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Trade: DYDX/USDT/480/HL2/KCL/7617

Strategy
DYDX/USDT/480/HL2/KCL/7617
Pair
DYDX_USDT
Interval
8h
Score
608932
Daily Profit
0.320036
Profit Factor
2.289249
Profitability
82.191781
Streak
242.043221
Best Strategy
Training Data Length
1495.000000
Evaluation Time
2025-10-12 20:02
Expiration Time
2025-11-26 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478454.1972 108581.0678 369873.1294 1737355.9465 -43437.7111 1780793.6576
Total P&L (%) 478.4542 108.5811 369.8731 1737.3559 -43.4377 1780.7937
Avg Daily Profit (%) 0.32 0.0726 0.2474 0.1949 -0.0381 0.1965
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87845 -43380 -98262 -2140354 -1040958 -1856193
Profit Factor 2.2892 1.9123 2.4672 1.3057 0.9769 1.4685
Total Trades 146 73 73 146 73 73
Winning Trades 120 54 66 120 54 66
Losing Trades 26 19 7 26 19 7
Profitability (%) 82.1918 73.9726 90.411 82.1918 73.9726 90.411
Ratio Avg Win / Avg Loss 0.496 0.6728 0.2617 0.2829 0.3437 0.1558
Largest Winning Trade 30511 18086 30511 429545 147728 429545
Largest Losing Trade -75362 -25932 -75362 -1482107 -651398 -1482107
Avg Bars in Trades 29 6 52 29 6 52
Avg Bars in Winners 18 4 30 18 4 30
Avg Bars in Losers 81 14 261 81 14 261
Bars Traded 4331 507 3824 4331 507 3824
Profit Streak 242.0432 242.0432 296.3766 242.0432 242.0432 296.3766
Trades During Streak 17 8 15 17 8 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 608932 -161938 -55253 472803 -647602 -57749
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4485,
    "evaluation_days": 1495,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633161600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760288534312,
    "expiration_time": 1764159840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 71,
            "offset": 29,
            "scalar": 3
        }
    }
}
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": [
        [
            478454.1971629744,
            108581.0678058921,
            369873.1293570821,
            1737355.946491695,
            -43437.7110956731,
            1780793.657587369
        ],
        [
            478.454197,
            108.581068,
            369.873129,
            1737.355946,
            -43.437711,
            1780.793658
        ],
        [
            0.320036,
            0.072629,
            0.247407,
            0.1949,
            -0.038108,
            0.196466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87845,
            -43380,
            -98262,
            -2140354,
            -1040958,
            -1856193
        ],
        [
            2.289249,
            1.912283,
            2.467229,
            1.305727,
            0.976915,
            1.468502
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            120,
            54,
            66,
            120,
            54,
            66
        ],
        [
            26,
            19,
            7,
            26,
            19,
            7
        ],
        [
            82.191781,
            73.972603,
            90.410959,
            82.191781,
            73.972603,
            90.410959
        ],
        [
            0.496004,
            0.67284,
            0.261676,
            0.282908,
            0.343729,
            0.15575
        ],
        [
            30511,
            18086,
            30511,
            429545,
            147728,
            429545
        ],
        [
            -75362,
            -25932,
            -75362,
            -1482107,
            -651398,
            -1482107
        ],
        [
            29,
            6,
            52,
            29,
            6,
            52
        ],
        [
            18,
            4,
            30,
            18,
            4,
            30
        ],
        [
            81,
            14,
            261,
            81,
            14,
            261
        ],
        [
            4331,
            507,
            3824,
            4331,
            507,
            3824
        ],
        [
            242.043221,
            242.043221,
            296.376554,
            242.043221,
            242.043221,
            296.376555
        ],
        [
            17,
            8,
            15,
            17,
            8,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            608932,
            -161938,
            -55253,
            472803,
            -647602,
            -57749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4485,
    "evaluation_days": 1495,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633161600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760288534312,
    "expiration_time": 1764159840000,
    "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": 71,
            "offset": 29,
            "scalar": 3
        }
    }
}

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)