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Trade: DYDX/USDT/480/KCU/HILO/9989

Strategy
DYDX/USDT/480/KCU/HILO/9989
Pair
DYDX_USDT
Interval
8h
Score
594897
Daily Profit
0.155885
Profit Factor
4.395679
Profitability
54.285714
Streak
174.488043
Best Strategy
Training Data Length
1478.670000
Evaluation Time
2025-09-26 14:42
Expiration Time
2025-11-09 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346909.6498 116406.9771 230502.6727 582115.6039 57941.0012 524174.6027
Total P&L (%) 346.9097 116.407 230.5027 582.1156 57.941 524.1746
Avg Daily Profit (%) 0.2346 0.0787 0.1559 0.1299 0.0309 0.1239
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68929 -66557 -23298 -344504 -477717 -112778
Profit Factor 2.1506 1.4983 4.3957 1.5791 1.0711 3.7586
Total Trades 71 36 35 71 36 35
Winning Trades 40 21 19 40 21 19
Losing Trades 31 15 16 31 15 16
Profitability (%) 56.338 58.3333 54.2857 56.338 58.3333 54.2857
Ratio Avg Win / Avg Loss 1.6667 1.0702 3.7016 1.2238 0.7651 3.1651
Largest Winning Trade 121922 121922 57469 171458 171458 168013
Largest Losing Trade -48502 -48502 -13202 -310922 -310922 -44044
Avg Bars in Trades 58 64 53 58 64 53
Avg Bars in Winners 65 54 78 65 54 78
Avg Bars in Losers 50 79 23 50 79 23
Bars Traded 4187 2321 1866 4187 2321 1866
Profit Streak 174.488 176.8214 174.488 174.488 176.8214 174.488
Trades During Streak 9 5 4 9 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76648 -84056 594897 -106012 -293914 -18346

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4436,
    "evaluation_days": 1478.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636300800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886966945,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 158
        }
    }
}
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": [
        [
            346909.6498131802,
            116406.9770647958,
            230502.6727483844,
            582115.6038842816,
            57941.0011833306,
            524174.602700951
        ],
        [
            346.90965,
            116.406977,
            230.502673,
            582.115604,
            57.941001,
            524.174603
        ],
        [
            0.234609,
            0.078724,
            0.155885,
            0.129933,
            0.030914,
            0.123922
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68929,
            -66557,
            -23298,
            -344504,
            -477717,
            -112778
        ],
        [
            2.150581,
            1.49826,
            4.395679,
            1.57908,
            1.071074,
            3.758565
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            56.338028,
            58.333333,
            54.285714,
            56.338028,
            58.333333,
            54.285714
        ],
        [
            1.6667,
            1.070186,
            3.701624,
            1.223787,
            0.765053,
            3.165107
        ],
        [
            121922,
            121922,
            57469,
            171458,
            171458,
            168013
        ],
        [
            -48502,
            -48502,
            -13202,
            -310922,
            -310922,
            -44044
        ],
        [
            58,
            64,
            53,
            58,
            64,
            53
        ],
        [
            65,
            54,
            78,
            65,
            54,
            78
        ],
        [
            50,
            79,
            23,
            50,
            79,
            23
        ],
        [
            4187,
            2321,
            1866,
            4187,
            2321,
            1866
        ],
        [
            174.488043,
            176.821377,
            174.488043,
            174.488043,
            176.821377,
            174.488043
        ],
        [
            9,
            5,
            4,
            9,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76648,
            -84056,
            594897,
            -106012,
            -293914,
            -18346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4436,
    "evaluation_days": 1478.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636300800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886966945,
    "expiration_time": 1762706304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 158
        }
    }
}

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)