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Trade: DYDX/USDT/360/MIDPOINT/KCU/9366

Strategy
DYDX/USDT/360/MIDPOINT/KCU/9366
Pair
DYDX_USDT
Interval
6h
Score
552864
Daily Profit
0.173154
Profit Factor
2.617998
Profitability
71.052632
Streak
370.803659
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 04:17
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482806.6839 227101.8382 255704.8456 388722.8642 22268.7624 366454.1018
Total P&L (%) 482.8067 227.1018 255.7048 388.7229 22.2688 366.4541
Avg Daily Profit (%) 0.3269 0.1538 0.1732 0.1075 0.0136 0.1043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118996 -88583 -86620 -197336 -138112 -113547
Profit Factor 2.165 1.8858 2.618 1.6049 1.0522 2.6948
Total Trades 75 37 38 75 37 38
Winning Trades 48 21 27 48 21 27
Losing Trades 27 16 11 27 16 11
Profitability (%) 64 56.7568 71.0526 64 56.7568 71.0526
Ratio Avg Win / Avg Loss 1.2178 1.4368 1.0666 0.9027 0.8017 1.0979
Largest Winning Trade 157011 157011 47706 202705 202705 133935
Largest Losing Trade -82943 -65187 -82943 -138112 -138112 -112585
Avg Bars in Trades 64 92 38 64 92 38
Avg Bars in Winners 54 72 40 54 72 40
Avg Bars in Losers 83 117 32 83 117 32
Bars Traded 4867 3407 1460 4867 3407 1460
Profit Streak 216.0537 0 370.8037 216.0537 0 370.8037
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46879 380743 552864 -107809 -343901 -45576
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636416000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935836167,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
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            227101.8382228235,
            255704.8456475791,
            388722.8642076693,
            22268.7623833075,
            366454.1018243618
        ],
        [
            482.806684,
            227.101838,
            255.704846,
            388.722864,
            22.268762,
            366.454102
        ],
        [
            0.326939,
            0.153785,
            0.173154,
            0.107498,
            0.013615,
            0.104337
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118996,
            -88583,
            -86620,
            -197336,
            -138112,
            -113547
        ],
        [
            2.165042,
            1.885824,
            2.617998,
            1.604861,
            1.052219,
            2.694838
        ],
        [
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            37,
            38,
            75,
            37,
            38
        ],
        [
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            27,
            48,
            21,
            27
        ],
        [
            27,
            16,
            11,
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            16,
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        ],
        [
            64,
            56.756757,
            71.052632,
            64,
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        ],
        [
            1.217836,
            1.436818,
            1.066592,
            0.902734,
            0.801691,
            1.097897
        ],
        [
            157011,
            157011,
            47706,
            202705,
            202705,
            133935
        ],
        [
            -82943,
            -65187,
            -82943,
            -138112,
            -138112,
            -112585
        ],
        [
            64,
            92,
            38,
            64,
            92,
            38
        ],
        [
            54,
            72,
            40,
            54,
            72,
            40
        ],
        [
            83,
            117,
            32,
            83,
            117,
            32
        ],
        [
            4867,
            3407,
            1460,
            4867,
            3407,
            1460
        ],
        [
            216.053659,
            0,
            370.803659,
            216.053659,
            0,
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        ],
        [
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        ],
        [
            0.8,
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        ],
        [
            -46879,
            380743,
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            -343901,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636416000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935836167,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)