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Trade: DYDX/USDT/360/HL2/KCL/1789

Strategy
DYDX/USDT/360/HL2/KCL/1789
Pair
DYDX_USDT
Interval
6h
Score
524937
Daily Profit
0.197793
Profit Factor
2.093343
Profitability
78.102190
Streak
179.322048
Best Strategy
Training Data Length
1490.250000
Evaluation Time
2025-10-08 04:43
Expiration Time
2025-11-21 18:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294761.1722 41419.2169 253341.9554 513393.0731 -160259.8599 673652.9329
Total P&L (%) 294.7612 41.4192 253.342 513.3931 -160.2599 673.6529
Avg Daily Profit (%) 0.1978 0.0278 0.17 0.1218 0 0.1374
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79492 -51557 -85175 -737153 -506059 -620609
Profit Factor 2.0933 1.3028 2.9074 1.3154 0.8082 1.8504
Total Trades 137 69 68 137 69 68
Winning Trades 107 48 59 107 48 59
Losing Trades 30 21 9 30 21 9
Profitability (%) 78.1022 69.5652 86.7647 78.1022 69.5652 86.7647
Ratio Avg Win / Avg Loss 0.5869 0.57 0.4435 0.3688 0.3536 0.2823
Largest Winning Trade 24218 21255 24218 120701 102033 120701
Largest Losing Trade -69539 -51557 -69539 -555679 -483509 -555679
Avg Bars in Trades 37 15 60 37 15 60
Avg Bars in Winners 18 5 28 18 5 28
Avg Bars in Losers 107 39 267 107 39 267
Bars Traded 5190 1102 4088 5190 1102 4088
Profit Streak 179.322 179.322 253.822 179.322 179.322 253.822
Trades During Streak 8 4 12 8 4 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 524937 -256893 -92948 -25717 -678260 -111563
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5961,
    "evaluation_days": 1490.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636178400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759887824922,
    "expiration_time": 1763744328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "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": [
        [
            294761.17223183,
            41419.2168723869,
            253341.9553594429,
            513393.0730503259,
            -160259.8598965541,
            673652.9329468798
        ],
        [
            294.761172,
            41.419217,
            253.341955,
            513.393073,
            -160.25986,
            673.652933
        ],
        [
            0.197793,
            0.027793,
            0.17,
            0.121788,
            0,
            0.137384
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79492,
            -51557,
            -85175,
            -737153,
            -506059,
            -620609
        ],
        [
            2.093343,
            1.30282,
            2.907434,
            1.315424,
            0.808185,
            1.850425
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            107,
            48,
            59,
            107,
            48,
            59
        ],
        [
            30,
            21,
            9,
            30,
            21,
            9
        ],
        [
            78.10219,
            69.565217,
            86.764706,
            78.10219,
            69.565217,
            86.764706
        ],
        [
            0.586918,
            0.569984,
            0.443507,
            0.36881,
            0.353581,
            0.282268
        ],
        [
            24218,
            21255,
            24218,
            120701,
            102033,
            120701
        ],
        [
            -69539,
            -51557,
            -69539,
            -555679,
            -483509,
            -555679
        ],
        [
            37,
            15,
            60,
            37,
            15,
            60
        ],
        [
            18,
            5,
            28,
            18,
            5,
            28
        ],
        [
            107,
            39,
            267,
            107,
            39,
            267
        ],
        [
            5190,
            1102,
            4088,
            5190,
            1102,
            4088
        ],
        [
            179.322048,
            179.322048,
            253.822048,
            179.322048,
            179.322048,
            253.822048
        ],
        [
            8,
            4,
            12,
            8,
            4,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524937,
            -256893,
            -92948,
            -25717,
            -678260,
            -111563
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5961,
    "evaluation_days": 1490.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636178400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759887824922,
    "expiration_time": 1763744328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "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)