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Trade: DYDX/USDT/360/DCL/KCL/8637

Strategy
DYDX/USDT/360/DCL/KCL/8637
Pair
DYDX_USDT
Interval
6h
Score
637414
Daily Profit
0.163042
Profit Factor
3.874257
Profitability
90.000000
Streak
265.688677
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-06 01:31
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296994.1203 54387.5151 242606.6053 477964.6878 -55883.9835 533848.6713
Total P&L (%) 296.9941 54.3875 242.6066 477.9647 -55.884 533.8487
Avg Daily Profit (%) 0.1996 0.0366 0.163 0.118 -0.055 0.1242
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87685 -95842 -42916 -520655 -516881 -205134
Profit Factor 2.0684 1.281 3.8743 1.416 0.926 2.3565
Total Trades 61 31 30 61 31 30
Winning Trades 44 17 27 44 17 27
Losing Trades 17 14 3 17 14 3
Profitability (%) 72.1311 54.8387 90 72.1311 54.8387 90
Ratio Avg Win / Avg Loss 0.7992 1.0549 0.4305 0.5471 0.7626 0.2618
Largest Winning Trade 65517 65517 40601 111251 111251 97507
Largest Losing Trade -50460 -50460 -42916 -205134 -170567 -205134
Avg Bars in Trades 86 86 87 86 86 87
Avg Bars in Winners 52 32 65 52 32 65
Avg Bars in Losers 175 151 288 175 151 288
Bars Traded 5301 2675 2626 5301 2675 2626
Profit Streak 115.4387 115.4387 265.6887 115.4387 115.4387 265.6887
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153400 -143994 637414 -198561 -579627 -18898
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635595200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703501664,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "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": [
        [
            296994.1203305786,
            54387.5150628664,
            242606.6052677122,
            477964.6878279165,
            -55883.9834951273,
            533848.6713230442
        ],
        [
            296.99412,
            54.387515,
            242.606605,
            477.964688,
            -55.883983,
            533.848671
        ],
        [
            0.199593,
            0.036551,
            0.163042,
            0.117969,
            -0.054981,
            0.124179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87685,
            -95842,
            -42916,
            -520655,
            -516881,
            -205134
        ],
        [
            2.068409,
            1.280969,
            3.874257,
            1.416011,
            0.926017,
            2.356451
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            17,
            14,
            3,
            17,
            14,
            3
        ],
        [
            72.131148,
            54.83871,
            90,
            72.131148,
            54.83871,
            90
        ],
        [
            0.799158,
            1.054916,
            0.430473,
            0.547095,
            0.762602,
            0.261828
        ],
        [
            65517,
            65517,
            40601,
            111251,
            111251,
            97507
        ],
        [
            -50460,
            -50460,
            -42916,
            -205134,
            -170567,
            -205134
        ],
        [
            86,
            86,
            87,
            86,
            86,
            87
        ],
        [
            52,
            32,
            65,
            52,
            32,
            65
        ],
        [
            175,
            151,
            288,
            175,
            151,
            288
        ],
        [
            5301,
            2675,
            2626,
            5301,
            2675,
            2626
        ],
        [
            115.438677,
            115.438677,
            265.688677,
            115.438677,
            115.438677,
            265.688677
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153400,
            -143994,
            637414,
            -198561,
            -579627,
            -18898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635595200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703501664,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "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)