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Trade: DYDX/USDT/120/KCU/KCB/9686

Strategy
DYDX/USDT/120/KCU/KCB/9686
Pair
DYDX_USDT
Interval
2h
Score
490548
Daily Profit
0.288768
Profit Factor
1.998561
Profitability
73.873874
Streak
62.916232
Best Strategy
Training Data Length
1486.170000
Evaluation Time
2025-10-04 08:59
Expiration Time
2025-11-26 18:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429157.6322 137792.9291 291364.7031 -492650.1427 -32789.5905 -459860.5522
Total P&L (%) 429.1576 137.7929 291.3647 -492.6501 -32.7896 -459.8606
Avg Daily Profit (%) 0.2888 0.0927 0.1961 0 -0.0267 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -212902 -33998 -188961 -2264430 -482444 -1796841
Profit Factor 1.9986 2.306 1.8985 0.8275 0.95 0.791
Total Trades 111 56 55 111 56 55
Winning Trades 82 41 41 47 22 25
Losing Trades 29 15 14 64 34 30
Profitability (%) 73.8739 73.2143 74.5455 42.3423 39.2857 45.4545
Ratio Avg Win / Avg Loss 0.7068 0.8437 0.6483 1.1267 1.4681 0.9492
Largest Winning Trade 53420 26421 53420 426167 218286 426167
Largest Losing Trade -107012 -17844 -107012 -941590 -135018 -941590
Avg Bars in Trades 149 55 244 149 55 244
Avg Bars in Winners 108 40 177 145 57 222
Avg Bars in Losers 262 95 440 151 54 262
Bars Traded 16541 3112 13429 16541 3112 13429
Profit Streak 62.9162 389.7496 0 0 0 104.1662
Trades During Streak 1 15 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490548 -243074 -168459 -581794 -763333 -762040
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17834,
    "evaluation_days": 1486.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631952000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759557562444,
    "expiration_time": 1764172972800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 112,
            "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": [
        [
            429157.6321577684,
            137792.9291013574,
            291364.7030564112,
            -492650.1426702153,
            -32789.5905107033,
            -459860.5521595118
        ],
        [
            429.157632,
            137.792929,
            291.364703,
            -492.650143,
            -32.789591,
            -459.860552
        ],
        [
            0.288768,
            0.092717,
            0.196051,
            0,
            -0.026732,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -212902,
            -33998,
            -188961,
            -2264430,
            -482444,
            -1796841
        ],
        [
            1.998561,
            2.306022,
            1.898525,
            0.827454,
            0.949961,
            0.790962
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            82,
            41,
            41,
            47,
            22,
            25
        ],
        [
            29,
            15,
            14,
            64,
            34,
            30
        ],
        [
            73.873874,
            73.214286,
            74.545455,
            42.342342,
            39.285714,
            45.454545
        ],
        [
            0.706808,
            0.843666,
            0.648277,
            1.126746,
            1.468122,
            0.949155
        ],
        [
            53420,
            26421,
            53420,
            426167,
            218286,
            426167
        ],
        [
            -107012,
            -17844,
            -107012,
            -941590,
            -135018,
            -941590
        ],
        [
            149,
            55,
            244,
            149,
            55,
            244
        ],
        [
            108,
            40,
            177,
            145,
            57,
            222
        ],
        [
            262,
            95,
            440,
            151,
            54,
            262
        ],
        [
            16541,
            3112,
            13429,
            16541,
            3112,
            13429
        ],
        [
            62.916232,
            389.749565,
            0,
            0,
            0,
            104.166232
        ],
        [
            1,
            15,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490548,
            -243074,
            -168459,
            -581794,
            -763333,
            -762040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17834,
    "evaluation_days": 1486.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631952000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759557562444,
    "expiration_time": 1764172972800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 112,
            "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)