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Trade: DYDX/USDT/120/KCB/HMA/2908

Strategy
DYDX/USDT/120/KCB/HMA/2908
Pair
DYDX_USDT
Interval
2h
Score
301315
Daily Profit
0.179195
Profit Factor
1.450014
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-28 03:56
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264595.3297 62769.911 201825.4186 136864.7745 -5157.6346 142022.4092
Total P&L (%) 264.5953 62.7699 201.8254 136.8648 -5.1576 142.0224
Avg Daily Profit (%) 0.1792 0.0425 0.1367 0.0584 -0.0036 0.0599
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161459 -84829 -81862 -363750 -229657 -188652
Profit Factor 1.45 1.1817 1.8319 1.1268 0.9916 1.3055
Total Trades 117 58 59 117 58 59
Winning Trades 54 19 35 54 19 35
Losing Trades 63 39 24 63 39 24
Profitability (%) 46.1538 32.7586 59.322 46.1538 32.7586 59.322
Ratio Avg Win / Avg Loss 1.6917 2.4257 1.2562 1.3147 2.0354 0.8952
Largest Winning Trade 115810 115810 65356 235944 235944 85148
Largest Losing Trade -25564 -22825 -25564 -69117 -69117 -64222
Avg Bars in Trades 146 123 169 146 123 169
Avg Bars in Winners 208 190 218 208 190 218
Avg Bars in Losers 93 90 96 93 90 96
Bars Traded 17141 7159 9982 17141 7159 9982
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301315 -343141 -183668 -197099 -765038 -289991
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632808800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759020960378,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    }
}
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": [
        [
            264595.3296809086,
            62769.9110459163,
            201825.4186349923,
            136864.7745178712,
            -5157.6346355399,
            142022.4091534112
        ],
        [
            264.59533,
            62.769911,
            201.825419,
            136.864775,
            -5.157635,
            142.022409
        ],
        [
            0.179195,
            0.04251,
            0.136684,
            0.058417,
            -0.003586,
            0.059877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161459,
            -84829,
            -81862,
            -363750,
            -229657,
            -188652
        ],
        [
            1.450014,
            1.181746,
            1.831926,
            1.126845,
            0.991602,
            1.305547
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            54,
            19,
            35,
            54,
            19,
            35
        ],
        [
            63,
            39,
            24,
            63,
            39,
            24
        ],
        [
            46.153846,
            32.758621,
            59.322034,
            46.153846,
            32.758621,
            59.322034
        ],
        [
            1.691683,
            2.425689,
            1.256177,
            1.314652,
            2.035394,
            0.895232
        ],
        [
            115810,
            115810,
            65356,
            235944,
            235944,
            85148
        ],
        [
            -25564,
            -22825,
            -25564,
            -69117,
            -69117,
            -64222
        ],
        [
            146,
            123,
            169,
            146,
            123,
            169
        ],
        [
            208,
            190,
            218,
            208,
            190,
            218
        ],
        [
            93,
            90,
            96,
            93,
            90,
            96
        ],
        [
            17141,
            7159,
            9982,
            17141,
            7159,
            9982
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301315,
            -343141,
            -183668,
            -197099,
            -765038,
            -289991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632808800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759020960378,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    }
}

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)