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Trade: DYDX/USDT/480/OHLC4/KCL/8111

Strategy
DYDX/USDT/480/OHLC4/KCL/8111
Pair
DYDX_USDT
Interval
8h
Score
574381
Daily Profit
0.218478
Profit Factor
1.910763
Profitability
84.967320
Streak
171.914044
Best Strategy
Training Data Length
1482.330000
Evaluation Time
2025-09-30 08:56
Expiration Time
2025-11-13 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323855.8569 47637.1403 276218.7166 635796.4672 -119222.6046 755019.0717
Total P&L (%) 323.8559 47.6371 276.2187 635.7965 -119.2226 755.0191
Avg Daily Profit (%) 0.2185 0.0321 0.1863 0.1347 0 0.1449
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89841 -59138 -81415 -504875 -372622 -300429
Profit Factor 1.9108 1.269 2.5474 1.4442 0.8524 2.2106
Total Trades 153 77 76 153 77 76
Winning Trades 130 60 70 130 60 70
Losing Trades 23 17 6 23 17 6
Profitability (%) 84.9673 77.9221 92.1053 84.9673 77.9221 92.1053
Ratio Avg Win / Avg Loss 0.3381 0.3596 0.2183 0.2555 0.2415 0.1895
Largest Winning Trade 26545 12064 26545 76777 50164 76777
Largest Losing Trade -64679 -55708 -64679 -352853 -352853 -235347
Avg Bars in Trades 25 12 39 25 12 39
Avg Bars in Winners 11 5 17 11 5 17
Avg Bars in Losers 104 38 291 104 38 291
Bars Traded 3947 961 2986 3947 961 2986
Profit Streak 171.914 171.914 259.914 171.914 171.914 259.914
Trades During Streak 12 6 17 12 6 17
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 574381 -189616 -32901 -6126 -617121 -40280
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 1482.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211773384,
    "expiration_time": 1763032608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 113,
            "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": [
        [
            323855.8569264808,
            47637.1402889093,
            276218.7166375712,
            635796.4671554493,
            -119222.6045925603,
            755019.0717480093
        ],
        [
            323.855857,
            47.63714,
            276.218717,
            635.796467,
            -119.222605,
            755.019072
        ],
        [
            0.218478,
            0.032137,
            0.186341,
            0.134729,
            0,
            0.144874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89841,
            -59138,
            -81415,
            -504875,
            -372622,
            -300429
        ],
        [
            1.910763,
            1.269015,
            2.547378,
            1.44417,
            0.852402,
            2.210598
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            130,
            60,
            70,
            130,
            60,
            70
        ],
        [
            23,
            17,
            6,
            23,
            17,
            6
        ],
        [
            84.96732,
            77.922078,
            92.105263,
            84.96732,
            77.922078,
            92.105263
        ],
        [
            0.338058,
            0.359554,
            0.218347,
            0.255507,
            0.241514,
            0.18948
        ],
        [
            26545,
            12064,
            26545,
            76777,
            50164,
            76777
        ],
        [
            -64679,
            -55708,
            -64679,
            -352853,
            -352853,
            -235347
        ],
        [
            25,
            12,
            39,
            25,
            12,
            39
        ],
        [
            11,
            5,
            17,
            11,
            5,
            17
        ],
        [
            104,
            38,
            291,
            104,
            38,
            291
        ],
        [
            3947,
            961,
            2986,
            3947,
            961,
            2986
        ],
        [
            171.914044,
            171.914044,
            259.914044,
            171.914044,
            171.914044,
            259.914044
        ],
        [
            12,
            6,
            17,
            12,
            6,
            17
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            574381,
            -189616,
            -32901,
            -6126,
            -617121,
            -40280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 1482.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211773384,
    "expiration_time": 1763032608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 113,
            "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)