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Trade: DYDX/USDT/60/FWMA/KCU/2606

Strategy
DYDX/USDT/60/FWMA/KCU/2606
Pair
DYDX_USDT
Interval
1h
Score
428399
Daily Profit
0.174979
Profit Factor
1.385906
Profitability
75.862069
Streak
7.820515
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 02:41
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 182261.218 121902.9359 60358.2821 95192.3165 -6722.852 101915.1685
Total P&L (%) 182.2612 121.9029 60.3583 95.1923 -6.7229 101.9152
Avg Daily Profit (%) 0.175 0.117 0.0579 0.0642 -0.0067 0.0675
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114070 -116780 -15485 -507041 -506531 -60565
Profit Factor 1.3859 1.3109 1.7522 1.0562 0.9953 1.378
Total Trades 203 101 102 203 101 102
Winning Trades 154 76 78 154 76 78
Losing Trades 49 25 24 49 25 24
Profitability (%) 75.8621 75.2475 76.4706 75.8621 75.2475 76.4706
Ratio Avg Win / Avg Loss 0.441 0.4312 0.5391 0.3361 0.3274 0.424
Largest Winning Trade 55656 55656 9891 190007 190007 43391
Largest Losing Trade -47083 -47083 -15254 -225132 -225132 -60565
Avg Bars in Trades 117 224 11 117 224 11
Avg Bars in Winners 43 81 6 43 81 6
Avg Bars in Losers 349 659 26 349 659 26
Bars Traded 23830 22698 1132 23830 22698 1132
Profit Streak 7.8205 14.9872 7.8205 7.8205 14.9872 7.8205
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428399 -33524 -111261 -262031 -576023 -99554
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669165200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758930092474,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            182261.2180083041,
            121902.935896343,
            60358.282111961,
            95192.3164557364,
            -6722.8520208471,
            101915.1684765839
        ],
        [
            182.261218,
            121.902936,
            60.358282,
            95.192316,
            -6.722852,
            101.915168
        ],
        [
            0.174979,
            0.117032,
            0.057947,
            0.06423,
            -0.006681,
            0.067483
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114070,
            -116780,
            -15485,
            -507041,
            -506531,
            -60565
        ],
        [
            1.385906,
            1.310934,
            1.752218,
            1.056162,
            0.995283,
            1.377953
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            154,
            76,
            78,
            154,
            76,
            78
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            75.862069,
            75.247525,
            76.470588,
            75.862069,
            75.247525,
            76.470588
        ],
        [
            0.44097,
            0.431228,
            0.539144,
            0.336051,
            0.327396,
            0.423986
        ],
        [
            55656,
            55656,
            9891,
            190007,
            190007,
            43391
        ],
        [
            -47083,
            -47083,
            -15254,
            -225132,
            -225132,
            -60565
        ],
        [
            117,
            224,
            11,
            117,
            224,
            11
        ],
        [
            43,
            81,
            6,
            43,
            81,
            6
        ],
        [
            349,
            659,
            26,
            349,
            659,
            26
        ],
        [
            23830,
            22698,
            1132,
            23830,
            22698,
            1132
        ],
        [
            7.820515,
            14.987181,
            7.820515,
            7.820515,
            14.987181,
            7.820515
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428399,
            -33524,
            -111261,
            -262031,
            -576023,
            -99554
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669165200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758930092474,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)