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Trade: DYDX/USDT/120/KCL/ALMA/9870

Strategy
DYDX/USDT/120/KCL/ALMA/9870
Pair
DYDX_USDT
Interval
2h
Score
417861
Daily Profit
0.192801
Profit Factor
1.524301
Profitability
67.777778
Streak
66.177120
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 15:15
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 284686.0342 135503.3166 149182.7176 -6299.0606 -147863.2904 141564.2298
Total P&L (%) 284.686 135.5033 149.1827 -6.2991 -147.8633 141.5642
Avg Daily Profit (%) 0.1928 0.0918 0.101 -0.0044 0 0.0597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142645 -160834 -30809 -201033 -257185 -32683
Profit Factor 1.5243 1.301 2.6082 0.9922 0.7887 2.3437
Total Trades 90 45 45 90 45 45
Winning Trades 61 29 32 61 29 32
Losing Trades 29 16 13 29 16 13
Profitability (%) 67.7778 64.4444 71.1111 67.7778 64.4444 71.1111
Ratio Avg Win / Avg Loss 0.7247 0.7178 1.0596 0.4717 0.4351 0.9521
Largest Winning Trade 94900 94900 21827 94900 94900 28693
Largest Losing Trade -71225 -71225 -22468 -187170 -187170 -27606
Avg Bars in Trades 194 322 66 194 322 66
Avg Bars in Winners 104 160 54 104 160 54
Avg Bars in Losers 382 615 95 382 615 95
Bars Traded 17478 14505 2973 17478 14505 2973
Profit Streak 66.1771 86.0938 66.1771 66.1771 86.0938 66.1771
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417861 -68723 -50459 -576518 -577476 -107682

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": 1632261600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758888903152,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 155,
            "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": [
        [
            284686.0342257581,
            135503.3166089077,
            149182.7176168503,
            -6299.0605538794,
            -147863.2903659948,
            141564.2298121152
        ],
        [
            284.686034,
            135.503317,
            149.182718,
            -6.299061,
            -147.86329,
            141.56423
        ],
        [
            0.192801,
            0.091768,
            0.101033,
            -0.004406,
            0,
            0.059748
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142645,
            -160834,
            -30809,
            -201033,
            -257185,
            -32683
        ],
        [
            1.524301,
            1.300973,
            2.608191,
            0.992176,
            0.788675,
            2.343676
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            67.777778,
            64.444444,
            71.111111,
            67.777778,
            64.444444,
            71.111111
        ],
        [
            0.724668,
            0.717778,
            1.059578,
            0.47169,
            0.435131,
            0.952119
        ],
        [
            94900,
            94900,
            21827,
            94900,
            94900,
            28693
        ],
        [
            -71225,
            -71225,
            -22468,
            -187170,
            -187170,
            -27606
        ],
        [
            194,
            322,
            66,
            194,
            322,
            66
        ],
        [
            104,
            160,
            54,
            104,
            160,
            54
        ],
        [
            382,
            615,
            95,
            382,
            615,
            95
        ],
        [
            17478,
            14505,
            2973,
            17478,
            14505,
            2973
        ],
        [
            66.17712,
            86.093786,
            66.17712,
            66.17712,
            86.093786,
            66.17712
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417861,
            -68723,
            -50459,
            -576518,
            -577476,
            -107682
        ]
    ]
}
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": 1632261600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758888903152,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 155,
            "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)