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Trade: DYDX/USDT/360/VWAP/KCL/4585

Strategy
DYDX/USDT/360/VWAP/KCL/4585
Pair
DYDX_USDT
Interval
6h
Score
604380
Daily Profit
0.333995
Profit Factor
2.133152
Profitability
83.647799
Streak
116.087869
Best Strategy
Training Data Length
1482.750000
Evaluation Time
2025-09-30 17:06
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 495231.5586 144955.4497 350276.1089 529195.0296 321340.7087 207854.3209
Total P&L (%) 495.2316 144.9555 350.2761 529.195 321.3407 207.8543
Avg Daily Profit (%) 0.334 0.0978 0.2362 0.1241 0.097 0.0759
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118704 -35862 -126542 -3514889 -772325 -3207760
Profit Factor 2.1332 1.9862 2.2076 1.0836 1.1823 1.0455
Total Trades 159 80 79 159 80 79
Winning Trades 133 62 71 133 62 71
Losing Trades 26 18 8 26 18 8
Profitability (%) 83.6478 77.5 89.8734 83.6478 77.5 89.8734
Ratio Avg Win / Avg Loss 0.417 0.5766 0.2487 0.2118 0.3433 0.1178
Largest Winning Trade 31732 21255 31732 866926 333083 866926
Largest Losing Trade -92183 -32876 -92183 -1968319 -772325 -1968319
Avg Bars in Trades 33 9 57 33 9 57
Avg Bars in Winners 19 5 32 19 5 32
Avg Bars in Losers 103 22 285 103 22 285
Bars Traded 5340 771 4569 5340 771 4569
Profit Streak 116.0879 116.0879 264.3379 116.0879 116.0879 264.3379
Trades During Streak 4 2 17 4 2 17
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 604380 -75842 -10850 -150439 -99440 -284035
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": 1632830400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241191931,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "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": [
        [
            495231.5585744396,
            144955.4496877393,
            350276.1088866999,
            529195.0295940178,
            321340.7086685435,
            207854.3209254742
        ],
        [
            495.231559,
            144.95545,
            350.276109,
            529.19503,
            321.340709,
            207.854321
        ],
        [
            0.333995,
            0.097761,
            0.236234,
            0.124122,
            0.097047,
            0.075865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118704,
            -35862,
            -126542,
            -3514889,
            -772325,
            -3207760
        ],
        [
            2.133152,
            1.986205,
            2.207616,
            1.08355,
            1.182312,
            1.045469
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            133,
            62,
            71,
            133,
            62,
            71
        ],
        [
            26,
            18,
            8,
            26,
            18,
            8
        ],
        [
            83.647799,
            77.5,
            89.873418,
            83.647799,
            77.5,
            89.873418
        ],
        [
            0.417007,
            0.57664,
            0.248746,
            0.211822,
            0.343252,
            0.117799
        ],
        [
            31732,
            21255,
            31732,
            866926,
            333083,
            866926
        ],
        [
            -92183,
            -32876,
            -92183,
            -1968319,
            -772325,
            -1968319
        ],
        [
            33,
            9,
            57,
            33,
            9,
            57
        ],
        [
            19,
            5,
            32,
            19,
            5,
            32
        ],
        [
            103,
            22,
            285,
            103,
            22,
            285
        ],
        [
            5340,
            771,
            4569,
            5340,
            771,
            4569
        ],
        [
            116.087869,
            116.087869,
            264.337869,
            116.08787,
            116.08787,
            264.33787
        ],
        [
            4,
            2,
            17,
            4,
            2,
            17
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            604380,
            -75842,
            -10850,
            -150439,
            -99440,
            -284035
        ]
    ]
}
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": 1632830400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241191931,
    "expiration_time": 1763076888000,
    "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": 79,
            "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)