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Trade: DYDX/USDT/480/OHLC4/KCL/3504

Strategy
DYDX/USDT/480/OHLC4/KCL/3504
Pair
DYDX_USDT
Interval
8h
Score
615126
Daily Profit
0.306011
Profit Factor
2.328981
Profitability
84.444444
Streak
234.100563
Best Strategy
Training Data Length
1485.330000
Evaluation Time
2025-10-03 05:24
Expiration Time
2025-11-16 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454527.6356 113063.8452 341463.7904 1114645.0328 -70253.0229 1184898.0557
Total P&L (%) 454.5276 113.0638 341.4638 1114.645 -70.253 1184.8981
Avg Daily Profit (%) 0.306 0.0761 0.2299 0.1683 -0.0816 0.172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122385 -46807 -123843 -2351023 -1125765 -1921089
Profit Factor 2.329 2.1588 2.3969 1.2519 0.9523 1.4014
Total Trades 135 68 67 135 68 67
Winning Trades 114 52 62 114 52 62
Losing Trades 21 16 5 21 16 5
Profitability (%) 84.4444 76.4706 92.5373 84.4444 76.4706 92.5373
Ratio Avg Win / Avg Loss 0.429 0.6643 0.1933 0.2306 0.293 0.113
Largest Winning Trade 25178 18086 25178 357736 148387 357736
Largest Losing Trade -75410 -28744 -75410 -1218381 -720981 -1218381
Avg Bars in Trades 29 6 52 29 6 52
Avg Bars in Winners 16 3 26 16 3 26
Avg Bars in Losers 103 16 380 103 16 380
Bars Traded 4004 458 3546 4004 458 3546
Profit Streak 234.1006 234.1006 262.7672 234.1006 234.1006 262.7672
Trades During Streak 18 9 14 18 9 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 615126 -193957 -100330 460512 -684751 -103160
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 1485.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633046400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759458288666,
    "expiration_time": 1763299584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "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": [
        [
            454527.6355825892,
            113063.8452099486,
            341463.7903726402,
            1114645.0327922052,
            -70253.0229157106,
            1184898.0557079152
        ],
        [
            454.527636,
            113.063845,
            341.46379,
            1114.645033,
            -70.253023,
            1184.898056
        ],
        [
            0.306011,
            0.07612,
            0.229891,
            0.168255,
            -0.081595,
            0.172047
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122385,
            -46807,
            -123843,
            -2351023,
            -1125765,
            -1921089
        ],
        [
            2.328981,
            2.158817,
            2.396901,
            1.251896,
            0.952315,
            1.401423
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            114,
            52,
            62,
            114,
            52,
            62
        ],
        [
            21,
            16,
            5,
            21,
            16,
            5
        ],
        [
            84.444444,
            76.470588,
            92.537313,
            84.444444,
            76.470588,
            92.537313
        ],
        [
            0.429023,
            0.664251,
            0.193298,
            0.230612,
            0.29302,
            0.113018
        ],
        [
            25178,
            18086,
            25178,
            357736,
            148387,
            357736
        ],
        [
            -75410,
            -28744,
            -75410,
            -1218381,
            -720981,
            -1218381
        ],
        [
            29,
            6,
            52,
            29,
            6,
            52
        ],
        [
            16,
            3,
            26,
            16,
            3,
            26
        ],
        [
            103,
            16,
            380,
            103,
            16,
            380
        ],
        [
            4004,
            458,
            3546,
            4004,
            458,
            3546
        ],
        [
            234.100563,
            234.100563,
            262.76723,
            234.100563,
            234.100563,
            262.76723
        ],
        [
            18,
            9,
            14,
            18,
            9,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            615126,
            -193957,
            -100330,
            460512,
            -684751,
            -103160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 1485.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633046400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759458288666,
    "expiration_time": 1763299584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "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)