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Trade: DYDX/USDT/360/HLC3/KCL/4452

Strategy
DYDX/USDT/360/HLC3/KCL/4452
Pair
DYDX_USDT
Interval
6h
Score
597433
Daily Profit
0.304510
Profit Factor
2.375255
Profitability
82.993197
Streak
204.209178
Best Strategy
Training Data Length
1484.500000
Evaluation Time
2025-10-02 14:01
Expiration Time
2025-11-15 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452045.6506 113126.5617 338919.0889 1902212.2066 602680.838 1299531.3687
Total P&L (%) 452.0457 113.1266 338.9191 1902.2122 602.6808 1299.5314
Avg Daily Profit (%) 0.3045 0.0762 0.2283 0.2021 0.1314 0.1779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79065 -38340 -81631 -1118363 -421351 -1259350
Profit Factor 2.3753 1.8473 2.7364 1.596 1.5376 1.6276
Total Trades 147 74 73 147 74 73
Winning Trades 122 55 67 122 55 67
Losing Trades 25 19 6 25 19 6
Profitability (%) 82.9932 74.3243 91.7808 82.9932 74.3243 91.7808
Ratio Avg Win / Avg Loss 0.4867 0.6382 0.2451 0.3271 0.5312 0.1458
Largest Winning Trade 30183 24014 30183 259799 136295 259799
Largest Losing Trade -69709 -30298 -69709 -932802 -319023 -932802
Avg Bars in Trades 35 10 61 35 10 61
Avg Bars in Winners 18 4 29 18 4 29
Avg Bars in Losers 120 26 420 120 26 420
Bars Traded 5261 751 4511 5261 751 4511
Profit Streak 204.2092 204.2092 262.2092 204.2092 204.2092 262.2092
Trades During Streak 8 4 16 8 4 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 597433 -149835 -54728 526182 -76649 -56882
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5938,
    "evaluation_days": 1484.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633824000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759402872970,
    "expiration_time": 1763232624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "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": [
        [
            452045.6506413012,
            113126.5616972292,
            338919.0889440716,
            1902212.2066279468,
            602680.8379650448,
            1299531.3686629029
        ],
        [
            452.045651,
            113.126562,
            338.919089,
            1902.212207,
            602.680838,
            1299.531369
        ],
        [
            0.30451,
            0.076205,
            0.228305,
            0.202079,
            0.131426,
            0.17791
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79065,
            -38340,
            -81631,
            -1118363,
            -421351,
            -1259350
        ],
        [
            2.375255,
            1.847284,
            2.73642,
            1.596031,
            1.537644,
            1.627641
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            122,
            55,
            67,
            122,
            55,
            67
        ],
        [
            25,
            19,
            6,
            25,
            19,
            6
        ],
        [
            82.993197,
            74.324324,
            91.780822,
            82.993197,
            74.324324,
            91.780822
        ],
        [
            0.486733,
            0.638153,
            0.245053,
            0.327055,
            0.531186,
            0.145759
        ],
        [
            30183,
            24014,
            30183,
            259799,
            136295,
            259799
        ],
        [
            -69709,
            -30298,
            -69709,
            -932802,
            -319023,
            -932802
        ],
        [
            35,
            10,
            61,
            35,
            10,
            61
        ],
        [
            18,
            4,
            29,
            18,
            4,
            29
        ],
        [
            120,
            26,
            420,
            120,
            26,
            420
        ],
        [
            5261,
            751,
            4511,
            5261,
            751,
            4511
        ],
        [
            204.209178,
            204.209178,
            262.209178,
            204.209178,
            204.209178,
            262.209178
        ],
        [
            8,
            4,
            16,
            8,
            4,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            597433,
            -149835,
            -54728,
            526182,
            -76649,
            -56882
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5938,
    "evaluation_days": 1484.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633824000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759402872970,
    "expiration_time": 1763232624000,
    "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": 125,
            "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)