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Trade: DYDX/USDT/480/KCU/SWMA/4961

Strategy
DYDX/USDT/480/KCU/SWMA/4961
Pair
DYDX_USDT
Interval
8h
Score
339799
Daily Profit
0.154901
Profit Factor
1.273354
Profitability
59.829060
Streak
55.529936
Best Strategy
Training Data Length
1480.000000
Evaluation Time
2025-09-27 23:43
Expiration Time
2025-11-11 03:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229252.8396 38903.4756 190349.364 -68977.2922 55077.878 -124055.1702
Total P&L (%) 229.2528 38.9035 190.3494 -68.9773 55.0779 -124.0552
Avg Daily Profit (%) 0.1549 0.0263 0.1286 -0.0791 0.0297 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199660 -59541 -170894 -1088647 -279312 -888466
Profit Factor 1.2734 1.0994 1.4257 0.9668 1.0713 0.9048
Total Trades 351 176 175 351 176 175
Winning Trades 210 97 113 210 97 113
Losing Trades 141 79 62 141 79 62
Profitability (%) 59.8291 55.1136 64.5714 59.8291 55.1136 64.5714
Ratio Avg Win / Avg Loss 0.855 0.8954 0.7822 0.6491 0.8725 0.4965
Largest Winning Trade 49835 26119 49835 199460 76591 199460
Largest Losing Trade -86993 -22604 -86993 -453233 -81819 -453233
Avg Bars in Trades 11 5 18 11 5 18
Avg Bars in Winners 7 4 10 7 4 10
Avg Bars in Losers 17 5 32 17 5 32
Bars Traded 4129 893 3236 4129 893 3236
Profit Streak 55.5299 94.5299 0 55.5299 94.5299 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339799 -270305 -19607 -576829 -295399 -578250
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4440,
    "evaluation_days": 1480,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759005786473,
    "expiration_time": 1762824960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    }
}
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": [
        [
            229252.8395920798,
            38903.4756109221,
            190349.3639811574,
            -68977.2922092081,
            55077.8779595837,
            -124055.1701687913
        ],
        [
            229.25284,
            38.903476,
            190.349364,
            -68.977292,
            55.077878,
            -124.05517
        ],
        [
            0.154901,
            0.026286,
            0.128614,
            -0.079053,
            0.02965,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199660,
            -59541,
            -170894,
            -1088647,
            -279312,
            -888466
        ],
        [
            1.273354,
            1.099364,
            1.425701,
            0.966782,
            1.07127,
            0.904842
        ],
        [
            351,
            176,
            175,
            351,
            176,
            175
        ],
        [
            210,
            97,
            113,
            210,
            97,
            113
        ],
        [
            141,
            79,
            62,
            141,
            79,
            62
        ],
        [
            59.82906,
            55.113636,
            64.571429,
            59.82906,
            55.113636,
            64.571429
        ],
        [
            0.854966,
            0.895358,
            0.782243,
            0.649125,
            0.872478,
            0.496462
        ],
        [
            49835,
            26119,
            49835,
            199460,
            76591,
            199460
        ],
        [
            -86993,
            -22604,
            -86993,
            -453233,
            -81819,
            -453233
        ],
        [
            11,
            5,
            18,
            11,
            5,
            18
        ],
        [
            7,
            4,
            10,
            7,
            4,
            10
        ],
        [
            17,
            5,
            32,
            17,
            5,
            32
        ],
        [
            4129,
            893,
            3236,
            4129,
            893,
            3236
        ],
        [
            55.529936,
            94.529936,
            0,
            55.529936,
            94.529936,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339799,
            -270305,
            -19607,
            -576829,
            -295399,
            -578250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4440,
    "evaluation_days": 1480,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634371200000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759005786473,
    "expiration_time": 1762824960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    }
}

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)