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Trade: DYDX/USDT/720/HL2/KCL/4148

Strategy
DYDX/USDT/720/HL2/KCL/4148
Pair
DYDX_USDT
Interval
12h
Score
464029
Daily Profit
0.204911
Profit Factor
1.770721
Profitability
75.257732
Streak
67.326478
Best Strategy
Training Data Length
1491.000000
Evaluation Time
2025-10-08 22:50
Expiration Time
2025-11-22 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305522.377 60966.271 244556.106 -192947.2323 26217.6936 -219164.9259
Total P&L (%) 305.5224 60.9663 244.5561 -192.9472 26.2177 -219.1649
Avg Daily Profit (%) 0.2049 0.0409 0.164 0 0.0156 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149629 -28998 -134914 -1220001 -138834 -1162390
Profit Factor 1.7707 1.6361 1.8136 0.9 1.0829 0.8642
Total Trades 97 49 48 97 49 48
Winning Trades 73 36 37 46 23 23
Losing Trades 24 13 11 51 26 25
Profitability (%) 75.2577 73.4694 77.0833 47.4227 46.9388 47.9167
Ratio Avg Win / Avg Loss 0.5822 0.5908 0.5392 0.9979 1.2241 0.9393
Largest Winning Trade 39710 10562 39710 298720 45848 298720
Largest Losing Trade -105631 -19793 -105631 -958162 -91954 -958162
Avg Bars in Trades 28 3 54 28 3 54
Avg Bars in Winners 19 1 36 37 3 72
Avg Bars in Losers 56 7 114 19 2 37
Bars Traded 2751 152 2599 2751 152 2599
Profit Streak 67.3265 244.8265 0 0 0 108.8265
Trades During Streak 1 10 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464029 -133635 416731 -581244 -305590 -580937
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2982,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632096000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759953007738,
    "expiration_time": 1763789472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "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": [
        [
            305522.3769528079,
            60966.2709515227,
            244556.1060012853,
            -192947.2322984599,
            26217.6935986901,
            -219164.9258971501
        ],
        [
            305.522377,
            60.966271,
            244.556106,
            -192.947232,
            26.217694,
            -219.164926
        ],
        [
            0.204911,
            0.04089,
            0.164022,
            0,
            0.015617,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149629,
            -28998,
            -134914,
            -1220001,
            -138834,
            -1162390
        ],
        [
            1.770721,
            1.636146,
            1.813629,
            0.900029,
            1.082895,
            0.86419
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            73,
            36,
            37,
            46,
            23,
            23
        ],
        [
            24,
            13,
            11,
            51,
            26,
            25
        ],
        [
            75.257732,
            73.469388,
            77.083333,
            47.42268,
            46.938776,
            47.916667
        ],
        [
            0.582155,
            0.59083,
            0.539187,
            0.997858,
            1.224142,
            0.939337
        ],
        [
            39710,
            10562,
            39710,
            298720,
            45848,
            298720
        ],
        [
            -105631,
            -19793,
            -105631,
            -958162,
            -91954,
            -958162
        ],
        [
            28,
            3,
            54,
            28,
            3,
            54
        ],
        [
            19,
            1,
            36,
            37,
            3,
            72
        ],
        [
            56,
            7,
            114,
            19,
            2,
            37
        ],
        [
            2751,
            152,
            2599,
            2751,
            152,
            2599
        ],
        [
            67.326478,
            244.826478,
            0,
            0,
            0,
            108.826478
        ],
        [
            1,
            10,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464029,
            -133635,
            416731,
            -581244,
            -305590,
            -580937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2982,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632096000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759953007738,
    "expiration_time": 1763789472000,
    "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": 23,
            "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)