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Trade: DYDX/USDT/240/HL2/KCL/4209

Strategy
DYDX/USDT/240/HL2/KCL/4209
Pair
DYDX_USDT
Interval
4h
Score
504890
Daily Profit
0.223773
Profit Factor
1.742458
Profitability
81.040892
Streak
0.000000
Best Strategy
Training Data Length
1482.000000
Evaluation Time
2025-09-30 00:44
Expiration Time
2025-11-13 09:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331632.0983 51846.6588 279785.4395 520050.7534 -329477.3009 849528.0543
Total P&L (%) 331.6321 51.8467 279.7854 520.0508 -329.4773 849.5281
Avg Daily Profit (%) 0.2238 0.035 0.1888 0.1232 0 0.152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130106 -72774 -92690 -1073404 -823024 -490997
Profit Factor 1.7425 1.24 2.2133 1.2342 0.7407 1.8938
Total Trades 269 135 134 269 135 134
Winning Trades 218 103 115 218 103 115
Losing Trades 51 32 19 51 32 19
Profitability (%) 81.0409 76.2963 85.8209 81.0409 76.2963 85.8209
Ratio Avg Win / Avg Loss 0.4076 0.3852 0.3657 0.2887 0.2301 0.3129
Largest Winning Trade 24904 12193 24904 148007 53976 148007
Largest Losing Trade -68274 -55708 -68274 -680210 -680210 -317676
Avg Bars in Trades 29 16 42 29 16 42
Avg Bars in Winners 15 6 22 15 6 22
Avg Bars in Losers 89 48 159 89 48 159
Bars Traded 7914 2257 5657 7914 2257 5657
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504890 -145552 485748 -24439 -577009 467233
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634486400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759182250829,
    "expiration_time": 1763017344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "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": [
        [
            331632.0983246729,
            51846.6587889534,
            279785.4395357197,
            520050.7534424893,
            -329477.3008623921,
            849528.0543048816
        ],
        [
            331.632098,
            51.846659,
            279.78544,
            520.050753,
            -329.477301,
            849.528054
        ],
        [
            0.223773,
            0.034984,
            0.188789,
            0.123195,
            0,
            0.151991
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130106,
            -72774,
            -92690,
            -1073404,
            -823024,
            -490997
        ],
        [
            1.742458,
            1.239961,
            2.213264,
            1.234158,
            0.740669,
            1.893822
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            218,
            103,
            115,
            218,
            103,
            115
        ],
        [
            51,
            32,
            19,
            51,
            32,
            19
        ],
        [
            81.040892,
            76.296296,
            85.820896,
            81.040892,
            76.296296,
            85.820896
        ],
        [
            0.407639,
            0.385231,
            0.36567,
            0.288725,
            0.230111,
            0.312892
        ],
        [
            24904,
            12193,
            24904,
            148007,
            53976,
            148007
        ],
        [
            -68274,
            -55708,
            -68274,
            -680210,
            -680210,
            -317676
        ],
        [
            29,
            16,
            42,
            29,
            16,
            42
        ],
        [
            15,
            6,
            22,
            15,
            6,
            22
        ],
        [
            89,
            48,
            159,
            89,
            48,
            159
        ],
        [
            7914,
            2257,
            5657,
            7914,
            2257,
            5657
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504890,
            -145552,
            485748,
            -24439,
            -577009,
            467233
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634486400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759182250829,
    "expiration_time": 1763017344000,
    "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": 233,
            "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)