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Trade: DYDX/USDT/480/HLC3/KCL/7190

Strategy
DYDX/USDT/480/HLC3/KCL/7190
Pair
DYDX_USDT
Interval
8h
Score
543386
Daily Profit
0.179715
Profit Factor
1.690994
Profitability
84.105960
Streak
155.339674
Best Strategy
Training Data Length
1491.000000
Evaluation Time
2025-10-09 03:09
Expiration Time
2025-11-22 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267954.8928 16316.3613 251638.5315 308441.048 -252682.3402 561123.3882
Total P&L (%) 267.9549 16.3164 251.6385 308.441 -252.6823 561.1234
Avg Daily Profit (%) 0.1797 0.0109 0.1688 0.0944 0 0.1268
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128615 -72887 -85466 -717799 -499512 -316857
Profit Factor 1.691 1.0901 2.2175 1.2174 0.677 1.8822
Total Trades 151 76 75 151 76 75
Winning Trades 127 59 68 127 59 68
Losing Trades 24 17 7 24 17 7
Profitability (%) 84.106 77.6316 90.6667 84.106 77.6316 90.6667
Ratio Avg Win / Avg Loss 0.3196 0.3141 0.2283 0.2301 0.1951 0.1938
Largest Winning Trade 26545 15249 26545 100579 96480 100579
Largest Losing Trade -68992 -39428 -68992 -327161 -327161 -249102
Avg Bars in Trades 26 11 41 26 11 41
Avg Bars in Winners 11 4 18 11 4 18
Avg Bars in Losers 101 35 262 101 35 262
Bars Traded 3947 871 3076 3947 871 3076
Profit Streak 155.3397 208.673 155.3397 155.3397 208.673 155.3397
Trades During Streak 11 7 5 11 7 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 543386 -354505 -41546 -61776 -624638 -72926
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4473,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759968547817,
    "expiration_time": 1763803872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 103,
            "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": [
        [
            267954.8928389111,
            16316.3612978799,
            251638.5315410311,
            308441.047999394,
            -252682.3401649995,
            561123.3881643935
        ],
        [
            267.954893,
            16.316361,
            251.638532,
            308.441048,
            -252.68234,
            561.123388
        ],
        [
            0.179715,
            0.010943,
            0.168772,
            0.094423,
            0,
            0.126758
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128615,
            -72887,
            -85466,
            -717799,
            -499512,
            -316857
        ],
        [
            1.690994,
            1.090099,
            2.217485,
            1.217445,
            0.677045,
            1.882175
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            127,
            59,
            68,
            127,
            59,
            68
        ],
        [
            24,
            17,
            7,
            24,
            17,
            7
        ],
        [
            84.10596,
            77.631579,
            90.666667,
            84.10596,
            77.631579,
            90.666667
        ],
        [
            0.319558,
            0.314096,
            0.22827,
            0.230068,
            0.195081,
            0.193753
        ],
        [
            26545,
            15249,
            26545,
            100579,
            96480,
            100579
        ],
        [
            -68992,
            -39428,
            -68992,
            -327161,
            -327161,
            -249102
        ],
        [
            26,
            11,
            41,
            26,
            11,
            41
        ],
        [
            11,
            4,
            18,
            11,
            4,
            18
        ],
        [
            101,
            35,
            262,
            101,
            35,
            262
        ],
        [
            3947,
            871,
            3076,
            3947,
            871,
            3076
        ],
        [
            155.339674,
            208.673007,
            155.339674,
            155.339674,
            208.673007,
            155.339674
        ],
        [
            11,
            7,
            5,
            11,
            7,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543386,
            -354505,
            -41546,
            -61776,
            -624638,
            -72926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4473,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759968547817,
    "expiration_time": 1763803872000,
    "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": 103,
            "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)