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Trade: DYDX/USDT/120/SMA/KCB/4850

Strategy
DYDX/USDT/120/SMA/KCB/4850
Pair
DYDX_USDT
Interval
2h
Score
383291
Daily Profit
0.210399
Profit Factor
1.224664
Profitability
50.119332
Streak
9.595929
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 15:18
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 310670.25 111503.76 199166.49 100767.6942 120647.519 -19879.8249
Total P&L (%) 310.6703 111.5038 199.1665 100.7677 120.6475 -19.8798
Avg Daily Profit (%) 0.2104 0.0755 0.1349 0.0472 0.0536 -0.015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139283 -141964 -103797 -218354 -107877 -218797
Profit Factor 1.2247 1.1674 1.2779 1.0614 1.1652 0.9782
Total Trades 419 209 210 419 209 210
Winning Trades 210 102 108 210 102 108
Losing Trades 209 107 102 209 107 102
Profitability (%) 50.1193 48.8038 51.4286 50.1193 48.8038 51.4286
Ratio Avg Win / Avg Loss 1.2188 1.2246 1.2069 1.0563 1.2223 0.9238
Largest Winning Trade 48897 48897 48131 53062 53062 31311
Largest Losing Trade -49622 -26726 -49622 -81937 -39545 -81937
Avg Bars in Trades 42 45 38 42 45 38
Avg Bars in Winners 43 48 39 43 48 39
Avg Bars in Losers 40 41 38 40 41 38
Bars Traded 17609 9420 8189 17609 9420 8189
Profit Streak 9.5959 16.6793 9.5959 9.5959 16.6793 9.5959
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383291 -127882 -11617 -279528 -159536 -579383

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": 1631505600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889088250,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            310670.2499504812,
            111503.7599972029,
            199166.4899532784,
            100767.694169762,
            120647.519025757,
            -19879.8248559951
        ],
        [
            310.67025,
            111.50376,
            199.16649,
            100.767694,
            120.647519,
            -19.879825
        ],
        [
            0.210399,
            0.075515,
            0.134884,
            0.047213,
            0.053611,
            -0.015009
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139283,
            -141964,
            -103797,
            -218354,
            -107877,
            -218797
        ],
        [
            1.224664,
            1.16738,
            1.277912,
            1.061401,
            1.165154,
            0.978169
        ],
        [
            419,
            209,
            210,
            419,
            209,
            210
        ],
        [
            210,
            102,
            108,
            210,
            102,
            108
        ],
        [
            209,
            107,
            102,
            209,
            107,
            102
        ],
        [
            50.119332,
            48.803828,
            51.428571,
            50.119332,
            48.803828,
            51.428571
        ],
        [
            1.218832,
            1.224605,
            1.206917,
            1.056347,
            1.22227,
            0.923826
        ],
        [
            48897,
            48897,
            48131,
            53062,
            53062,
            31311
        ],
        [
            -49622,
            -26726,
            -49622,
            -81937,
            -39545,
            -81937
        ],
        [
            42,
            45,
            38,
            42,
            45,
            38
        ],
        [
            43,
            48,
            39,
            43,
            48,
            39
        ],
        [
            40,
            41,
            38,
            40,
            41,
            38
        ],
        [
            17609,
            9420,
            8189,
            17609,
            9420,
            8189
        ],
        [
            9.595929,
            16.679262,
            9.595929,
            9.595929,
            16.679262,
            9.595929
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383291,
            -127882,
            -11617,
            -279528,
            -159536,
            -579383
        ]
    ]
}
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": 1631505600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889088250,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)