            54
        ],
        [
            19,
            5,
            31,
            36,
            8,
            62
        ],
        [
            64,
            13,
            165,
            26,
            7,
            46
        ],
        [
            5749,
            751,
            4998,
            5749,
            751,
            4998
        ],
        [
            7.381949,
            60.381949,
            0,
            0,
            0,
            103.381949
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397927,
            -166732,
            17304,
            -579088,
            -582269,
            -342059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5941,
    "evaluation_days": 1485.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631966400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461000377,
    "expiration_time": 1763299368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 39,
            "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)