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Trade: DYDX/USDT/120/HMA/KCL/2994

Strategy
DYDX/USDT/120/HMA/KCL/2994
Pair
DYDX_USDT
Interval
2h
Score
486279
Daily Profit
0.176022
Profit Factor
2.050097
Profitability
65.517241
Streak
278.100792
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 17:25
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 349868.0957 89958.1244 259909.9713 385552.8794 242348.1928 143204.6865
Total P&L (%) 349.8681 89.9581 259.91 385.5529 242.3482 143.2047
Avg Daily Profit (%) 0.2369 0.0609 0.176 0.1071 0.0834 0.0602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74283 -18836 -90413 -712877 -93422 -806637
Profit Factor 2.139 2.5076 2.0501 1.2073 1.9258 1.0896
Total Trades 59 30 29 59 30 29
Winning Trades 37 18 19 37 18 19
Losing Trades 22 12 10 22 12 10
Profitability (%) 62.7119 60 65.5172 62.7119 60 65.5172
Ratio Avg Win / Avg Loss 1.2718 1.6717 1.079 0.7179 1.2839 0.5735
Largest Winning Trade 48116 32396 48116 221072 101661 221072
Largest Losing Trade -71543 -15010 -71543 -619028 -66347 -619028
Avg Bars in Trades 279 53 513 279 53 513
Avg Bars in Winners 278 54 491 278 54 491
Avg Bars in Losers 281 51 557 281 51 557
Bars Traded 16495 1591 14904 16495 1591 14904
Profit Streak 0 0 278.1008 0 0 278.1008
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166957 -105547 486279 -230048 -77838 -232822

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": 1632628800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896708399,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            349868.0956711107,
            89958.1243692041,
            259909.9713019065,
            385552.8793664284,
            242348.1928320095,
            143204.6865344186
        ],
        [
            349.868096,
            89.958124,
            259.909971,
            385.552879,
            242.348193,
            143.204687
        ],
        [
            0.236945,
            0.060923,
            0.176022,
            0.107069,
            0.08338,
            0.060207
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74283,
            -18836,
            -90413,
            -712877,
            -93422,
            -806637
        ],
        [
            2.138962,
            2.507561,
            2.050097,
            1.207348,
            1.925814,
            1.089633
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            62.711864,
            60,
            65.517241,
            62.711864,
            60,
            65.517241
        ],
        [
            1.271815,
            1.671707,
            1.078999,
            0.717883,
            1.283876,
            0.573491
        ],
        [
            48116,
            32396,
            48116,
            221072,
            101661,
            221072
        ],
        [
            -71543,
            -15010,
            -71543,
            -619028,
            -66347,
            -619028
        ],
        [
            279,
            53,
            513,
            279,
            53,
            513
        ],
        [
            278,
            54,
            491,
            278,
            54,
            491
        ],
        [
            281,
            51,
            557,
            281,
            51,
            557
        ],
        [
            16495,
            1591,
            14904,
            16495,
            1591,
            14904
        ],
        [
            0,
            0,
            278.100792,
            0,
            0,
            278.100792
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166957,
            -105547,
            486279,
            -230048,
            -77838,
            -232822
        ]
    ]
}
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": 1632628800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896708399,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)