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Trade: DYDX/USDT/120/TEMA/KCL/4158

Strategy
DYDX/USDT/120/TEMA/KCL/4158
Pair
DYDX_USDT
Interval
2h
Score
496066
Daily Profit
0.278326
Profit Factor
2.133857
Profitability
74.157303
Streak
56.392777
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-28 02:25
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 410969.9813 109000.2311 301969.7503 527639.2179 85026.3603 442612.8576
Total P&L (%) 410.97 109.0002 301.9698 527.6392 85.0264 442.6129
Avg Daily Profit (%) 0.2783 0.0738 0.2045 0.1245 0.0417 0.1146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140198 -34603 -130926 -1317969 -319745 -1131065
Profit Factor 2.1339 2.1056 2.1444 1.2469 1.1484 1.283
Total Trades 89 45 44 89 45 44
Winning Trades 66 32 34 66 32 34
Losing Trades 23 13 10 23 13 10
Profitability (%) 74.1573 71.1111 77.2727 74.1573 71.1111 77.2727
Ratio Avg Win / Avg Loss 0.7436 0.8554 0.6307 0.4345 0.4665 0.3773
Largest Winning Trade 33089 20260 33089 327681 109027 327681
Largest Losing Trade -87258 -20106 -87258 -646001 -205049 -646001
Avg Bars in Trades 185 62 311 185 62 311
Avg Bars in Winners 118 41 190 118 41 190
Avg Bars in Losers 379 114 724 379 114 724
Bars Traded 16521 2799 13722 16521 2799 13722
Profit Streak 56.3928 227.0594 0 56.3928 227.0594 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496066 -88899 451962 -24124 -191965 -38096
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": 1632751200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759015535953,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "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": [
        [
            410969.981330382,
            109000.2310657606,
            301969.7502646215,
            527639.2178754363,
            85026.3602687776,
            442612.8576066591
        ],
        [
            410.969981,
            109.000231,
            301.96975,
            527.639218,
            85.02636,
            442.612858
        ],
        [
            0.278326,
            0.073819,
            0.204506,
            0.124473,
            0.041681,
            0.114602
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140198,
            -34603,
            -130926,
            -1317969,
            -319745,
            -1131065
        ],
        [
            2.133857,
            2.105628,
            2.144404,
            1.246888,
            1.148368,
            1.282985
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            74.157303,
            71.111111,
            77.272727,
            74.157303,
            71.111111,
            77.272727
        ],
        [
            0.743617,
            0.855411,
            0.630707,
            0.434522,
            0.466524,
            0.377349
        ],
        [
            33089,
            20260,
            33089,
            327681,
            109027,
            327681
        ],
        [
            -87258,
            -20106,
            -87258,
            -646001,
            -205049,
            -646001
        ],
        [
            185,
            62,
            311,
            185,
            62,
            311
        ],
        [
            118,
            41,
            190,
            118,
            41,
            190
        ],
        [
            379,
            114,
            724,
            379,
            114,
            724
        ],
        [
            16521,
            2799,
            13722,
            16521,
            2799,
            13722
        ],
        [
            56.392777,
            227.059444,
            0,
            56.392777,
            227.059444,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496066,
            -88899,
            451962,
            -24124,
            -191965,
            -38096
        ]
    ]
}
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": 1632751200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759015535953,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "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)