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Trade: DYDX/USDT/240/VWAP/KCL/3375

Strategy
DYDX/USDT/240/VWAP/KCL/3375
Pair
DYDX_USDT
Interval
4h
Score
670033
Daily Profit
0.350999
Profit Factor
2.897074
Profitability
83.206107
Streak
234.486425
Best Strategy
Training Data Length
1487.500000
Evaluation Time
2025-10-05 14:40
Expiration Time
2025-11-19 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522110.7787 144761.1391 377349.6396 5467445.1281 1747943.9687 3719501.1594
Total P&L (%) 522.1108 144.7611 377.3496 5467.4451 1747.944 3719.5012
Avg Daily Profit (%) 0.351 0.0973 0.2537 0.2706 0.1963 0.2452
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81879 -31338 -72774 -1586582 -440762 -1421786
Profit Factor 2.8971 2.3884 3.2073 2.3451 2.207 2.4215
Total Trades 131 66 65 131 66 65
Winning Trades 109 51 58 109 51 58
Losing Trades 22 15 7 22 15 7
Profitability (%) 83.2061 77.2727 89.2308 83.2061 77.2727 89.2308
Ratio Avg Win / Avg Loss 0.5847 0.7025 0.3871 0.4733 0.6491 0.2922
Largest Winning Trade 28829 14741 28829 693871 357619 693871
Largest Losing Trade -70371 -23736 -70371 -1343597 -300058 -1343597
Avg Bars in Trades 60 16 104 60 16 104
Avg Bars in Winners 28 8 45 28 8 45
Avg Bars in Losers 218 40 597 218 40 597
Bars Traded 7890 1071 6819 7890 1071 6819
Profit Streak 234.4864 234.4864 265.1531 234.4864 234.4864 265.1531
Trades During Streak 20 10 15 20 10 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 670033 -180122 -113869 606939 -109418 -115041
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633838400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759664427112,
    "expiration_time": 1763506800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 188,
            "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": [
        [
            522110.7786929738,
            144761.1391429212,
            377349.6395500526,
            5467445.128103527,
            1747943.9686953444,
            3719501.159408183
        ],
        [
            522.110779,
            144.761139,
            377.34964,
            5467.445128,
            1747.943969,
            3719.501159
        ],
        [
            0.350999,
            0.097318,
            0.25368,
            0.270585,
            0.19627,
            0.245188
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81879,
            -31338,
            -72774,
            -1586582,
            -440762,
            -1421786
        ],
        [
            2.897074,
            2.38841,
            3.207303,
            2.345054,
            2.206996,
            2.421461
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            109,
            51,
            58,
            109,
            51,
            58
        ],
        [
            22,
            15,
            7,
            22,
            15,
            7
        ],
        [
            83.206107,
            77.272727,
            89.230769,
            83.206107,
            77.272727,
            89.230769
        ],
        [
            0.584731,
            0.702474,
            0.387088,
            0.473314,
            0.649117,
            0.292245
        ],
        [
            28829,
            14741,
            28829,
            693871,
            357619,
            693871
        ],
        [
            -70371,
            -23736,
            -70371,
            -1343597,
            -300058,
            -1343597
        ],
        [
            60,
            16,
            104,
            60,
            16,
            104
        ],
        [
            28,
            8,
            45,
            28,
            8,
            45
        ],
        [
            218,
            40,
            597,
            218,
            40,
            597
        ],
        [
            7890,
            1071,
            6819,
            7890,
            1071,
            6819
        ],
        [
            234.486425,
            234.486425,
            265.153091,
            234.486425,
            234.486425,
            265.153092
        ],
        [
            20,
            10,
            15,
            20,
            10,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            670033,
            -180122,
            -113869,
            606939,
            -109418,
            -115041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8925,
    "evaluation_days": 1487.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633838400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759664427112,
    "expiration_time": 1763506800000,
    "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": 188,
            "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)