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Trade: DYDX/USDT/360/KCU/SMA/7031

Strategy
DYDX/USDT/360/KCU/SMA/7031
Pair
DYDX_USDT
Interval
6h
Score
360485
Daily Profit
0.179943
Profit Factor
1.473595
Profitability
62.874251
Streak
25.926725
Best Strategy
Training Data Length
1482.750000
Evaluation Time
2025-09-30 19:14
Expiration Time
2025-11-14 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266810.4361 49315.9313 217494.5048 -19873.3414 158139.2242 -178012.5656
Total P&L (%) 266.8104 49.3159 217.4945 -19.8733 158.1392 -178.0126
Avg Daily Profit (%) 0.1799 0.0333 0.1467 -0.0149 0.064 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175118 -42448 -162773 -1225030 -250941 -1003247
Profit Factor 1.4736 1.2291 1.6249 0.9898 1.2862 0.8718
Total Trades 167 84 83 167 84 83
Winning Trades 105 53 52 105 53 52
Losing Trades 62 31 31 62 31 31
Profitability (%) 62.8743 63.0952 62.6506 62.8743 63.0952 62.6506
Ratio Avg Win / Avg Loss 0.8701 0.7189 0.9687 0.5844 0.7523 0.5197
Largest Winning Trade 53309 15648 53309 289640 170353 289640
Largest Losing Trade -82515 -35147 -82515 -535559 -81415 -535559
Avg Bars in Trades 33 13 54 33 13 54
Avg Bars in Winners 23 12 34 23 12 34
Avg Bars in Losers 51 15 88 51 15 88
Bars Traded 5648 1135 4513 5648 1135 4513
Profit Streak 25.9267 100.9267 0 25.9267 100.9267 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360485 -148590 167589 -577692 -105889 -579192
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633413600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248869042,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sma",
        "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": [
        [
            266810.4361060398,
            49315.9312790365,
            217494.5048270033,
            -19873.3414391079,
            158139.2241772928,
            -178012.5656164006
        ],
        [
            266.810436,
            49.315931,
            217.494505,
            -19.873341,
            158.139224,
            -178.012566
        ],
        [
            0.179943,
            0.03326,
            0.146683,
            -0.014941,
            0.063978,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175118,
            -42448,
            -162773,
            -1225030,
            -250941,
            -1003247
        ],
        [
            1.473595,
            1.229053,
            1.62486,
            0.989762,
            1.286236,
            0.871815
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            62.874251,
            63.095238,
            62.650602,
            62.874251,
            63.095238,
            62.650602
        ],
        [
            0.870123,
            0.71888,
            0.968667,
            0.584431,
            0.752326,
            0.519736
        ],
        [
            53309,
            15648,
            53309,
            289640,
            170353,
            289640
        ],
        [
            -82515,
            -35147,
            -82515,
            -535559,
            -81415,
            -535559
        ],
        [
            33,
            13,
            54,
            33,
            13,
            54
        ],
        [
            23,
            12,
            34,
            23,
            12,
            34
        ],
        [
            51,
            15,
            88,
            51,
            15,
            88
        ],
        [
            5648,
            1135,
            4513,
            5648,
            1135,
            4513
        ],
        [
            25.926725,
            100.926725,
            0,
            25.926725,
            100.926725,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360485,
            -148590,
            167589,
            -577692,
            -105889,
            -579192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633413600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248869042,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sma",
        "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)