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Trade: DYDX/USDT/360/OHLC4/KCL/6464

Strategy
DYDX/USDT/360/OHLC4/KCL/6464
Pair
DYDX_USDT
Interval
6h
Score
573095
Daily Profit
0.308383
Profit Factor
1.967735
Profitability
83.414634
Streak
54.813198
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-26 10:31
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 455404.8394 121627.9836 333776.8558 409311.537 -323139.9798 732451.5168
Total P&L (%) 455.4048 121.628 333.7769 409.3115 -323.14 732.4515
Avg Daily Profit (%) 0.3084 0.0824 0.226 0.1103 0 0.1436
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147196 -56829 -134408 -3304314 -1312600 -2585766
Profit Factor 1.9677 1.7294 2.0985 1.0749 0.8378 1.2109
Total Trades 205 103 102 205 103 102
Winning Trades 171 80 91 171 80 91
Losing Trades 34 23 11 34 23 11
Profitability (%) 83.4146 77.6699 89.2157 83.4146 77.6699 89.2157
Ratio Avg Win / Avg Loss 0.3912 0.4972 0.2537 0.2137 0.2409 0.1464
Largest Winning Trade 32826 16166 32826 377920 299884 377920
Largest Losing Trade -91462 -30298 -91462 -1495269 -835110 -1495269
Avg Bars in Trades 26 9 44 26 9 44
Avg Bars in Winners 13 4 20 13 4 20
Avg Bars in Losers 95 25 240 95 25 240
Bars Traded 5502 947 4555 5502 947 4555
Profit Streak 54.8132 198.0632 0 54.8132 198.0632 0
Trades During Streak 1 11 0 1 11 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 573095 -77064 498109 -179150 -575352 62654

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": 1633111200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871860283,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            455404.8393621161,
            121627.9835655962,
            333776.8557965196,
            409311.5369719548,
            -323139.9797933392,
            732451.516765293
        ],
        [
            455.404839,
            121.627984,
            333.776856,
            409.311537,
            -323.13998,
            732.451517
        ],
        [
            0.308383,
            0.082362,
            0.226021,
            0.110295,
            0,
            0.143608
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147196,
            -56829,
            -134408,
            -3304314,
            -1312600,
            -2585766
        ],
        [
            1.967735,
            1.729387,
            2.098547,
            1.074889,
            0.837768,
            1.210853
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            171,
            80,
            91,
            171,
            80,
            91
        ],
        [
            34,
            23,
            11,
            34,
            23,
            11
        ],
        [
            83.414634,
            77.669903,
            89.215686,
            83.414634,
            77.669903,
            89.215686
        ],
        [
            0.391246,
            0.497199,
            0.253671,
            0.213721,
            0.240858,
            0.146367
        ],
        [
            32826,
            16166,
            32826,
            377920,
            299884,
            377920
        ],
        [
            -91462,
            -30298,
            -91462,
            -1495269,
            -835110,
            -1495269
        ],
        [
            26,
            9,
            44,
            26,
            9,
            44
        ],
        [
            13,
            4,
            20,
            13,
            4,
            20
        ],
        [
            95,
            25,
            240,
            95,
            25,
            240
        ],
        [
            5502,
            947,
            4555,
            5502,
            947,
            4555
        ],
        [
            54.813198,
            198.063198,
            0,
            54.813198,
            198.063198,
            0
        ],
        [
            1,
            11,
            0,
            1,
            11,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            573095,
            -77064,
            498109,
            -179150,
            -575352,
            62654
        ]
    ]
}
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": 1633111200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871860283,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)