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Trade: DYDX/USDT/360/BBU/KCL/2688

Strategy
DYDX/USDT/360/BBU/KCL/2688
Pair
DYDX_USDT
Interval
6h
Score
544794
Daily Profit
0.287191
Profit Factor
2.352531
Profitability
69.172932
Streak
97.013428
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 21:19
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424108.7281 116239.9692 307868.7588 824412.1434 363690.6875 460721.456
Total P&L (%) 424.1087 116.24 307.8688 824.4121 363.6907 460.7215
Avg Daily Profit (%) 0.2872 0.0787 0.2085 0.1507 0.1039 0.1168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117570 -24911 -115137 -1304586 -229042 -1212055
Profit Factor 2.3525 2.1494 2.4492 1.3539 1.5805 1.2705
Total Trades 133 67 66 133 67 66
Winning Trades 92 44 48 92 44 48
Losing Trades 41 23 18 41 23 18
Profitability (%) 69.1729 65.6716 72.7273 69.1729 65.6716 72.7273
Ratio Avg Win / Avg Loss 1.0484 1.1235 0.9185 0.6033 0.8262 0.4764
Largest Winning Trade 46902 17069 46902 298648 184941 298648
Largest Losing Trade -87511 -17422 -87511 -860497 -229042 -860497
Avg Bars in Trades 39 5 73 39 5 73
Avg Bars in Winners 22 4 39 22 4 39
Avg Bars in Losers 75 7 163 75 7 163
Bars Traded 5188 362 4826 5188 362 4826
Profit Streak 97.0134 97.2634 0 97.0134 97.2634 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544794 -198689 -111651 351369 -167907 -160050
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758997160159,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 2.87614
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 119,
            "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": [
        [
            424108.7280644547,
            116239.9692191709,
            307868.7588452834,
            824412.1434182134,
            363690.6874505486,
            460721.4559676652
        ],
        [
            424.108728,
            116.239969,
            307.868759,
            824.412143,
            363.690687,
            460.721456
        ],
        [
            0.287191,
            0.078713,
            0.208477,
            0.150714,
            0.103934,
            0.116815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117570,
            -24911,
            -115137,
            -1304586,
            -229042,
            -1212055
        ],
        [
            2.352531,
            2.149395,
            2.449236,
            1.353857,
            1.580464,
            1.270497
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            69.172932,
            65.671642,
            72.727273,
            69.172932,
            65.671642,
            72.727273
        ],
        [
            1.048411,
            1.123548,
            0.918463,
            0.603349,
            0.826152,
            0.476436
        ],
        [
            46902,
            17069,
            46902,
            298648,
            184941,
            298648
        ],
        [
            -87511,
            -17422,
            -87511,
            -860497,
            -229042,
            -860497
        ],
        [
            39,
            5,
            73,
            39,
            5,
            73
        ],
        [
            22,
            4,
            39,
            22,
            4,
            39
        ],
        [
            75,
            7,
            163,
            75,
            7,
            163
        ],
        [
            5188,
            362,
            4826,
            5188,
            362,
            4826
        ],
        [
            97.013428,
            97.263428,
            0,
            97.013428,
            97.263428,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544794,
            -198689,
            -111651,
            351369,
            -167907,
            -160050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758997160159,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 2.87614
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 119,
            "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)