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Trade: DYDX/USDT/240/HLC3/KCL/1256

Strategy
DYDX/USDT/240/HLC3/KCL/1256
Pair
DYDX_USDT
Interval
4h
Score
589994
Daily Profit
0.284235
Profit Factor
1.979718
Profitability
83.255814
Streak
241.458627
Best Strategy
Training Data Length
1492.500000
Evaluation Time
2025-10-10 14:00
Expiration Time
2025-11-24 04:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424220.1714 96056.3483 328163.8232 58223.5069 -278558.9119 336782.4188
Total P&L (%) 424.2202 96.0563 328.1638 58.2235 -278.5589 336.7824
Avg Daily Profit (%) 0.2842 0.0644 0.2199 0.0307 0 0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133754 -50536 -136569 -1474302 -663910 -1378311
Profit Factor 1.9797 1.757 2.072 1.022 0.6918 1.1929
Total Trades 215 108 107 215 108 107
Winning Trades 179 82 97 179 82 97
Losing Trades 36 26 10 36 26 10
Profitability (%) 83.2558 75.9259 90.6542 83.2558 75.9259 90.6542
Ratio Avg Win / Avg Loss 0.3982 0.5571 0.2136 0.2055 0.2194 0.123
Largest Winning Trade 25156 11254 25156 200703 69828 200703
Largest Losing Trade -95870 -28213 -95870 -942287 -413988 -942287
Avg Bars in Trades 37 8 66 37 8 66
Avg Bars in Winners 22 5 36 22 5 36
Avg Bars in Losers 111 20 349 111 20 349
Bars Traded 8012 945 7067 8012 945 7067
Profit Streak 241.4586 241.4586 294.792 241.4586 241.4586 294.792
Trades During Streak 22 11 23 22 11 23
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 589994 -101255 561217 -343554 -575592 -64425
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8955,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632787200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760094025346,
    "expiration_time": 1763951760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 115,
            "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": [
        [
            424220.1714399682,
            96056.3482846419,
            328163.8231553262,
            58223.5069483667,
            -278558.911878732,
            336782.418827098
        ],
        [
            424.220171,
            96.056348,
            328.163823,
            58.223507,
            -278.558912,
            336.782419
        ],
        [
            0.284235,
            0.064359,
            0.219875,
            0.030748,
            0,
            0.098827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133754,
            -50536,
            -136569,
            -1474302,
            -663910,
            -1378311
        ],
        [
            1.979718,
            1.75699,
            2.072047,
            1.021972,
            0.691798,
            1.19288
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            179,
            82,
            97,
            179,
            82,
            97
        ],
        [
            36,
            26,
            10,
            36,
            26,
            10
        ],
        [
            83.255814,
            75.925926,
            90.654206,
            83.255814,
            75.925926,
            90.654206
        ],
        [
            0.398156,
            0.557094,
            0.213613,
            0.205536,
            0.219351,
            0.122977
        ],
        [
            25156,
            11254,
            25156,
            200703,
            69828,
            200703
        ],
        [
            -95870,
            -28213,
            -95870,
            -942287,
            -413988,
            -942287
        ],
        [
            37,
            8,
            66,
            37,
            8,
            66
        ],
        [
            22,
            5,
            36,
            22,
            5,
            36
        ],
        [
            111,
            20,
            349,
            111,
            20,
            349
        ],
        [
            8012,
            945,
            7067,
            8012,
            945,
            7067
        ],
        [
            241.458627,
            241.458627,
            294.79196,
            241.458627,
            241.458627,
            294.79196
        ],
        [
            22,
            11,
            23,
            22,
            11,
            23
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            589994,
            -101255,
            561217,
            -343554,
            -575592,
            -64425
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8955,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632787200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760094025346,
    "expiration_time": 1763951760000,
    "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": 115,
            "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)