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Trade: DYDX/USDT/720/VWAP/KCL/8573

Strategy
DYDX/USDT/720/VWAP/KCL/8573
Pair
DYDX_USDT
Interval
12h
Score
614748
Daily Profit
0.198855
Profit Factor
3.051733
Profitability
90.243902
Streak
246.248602
Best Strategy
Training Data Length
1482.500000
Evaluation Time
2025-09-30 08:57
Expiration Time
2025-11-13 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379179.0117 84377.0763 294801.9355 1359453.7216 344105.3676 1015348.354
Total P&L (%) 379.179 84.3771 294.8019 1359.4537 344.1054 1015.3484
Avg Daily Profit (%) 0.2558 0.0569 0.1989 0.181 0.1006 0.1628
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72003 -38090 -81842 -860647 -280944 -886918
Profit Factor 2.5361 1.8179 3.0517 1.7136 1.5066 1.8282
Total Trades 83 42 41 83 42 41
Winning Trades 68 31 37 68 31 37
Losing Trades 15 11 4 15 11 4
Profitability (%) 81.9277 73.8095 90.2439 81.9277 73.8095 90.2439
Ratio Avg Win / Avg Loss 0.5594 0.6451 0.3299 0.378 0.5346 0.1976
Largest Winning Trade 32103 11662 32103 219187 99348 219187
Largest Losing Trade -69539 -30628 -69539 -799014 -242741 -799014
Avg Bars in Trades 31 7 55 31 7 55
Avg Bars in Winners 17 4 27 17 4 27
Avg Bars in Losers 95 15 315 95 15 315
Bars Traded 2595 316 2279 2595 316 2279
Profit Streak 229.2486 229.2486 246.2486 229.2486 229.2486 246.2486
Trades During Streak 14 7 9 14 7 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 533867 -111389 614748 468709 -54111 533658
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2965,
    "evaluation_days": 1482.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211879251,
    "expiration_time": 1763033040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "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": [
        [
            379179.0117262438,
            84377.0762675993,
            294801.9354586444,
            1359453.721585638,
            344105.367616138,
            1015348.3539694999
        ],
        [
            379.179012,
            84.377076,
            294.801935,
            1359.453722,
            344.105368,
            1015.348354
        ],
        [
            0.25577,
            0.056915,
            0.198855,
            0.180983,
            0.100617,
            0.162814
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72003,
            -38090,
            -81842,
            -860647,
            -280944,
            -886918
        ],
        [
            2.536112,
            1.817932,
            3.051733,
            1.713555,
            1.506589,
            1.828231
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            15,
            11,
            4,
            15,
            11,
            4
        ],
        [
            81.927711,
            73.809524,
            90.243902,
            81.927711,
            73.809524,
            90.243902
        ],
        [
            0.559436,
            0.645073,
            0.329917,
            0.37799,
            0.534596,
            0.197647
        ],
        [
            32103,
            11662,
            32103,
            219187,
            99348,
            219187
        ],
        [
            -69539,
            -30628,
            -69539,
            -799014,
            -242741,
            -799014
        ],
        [
            31,
            7,
            55,
            31,
            7,
            55
        ],
        [
            17,
            4,
            27,
            17,
            4,
            27
        ],
        [
            95,
            15,
            315,
            95,
            15,
            315
        ],
        [
            2595,
            316,
            2279,
            2595,
            316,
            2279
        ],
        [
            229.248602,
            229.248602,
            246.248602,
            229.248602,
            229.248602,
            246.248602
        ],
        [
            14,
            7,
            9,
            14,
            7,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            533867,
            -111389,
            614748,
            468709,
            -54111,
            533658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2965,
    "evaluation_days": 1482.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633996800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211879251,
    "expiration_time": 1763033040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "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)