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Trade: DYDX/USDT/480/MIDPRICE/KCL/5418

Strategy
DYDX/USDT/480/MIDPRICE/KCL/5418
Pair
DYDX_USDT
Interval
8h
Score
635861
Daily Profit
0.160156
Profit Factor
4.747931
Profitability
82.758621
Streak
240.301586
Best Strategy
Training Data Length
1480.330000
Evaluation Time
2025-09-28 10:14
Expiration Time
2025-11-11 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267593.0595 30509.1955 237083.864 647880.2068 -42189.5054 690069.7122
Total P&L (%) 267.5931 30.5092 237.0839 647.8802 -42.1895 690.0697
Avg Daily Profit (%) 0.1808 0.0206 0.1602 0.136 -0.037 0.1397
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50617 -61513 -45441 -271811 -346109 -207437
Profit Factor 2.5072 1.267 4.7479 1.8368 0.916 3.5372
Total Trades 59 30 29 59 30 29
Winning Trades 45 21 24 45 21 24
Losing Trades 14 9 5 14 9 5
Profitability (%) 76.2712 70 82.7586 76.2712 70 82.7586
Ratio Avg Win / Avg Loss 0.78 0.543 0.9892 0.5714 0.3926 0.7369
Largest Winning Trade 26017 22000 26017 87177 73594 87177
Largest Losing Trade -50617 -50617 -35136 -270899 -270899 -170610
Avg Bars in Trades 66 44 88 66 44 88
Avg Bars in Winners 33 29 36 33 29 36
Avg Bars in Losers 172 80 337 172 80 337
Bars Traded 3903 1345 2559 3903 1345 2559
Profit Streak 103.3016 103.3016 240.3016 103.3016 103.3016 240.3016
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165242 -166673 635861 -185031 -577274 122573
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4441,
    "evaluation_days": 1480.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638115200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759043657004,
    "expiration_time": 1762854624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            267593.0594662781,
            30509.1954543508,
            237083.8640119272,
            647880.2067904352,
            -42189.5053737769,
            690069.7121642123
        ],
        [
            267.593059,
            30.509195,
            237.083864,
            647.880207,
            -42.189505,
            690.069712
        ],
        [
            0.180766,
            0.02061,
            0.160156,
            0.136013,
            -0.037012,
            0.139725
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50617,
            -61513,
            -45441,
            -271811,
            -346109,
            -207437
        ],
        [
            2.507204,
            1.266956,
            4.747931,
            1.836754,
            0.916007,
            3.537204
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            14,
            9,
            5,
            14,
            9,
            5
        ],
        [
            76.271186,
            70,
            82.758621,
            76.271186,
            70,
            82.758621
        ],
        [
            0.780019,
            0.542981,
            0.989152,
            0.571435,
            0.392574,
            0.736917
        ],
        [
            26017,
            22000,
            26017,
            87177,
            73594,
            87177
        ],
        [
            -50617,
            -50617,
            -35136,
            -270899,
            -270899,
            -170610
        ],
        [
            66,
            44,
            88,
            66,
            44,
            88
        ],
        [
            33,
            29,
            36,
            33,
            29,
            36
        ],
        [
            172,
            80,
            337,
            172,
            80,
            337
        ],
        [
            3903,
            1345,
            2559,
            3903,
            1345,
            2559
        ],
        [
            103.301586,
            103.301586,
            240.301586,
            103.301586,
            103.301586,
            240.301586
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165242,
            -166673,
            635861,
            -185031,
            -577274,
            122573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4441,
    "evaluation_days": 1480.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638115200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759043657004,
    "expiration_time": 1762854624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)