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Trade: DYDX/USDT/120/DCM/KCL/5224

Strategy
DYDX/USDT/120/DCM/KCL/5224
Pair
DYDX_USDT
Interval
2h
Score
405164
Daily Profit
0.202551
Profit Factor
1.537250
Profitability
59.281437
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 08:55
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299082.5645 55399.8309 243682.7336 105350.8448 -34567.0055 139917.8503
Total P&L (%) 299.0826 55.3998 243.6827 105.3508 -34.567 139.9179
Avg Daily Profit (%) 0.2026 0.0375 0.165 0.0487 -0.0287 0.0593
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155911 -34157 -157014 -882270 -281486 -834842
Profit Factor 1.5373 1.3281 1.6283 1.0548 0.9362 1.1015
Total Trades 167 84 83 167 84 83
Winning Trades 99 47 52 99 47 52
Losing Trades 68 37 31 68 37 31
Profitability (%) 59.2814 55.9524 62.6506 59.2814 55.9524 62.6506
Ratio Avg Win / Avg Loss 1.0559 1.0455 0.9707 0.7245 0.737 0.6566
Largest Winning Trade 38071 23760 38071 233297 76507 233297
Largest Losing Trade -73415 -18596 -73415 -441442 -110683 -441442
Avg Bars in Trades 96 21 171 96 21 171
Avg Bars in Winners 92 19 158 92 19 158
Avg Bars in Losers 101 23 194 101 23 194
Bars Traded 16082 1819 14264 16082 1819 14264
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 405164 -142778 331669 -287597 -580057 -222761

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632232800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866145623,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 151,
            "offset": 0,
            "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": [
        [
            299082.5644796978,
            55399.8309262528,
            243682.7335534455,
            105350.8448232996,
            -34567.0054945392,
            139917.8503178391
        ],
        [
            299.082564,
            55.399831,
            243.682734,
            105.350845,
            -34.567005,
            139.91785
        ],
        [
            0.202551,
            0.037519,
            0.165032,
            0.048743,
            -0.028721,
            0.059285
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155911,
            -34157,
            -157014,
            -882270,
            -281486,
            -834842
        ],
        [
            1.53725,
            1.32811,
            1.628297,
            1.054849,
            0.936188,
            1.10146
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            59.281437,
            55.952381,
            62.650602,
            59.281437,
            55.952381,
            62.650602
        ],
        [
            1.055889,
            1.045534,
            0.970716,
            0.724543,
            0.736999,
            0.65664
        ],
        [
            38071,
            23760,
            38071,
            233297,
            76507,
            233297
        ],
        [
            -73415,
            -18596,
            -73415,
            -441442,
            -110683,
            -441442
        ],
        [
            96,
            21,
            171,
            96,
            21,
            171
        ],
        [
            92,
            19,
            158,
            92,
            19,
            158
        ],
        [
            101,
            23,
            194,
            101,
            23,
            194
        ],
        [
            16082,
            1819,
            14264,
            16082,
            1819,
            14264
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405164,
            -142778,
            331669,
            -287597,
            -580057,
            -222761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632232800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866145623,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 151,
            "offset": 0,
            "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)