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Trade: DYDX/USDT/720/HLC3/KCL/9677

Strategy
DYDX/USDT/720/HLC3/KCL/9677
Pair
DYDX_USDT
Interval
12h
Score
655704
Daily Profit
0.166839
Profit Factor
3.833300
Profitability
93.548387
Streak
531.883494
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-26 12:12
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277546.602 31124.8147 246421.7873 745262.6295 117597.2236 627665.4059
Total P&L (%) 277.5466 31.1248 246.4218 745.2626 117.5972 627.6654
Avg Daily Profit (%) 0.1879 0.0211 0.1668 0.1446 0.0527 0.1345
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87705 -19545 -86973 -289276 -52960 -283091
Profit Factor 2.9278 1.5461 3.8333 2.7036 1.7618 3.2172
Total Trades 63 32 31 63 32 31
Winning Trades 53 24 29 53 24 29
Losing Trades 10 8 2 10 8 2
Profitability (%) 84.127 75 93.5484 84.127 75 93.5484
Ratio Avg Win / Avg Loss 0.5524 0.5154 0.2644 0.5101 0.5873 0.2219
Largest Winning Trade 61877 11223 61877 166965 42269 166965
Largest Losing Trade -45213 -19545 -45213 -186766 -48433 -186766
Avg Bars in Trades 41 5 77 41 5 77
Avg Bars in Winners 29 2 51 29 2 51
Avg Bars in Losers 105 15 462 105 15 462
Bars Traded 2590 185 2405 2590 185 2405
Profit Streak 227.3835 227.3835 531.8835 227.3835 227.3835 531.8835
Trades During Streak 12 6 18 12 6 18
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134816 -162884 655704 -142331 -117124 -3020

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634860800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877933908,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 87,
            "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": [
        [
            277546.6019817837,
            31124.8146599878,
            246421.7873217958,
            745262.629532996,
            117597.2236492661,
            627665.40588373
        ],
        [
            277.546602,
            31.124815,
            246.421787,
            745.26263,
            117.597224,
            627.665406
        ],
        [
            0.187912,
            0.021073,
            0.166839,
            0.144619,
            0.052653,
            0.134462
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87705,
            -19545,
            -86973,
            -289276,
            -52960,
            -283091
        ],
        [
            2.927816,
            1.546087,
            3.8333,
            2.703603,
            1.761785,
            3.217179
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            10,
            8,
            2,
            10,
            8,
            2
        ],
        [
            84.126984,
            75,
            93.548387,
            84.126984,
            75,
            93.548387
        ],
        [
            0.552418,
            0.515362,
            0.264365,
            0.510114,
            0.587262,
            0.221874
        ],
        [
            61877,
            11223,
            61877,
            166965,
            42269,
            166965
        ],
        [
            -45213,
            -19545,
            -45213,
            -186766,
            -48433,
            -186766
        ],
        [
            41,
            5,
            77,
            41,
            5,
            77
        ],
        [
            29,
            2,
            51,
            29,
            2,
            51
        ],
        [
            105,
            15,
            462,
            105,
            15,
            462
        ],
        [
            2590,
            185,
            2405,
            2590,
            185,
            2405
        ],
        [
            227.383494,
            227.383494,
            531.883494,
            227.383494,
            227.383494,
            531.883494
        ],
        [
            12,
            6,
            18,
            12,
            6,
            18
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134816,
            -162884,
            655704,
            -142331,
            -117124,
            -3020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634860800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877933908,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 87,
            "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)