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Trade: DYDX/USDT/240/KCB/PWMA/1597

Strategy
DYDX/USDT/240/KCB/PWMA/1597
Pair
DYDX_USDT
Interval
4h
Score
332681
Daily Profit
0.189867
Profit Factor
1.443902
Profitability
53.076923
Streak
0.000000
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 06:34
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280370.4894 71283.9492 209086.5401 238034.0096 -91941.5687 329975.5784
Total P&L (%) 280.3705 71.2839 209.0865 238.034 -91.9416 329.9756
Avg Daily Profit (%) 0.1899 0.0483 0.1416 0.0825 -0.1704 0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112223 -97124 -61381 -911611 -518041 -477120
Profit Factor 1.4439 1.2142 1.6997 1.0934 0.9241 1.2467
Total Trades 130 65 65 130 65 65
Winning Trades 69 31 38 69 31 38
Losing Trades 61 34 27 61 34 27
Profitability (%) 53.0769 47.6923 58.4615 53.0769 47.6923 58.4615
Ratio Avg Win / Avg Loss 1.2765 1.3317 1.2077 0.9666 1.0136 0.8858
Largest Winning Trade 57272 43007 57272 423276 193139 423276
Largest Losing Trade -36211 -31243 -36211 -297061 -217316 -297061
Avg Bars in Trades 65 48 82 65 48 82
Avg Bars in Winners 66 43 86 66 43 86
Avg Bars in Losers 64 52 78 64 52 78
Bars Traded 8517 3128 5389 8517 3128 5389
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 332681 -261460 -132489 -201536 -711689 -193535

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857655607,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    }
}
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": [
        [
            280370.4893517491,
            71283.9492214337,
            209086.5401303155,
            238034.0096393285,
            -91941.5687357006,
            329975.5783750292
        ],
        [
            280.370489,
            71.283949,
            209.08654,
            238.03401,
            -91.941569,
            329.975578
        ],
        [
            0.189867,
            0.048273,
            0.141593,
            0.082515,
            -0.170404,
            0.098822
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112223,
            -97124,
            -61381,
            -911611,
            -518041,
            -477120
        ],
        [
            1.443902,
            1.214198,
            1.699733,
            1.093364,
            0.92414,
            1.246701
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            53.076923,
            47.692308,
            58.461538,
            53.076923,
            47.692308,
            58.461538
        ],
        [
            1.276493,
            1.331701,
            1.207705,
            0.966597,
            1.013573,
            0.885814
        ],
        [
            57272,
            43007,
            57272,
            423276,
            193139,
            423276
        ],
        [
            -36211,
            -31243,
            -36211,
            -297061,
            -217316,
            -297061
        ],
        [
            65,
            48,
            82,
            65,
            48,
            82
        ],
        [
            66,
            43,
            86,
            66,
            43,
            86
        ],
        [
            64,
            52,
            78,
            64,
            52,
            78
        ],
        [
            8517,
            3128,
            5389,
            8517,
            3128,
            5389
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332681,
            -261460,
            -132489,
            -201536,
            -711689,
            -193535
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857655607,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    }
}

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)