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Trade: DYDX/USDT/480/KCB/HWMA/6509

Strategy
DYDX/USDT/480/KCB/HWMA/6509
Pair
DYDX_USDT
Interval
8h
Score
371086
Daily Profit
0.247610
Profit Factor
1.353862
Profitability
52.208835
Streak
0.000000
Best Strategy
Training Data Length
1490.000000
Evaluation Time
2025-10-07 23:00
Expiration Time
2025-11-21 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368939.2431 123316.2497 245622.9934 386354.5492 -33097.6688 419452.218
Total P&L (%) 368.9392 123.3163 245.623 386.3545 -33.0977 419.4522
Avg Daily Profit (%) 0.2476 0.0828 0.1648 0.1062 -0.027 0.1106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183030 -65450 -149324 -812952 -508498 -605693
Profit Factor 1.3539 1.2297 1.4857 1.0914 0.9854 1.2145
Total Trades 249 124 125 249 124 125
Winning Trades 130 60 70 130 60 70
Losing Trades 119 64 55 119 64 55
Profitability (%) 52.2088 48.3871 56 52.2088 48.3871 56
Ratio Avg Win / Avg Loss 1.2393 1.3117 1.1673 0.9991 1.0511 0.9542
Largest Winning Trade 48188 48188 32495 218452 189415 218452
Largest Losing Trade -46141 -38872 -46141 -265318 -191803 -265318
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 4282 2132 2150 4282 2132 2150
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371086 -83375 337407 -170952 -579685 -46560
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4470,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635984000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759867209219,
    "expiration_time": 1763714880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11115,
            "nb": 0.1,
            "nc": 0.68276
        }
    }
}
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": [
        [
            368939.2431182864,
            123316.2496729367,
            245622.9934453495,
            386354.5491908057,
            -33097.6688014755,
            419452.2179922807
        ],
        [
            368.939243,
            123.31625,
            245.622993,
            386.354549,
            -33.097669,
            419.452218
        ],
        [
            0.24761,
            0.082763,
            0.164848,
            0.106215,
            -0.026972,
            0.110639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183030,
            -65450,
            -149324,
            -812952,
            -508498,
            -605693
        ],
        [
            1.353862,
            1.22969,
            1.485684,
            1.091419,
            0.985421,
            1.214456
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            130,
            60,
            70,
            130,
            60,
            70
        ],
        [
            119,
            64,
            55,
            119,
            64,
            55
        ],
        [
            52.208835,
            48.387097,
            56,
            52.208835,
            48.387097,
            56
        ],
        [
            1.239305,
            1.311669,
            1.167323,
            0.999068,
            1.051116,
            0.954215
        ],
        [
            48188,
            48188,
            32495,
            218452,
            189415,
            218452
        ],
        [
            -46141,
            -38872,
            -46141,
            -265318,
            -191803,
            -265318
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            4282,
            2132,
            2150,
            4282,
            2132,
            2150
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371086,
            -83375,
            337407,
            -170952,
            -579685,
            -46560
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4470,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635984000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759867209219,
    "expiration_time": 1763714880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11115,
            "nb": 0.1,
            "nc": 0.68276
        }
    }
}

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)