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Trade: DYDX/USDT/480/KCU/ALMA/3700

Strategy
DYDX/USDT/480/KCU/ALMA/3700
Pair
DYDX_USDT
Interval
8h
Score
513661
Daily Profit
0.310598
Profit Factor
1.825494
Profitability
61.538462
Streak
20.087547
Best Strategy
Training Data Length
1479.330000
Evaluation Time
2025-09-27 13:06
Expiration Time
2025-11-10 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459477.2542 144536.7218 314940.5324 1305873.1039 874495.2927 431377.8112
Total P&L (%) 459.4773 144.5367 314.9405 1305.8731 874.4953 431.3778
Avg Daily Profit (%) 0.3106 0.0977 0.2129 0.1788 0.154 0.113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151979 -42132 -152086 -1746272 -389633 -1593404
Profit Factor 1.8255 1.7786 1.849 1.3471 1.9395 1.1524
Total Trades 195 98 97 195 98 97
Winning Trades 120 61 59 120 61 59
Losing Trades 75 37 38 75 37 38
Profitability (%) 61.5385 62.2449 60.8247 61.5385 62.2449 60.8247
Ratio Avg Win / Avg Loss 1.1409 1.0788 1.1909 0.842 1.1764 0.7422
Largest Winning Trade 49714 29308 49714 393434 190354 393434
Largest Losing Trade -69272 -16020 -69272 -773020 -89760 -773020
Avg Bars in Trades 21 5 37 21 5 37
Avg Bars in Winners 16 6 26 16 6 26
Avg Bars in Losers 30 5 55 30 5 55
Bars Traded 4244 571 3672 4244 571 3672
Profit Streak 20.0875 167.0875 0 20.0875 167.0875 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513661 -57260 404521 356825 476247 -95643
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4438,
    "evaluation_days": 1479.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632556800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758967564073,
    "expiration_time": 1762765632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 50,
            "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": [
        [
            459477.2541904214,
            144536.7217996496,
            314940.532390772,
            1305873.1039320908,
            874495.292695835,
            431377.8112362562
        ],
        [
            459.477254,
            144.536722,
            314.940532,
            1305.873104,
            874.495293,
            431.377811
        ],
        [
            0.310598,
            0.097704,
            0.212894,
            0.178838,
            0.154023,
            0.112973
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151979,
            -42132,
            -152086,
            -1746272,
            -389633,
            -1593404
        ],
        [
            1.825494,
            1.778611,
            1.848954,
            1.347146,
            1.939503,
            1.15238
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            120,
            61,
            59,
            120,
            61,
            59
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            61.538462,
            62.244898,
            60.824742,
            61.538462,
            62.244898,
            60.824742
        ],
        [
            1.140934,
            1.07883,
            1.190852,
            0.841966,
            1.17642,
            0.742211
        ],
        [
            49714,
            29308,
            49714,
            393434,
            190354,
            393434
        ],
        [
            -69272,
            -16020,
            -69272,
            -773020,
            -89760,
            -773020
        ],
        [
            21,
            5,
            37,
            21,
            5,
            37
        ],
        [
            16,
            6,
            26,
            16,
            6,
            26
        ],
        [
            30,
            5,
            55,
            30,
            5,
            55
        ],
        [
            4244,
            571,
            3672,
            4244,
            571,
            3672
        ],
        [
            20.087547,
            167.087547,
            0,
            20.087547,
            167.087547,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513661,
            -57260,
            404521,
            356825,
            476247,
            -95643
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4438,
    "evaluation_days": 1479.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632556800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758967564073,
    "expiration_time": 1762765632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 50,
            "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)