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Trade: DYDX/USDT/360/HL2/KCL/4479

Strategy
DYDX/USDT/360/HL2/KCL/4479
Pair
DYDX_USDT
Interval
6h
Score
401135
Daily Profit
0.190423
Profit Factor
1.364319
Profitability
73.977695
Streak
0.000000
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 05:40
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281207.4964 58792.8234 222414.673 -189774.0184 -176109.4397 -13664.5787
Total P&L (%) 281.2075 58.7928 222.4147 -189.774 -176.1094 -13.6646
Avg Daily Profit (%) 0.1904 0.0398 0.1506 0 0 -0.0099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -279428 -85712 -228028 -2964913 -945726 -2828780
Profit Factor 1.3643 1.2588 1.4083 0.9642 0.8823 0.9964
Total Trades 269 135 134 269 135 134
Winning Trades 199 87 112 138 73 65
Losing Trades 70 48 22 131 62 69
Profitability (%) 73.9777 64.4444 83.5821 51.3011 54.0741 48.5075
Ratio Avg Win / Avg Loss 0.4799 0.6945 0.2766 0.9153 0.7494 1.0577
Largest Winning Trade 29490 16166 29490 354731 215883 354731
Largest Losing Trade -130081 -25542 -130081 -2214824 -648576 -2214824
Avg Bars in Trades 20 5 35 20 5 35
Avg Bars in Winners 11 2 18 21 5 39
Avg Bars in Losers 45 10 124 19 5 31
Bars Traded 5534 741 4793 5534 741 4793
Profit Streak 0 0 0 95.3614 95.3614 97.3614
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401135 -140351 381387 -577965 -579608 -579330
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631901600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940825868,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 36,
            "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": [
        [
            281207.4963570721,
            58792.8233861752,
            222414.6729708975,
            -189774.018400083,
            -176109.4396801774,
            -13664.5787199054
        ],
        [
            281.207496,
            58.792823,
            222.414673,
            -189.774018,
            -176.10944,
            -13.664579
        ],
        [
            0.190423,
            0.039812,
            0.150611,
            0,
            0,
            -0.009949
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -279428,
            -85712,
            -228028,
            -2964913,
            -945726,
            -2828780
        ],
        [
            1.364319,
            1.258831,
            1.408307,
            0.964173,
            0.88231,
            0.996405
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            199,
            87,
            112,
            138,
            73,
            65
        ],
        [
            70,
            48,
            22,
            131,
            62,
            69
        ],
        [
            73.977695,
            64.444444,
            83.58209,
            51.301115,
            54.074074,
            48.507463
        ],
        [
            0.479911,
            0.694528,
            0.276632,
            0.915266,
            0.749359,
            1.057722
        ],
        [
            29490,
            16166,
            29490,
            354731,
            215883,
            354731
        ],
        [
            -130081,
            -25542,
            -130081,
            -2214824,
            -648576,
            -2214824
        ],
        [
            20,
            5,
            35,
            20,
            5,
            35
        ],
        [
            11,
            2,
            18,
            21,
            5,
            39
        ],
        [
            45,
            10,
            124,
            19,
            5,
            31
        ],
        [
            5534,
            741,
            4793,
            5534,
            741,
            4793
        ],
        [
            0,
            0,
            0,
            95.36141,
            95.36141,
            97.36141
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401135,
            -140351,
            381387,
            -577965,
            -579608,
            -579330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631901600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940825868,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 36,
            "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)