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Trade: DYDX/USDT/240/VWAP/KCL/4307

Strategy
DYDX/USDT/240/VWAP/KCL/4307
Pair
DYDX_USDT
Interval
4h
Score
549047
Daily Profit
0.258600
Profit Factor
1.982276
Profitability
80.952381
Streak
180.877597
Best Strategy
Training Data Length
1489.830000
Evaluation Time
2025-10-08 00:03
Expiration Time
2025-11-21 10:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385270.7662 68029.1512 317241.615 991587.9251 -173815.0151 1165402.9402
Total P&L (%) 385.2708 68.0292 317.2416 991.5879 -173.815 1165.4029
Avg Daily Profit (%) 0.2586 0.0457 0.2129 0.1606 0 0.1705
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144684 -60544 -123414 -1746706 -841799 -1197605
Profit Factor 1.9823 1.4021 2.4223 1.2968 0.8835 1.6303
Total Trades 147 74 73 147 74 73
Winning Trades 119 53 66 119 53 66
Losing Trades 28 21 7 28 21 7
Profitability (%) 80.9524 71.6216 90.411 80.9524 71.6216 90.411
Ratio Avg Win / Avg Loss 0.4664 0.5556 0.2569 0.3051 0.3501 0.1729
Largest Winning Trade 26545 19637 26545 269826 129076 269826
Largest Losing Trade -74127 -23736 -74127 -775759 -360075 -775759
Avg Bars in Trades 54 19 89 54 19 89
Avg Bars in Winners 27 9 42 27 9 42
Avg Bars in Losers 168 46 532 168 46 532
Bars Traded 8010 1478 6532 8010 1478 6532
Profit Streak 180.8776 180.8776 291.5443 180.8776 180.8776 291.5443
Trades During Streak 8 4 20 8 4 20
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549047 -192729 -55552 440610 -640493 -57026
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8939,
    "evaluation_days": 1489.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633492800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759871024378,
    "expiration_time": 1763714448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 164,
            "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": [
        [
            385270.7661930912,
            68029.1511874735,
            317241.6150056178,
            991587.9251456556,
            -173815.015050433,
            1165402.9401960885
        ],
        [
            385.270766,
            68.029151,
            317.241615,
            991.587925,
            -173.815015,
            1165.40294
        ],
        [
            0.2586,
            0.045662,
            0.212938,
            0.160564,
            0,
            0.170499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144684,
            -60544,
            -123414,
            -1746706,
            -841799,
            -1197605
        ],
        [
            1.982276,
            1.402122,
            2.422307,
            1.296753,
            0.883541,
            1.630302
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            119,
            53,
            66,
            119,
            53,
            66
        ],
        [
            28,
            21,
            7,
            28,
            21,
            7
        ],
        [
            80.952381,
            71.621622,
            90.410959,
            80.952381,
            71.621622,
            90.410959
        ],
        [
            0.466418,
            0.555558,
            0.256911,
            0.305118,
            0.350082,
            0.172911
        ],
        [
            26545,
            19637,
            26545,
            269826,
            129076,
            269826
        ],
        [
            -74127,
            -23736,
            -74127,
            -775759,
            -360075,
            -775759
        ],
        [
            54,
            19,
            89,
            54,
            19,
            89
        ],
        [
            27,
            9,
            42,
            27,
            9,
            42
        ],
        [
            168,
            46,
            532,
            168,
            46,
            532
        ],
        [
            8010,
            1478,
            6532,
            8010,
            1478,
            6532
        ],
        [
            180.877597,
            180.877597,
            291.544264,
            180.877597,
            180.877597,
            291.544264
        ],
        [
            8,
            4,
            20,
            8,
            4,
            20
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549047,
            -192729,
            -55552,
            440610,
            -640493,
            -57026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8939,
    "evaluation_days": 1489.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633492800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759871024378,
    "expiration_time": 1763714448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 164,
            "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)