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Trade: DYDX/USDT/360/BBM/KCU/4011

Strategy
DYDX/USDT/360/BBM/KCU/4011
Pair
DYDX_USDT
Interval
6h
Score
486370
Daily Profit
0.168894
Profit Factor
1.511454
Profitability
83.193277
Streak
87.687456
Best Strategy
Training Data Length
1488.500000
Evaluation Time
2025-10-06 13:29
Expiration Time
2025-11-19 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251399.3071 88433.8533 162965.4538 -28319.818 -95556.3467 67236.5287
Total P&L (%) 251.3993 88.4339 162.9655 -28.3198 -95.5563 67.2365
Avg Daily Profit (%) 0.1689 0.0594 0.1095 -0.0224 -0.209 0.0346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133013 -72894 -29871 -117438 -121661 -33620
Profit Factor 1.5115 1.22 2.8209 0.9342 0.7335 1.9335
Total Trades 119 59 60 119 59 60
Winning Trades 99 47 52 99 47 52
Losing Trades 20 12 8 20 12 8
Profitability (%) 83.1933 79.661 86.6667 83.1933 79.661 86.6667
Ratio Avg Win / Avg Loss 0.3053 0.3115 0.434 0.1887 0.1873 0.2975
Largest Winning Trade 35812 35812 16788 26167 26167 9964
Largest Losing Trade -72894 -72894 -29505 -114406 -114406 -33620
Avg Bars in Trades 48 88 9 48 88 9
Avg Bars in Winners 11 16 6 11 16 6
Avg Bars in Losers 233 369 29 233 369 29
Bars Traded 5769 5203 566 5769 5203 566
Profit Streak 87.6875 87.6875 299.9375 87.6875 87.6875 299.9375
Trades During Streak 11 5 9 11 5 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 486370 -287049 -207113 -574332 -752163 -308917
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5954,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633737600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759746596234,
    "expiration_time": 1763588592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 2.23882
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            251399.3070963138,
            88433.853345282,
            162965.4537510318,
            -28319.8180376429,
            -95556.346717364,
            67236.528679721
        ],
        [
            251.399307,
            88.433853,
            162.965454,
            -28.319818,
            -95.556347,
            67.236529
        ],
        [
            0.168894,
            0.059411,
            0.109483,
            -0.022366,
            -0.208965,
            0.034553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133013,
            -72894,
            -29871,
            -117438,
            -121661,
            -33620
        ],
        [
            1.511454,
            1.219962,
            2.820899,
            0.934227,
            0.733486,
            1.933473
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            20,
            12,
            8,
            20,
            12,
            8
        ],
        [
            83.193277,
            79.661017,
            86.666667,
            83.193277,
            79.661017,
            86.666667
        ],
        [
            0.305344,
            0.31148,
            0.433985,
            0.188733,
            0.187273,
            0.297457
        ],
        [
            35812,
            35812,
            16788,
            26167,
            26167,
            9964
        ],
        [
            -72894,
            -72894,
            -29505,
            -114406,
            -114406,
            -33620
        ],
        [
            48,
            88,
            9,
            48,
            88,
            9
        ],
        [
            11,
            16,
            6,
            11,
            16,
            6
        ],
        [
            233,
            369,
            29,
            233,
            369,
            29
        ],
        [
            5769,
            5203,
            566,
            5769,
            5203,
            566
        ],
        [
            87.687456,
            87.687456,
            299.937456,
            87.687456,
            87.687456,
            299.937456
        ],
        [
            11,
            5,
            9,
            11,
            5,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486370,
            -287049,
            -207113,
            -574332,
            -752163,
            -308917
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5954,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633737600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759746596234,
    "expiration_time": 1763588592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 2.23882
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)