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Trade: DYDX/USDT/240/HLC3/KCL/5293

Strategy
DYDX/USDT/240/HLC3/KCL/5293
Pair
DYDX_USDT
Interval
4h
Score
476320
Daily Profit
0.187720
Profit Factor
1.794322
Profitability
74.226804
Streak
149.456016
Best Strategy
Training Data Length
1485.170000
Evaluation Time
2025-10-03 05:56
Expiration Time
2025-11-16 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278795.5522 36923.7632 241871.789 -78521.0889 -50421.8054 -28099.2836
Total P&L (%) 278.7956 36.9238 241.8718 -78.5211 -50.4218 -28.0993
Avg Daily Profit (%) 0.1877 0.0249 0.1629 -0.1035 -0.0472 -0.0222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120668 -21844 -114543 -635631 -96198 -613528
Profit Factor 1.7943 1.8057 1.7926 0.9096 0.5272 0.9631
Total Trades 97 49 48 97 49 48
Winning Trades 72 33 39 72 33 39
Losing Trades 25 16 9 25 16 9
Profitability (%) 74.2268 67.3469 81.25 74.2268 67.3469 81.25
Ratio Avg Win / Avg Loss 0.623 0.8755 0.4137 0.3158 0.2556 0.2223
Largest Winning Trade 44632 6947 44632 147137 18041 147137
Largest Losing Trade -97790 -12333 -97790 -409329 -61255 -409329
Avg Bars in Trades 82 3 163 82 3 163
Avg Bars in Winners 47 1 85 47 1 85
Avg Bars in Losers 183 6 499 183 6 499
Bars Traded 8004 167 7838 8004 167 7838
Profit Streak 149.456 179.1227 149.456 149.456 179.1227 149.456
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476320 -157498 467562 -575688 -576771 -575716
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 1485.17,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631851200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759460199833,
    "expiration_time": 1763299152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "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": [
        [
            278795.5521783842,
            36923.7631982567,
            241871.7889801276,
            -78521.0889362924,
            -50421.8053795031,
            -28099.2835567894
        ],
        [
            278.795552,
            36.923763,
            241.871789,
            -78.521089,
            -50.421805,
            -28.099284
        ],
        [
            0.18772,
            0.024862,
            0.162858,
            -0.10351,
            -0.047231,
            -0.022209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120668,
            -21844,
            -114543,
            -635631,
            -96198,
            -613528
        ],
        [
            1.794322,
            1.80566,
            1.792619,
            0.909592,
            0.527243,
            0.963118
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            25,
            16,
            9,
            25,
            16,
            9
        ],
        [
            74.226804,
            67.346939,
            81.25,
            74.226804,
            67.346939,
            81.25
        ],
        [
            0.623028,
            0.875471,
            0.413681,
            0.31583,
            0.255633,
            0.222258
        ],
        [
            44632,
            6947,
            44632,
            147137,
            18041,
            147137
        ],
        [
            -97790,
            -12333,
            -97790,
            -409329,
            -61255,
            -409329
        ],
        [
            82,
            3,
            163,
            82,
            3,
            163
        ],
        [
            47,
            1,
            85,
            47,
            1,
            85
        ],
        [
            183,
            6,
            499,
            183,
            6,
            499
        ],
        [
            8004,
            167,
            7838,
            8004,
            167,
            7838
        ],
        [
            149.456016,
            179.122683,
            149.456016,
            149.456017,
            179.122683,
            149.456017
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476320,
            -157498,
            467562,
            -575688,
            -576771,
            -575716
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 1485.17,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631851200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759460199833,
    "expiration_time": 1763299152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "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)