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Trade: DYDX/USDT/240/MIDPOINT/KCU/3581

Strategy
DYDX/USDT/240/MIDPOINT/KCU/3581
Pair
DYDX_USDT
Interval
4h
Score
643189
Daily Profit
0.171488
Profit Factor
4.657987
Profitability
72.500000
Streak
0.000000
Best Strategy
Training Data Length
1494.670000
Evaluation Time
2025-10-12 19:10
Expiration Time
2025-11-26 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343175.7986 86857.2116 256318.587 580576.967 -265721.6512 846298.6182
Total P&L (%) 343.1758 86.8572 256.3186 580.577 -265.7217 846.2986
Avg Daily Profit (%) 0.2296 0.0581 0.1715 0.1284 0 0.1505
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84045 -93059 -16686 -511247 -873270 -88580
Profit Factor 2.0095 1.3218 4.658 1.3031 0.8346 3.7422
Total Trades 79 39 40 79 39 40
Winning Trades 47 18 29 47 18 29
Losing Trades 32 21 11 32 21 11
Profitability (%) 59.4937 46.1538 72.5 59.4937 46.1538 72.5
Ratio Avg Win / Avg Loss 1.3682 1.5421 1.7668 0.8872 0.9737 1.4195
Largest Winning Trade 123048 123048 42405 371362 371362 232353
Largest Losing Trade -37415 -37415 -16686 -429556 -429556 -88580
Avg Bars in Trades 101 169 34 101 169 34
Avg Bars in Winners 78 143 37 78 143 37
Avg Bars in Losers 135 192 26 135 192 26
Bars Traded 8000 6617 1383 8000 6617 1383
Profit Streak 0 115.5071 0 0 115.5071 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19187 -114908 643189 -52535 -581689 587546
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8968,
    "evaluation_days": 1494.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634400000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285415385,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 185,
            "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": [
        [
            343175.7985797581,
            86857.2115826471,
            256318.5869971112,
            580576.9670371164,
            -265721.6512072943,
            846298.6182444107
        ],
        [
            343.175799,
            86.857212,
            256.318587,
            580.576967,
            -265.721651,
            846.298618
        ],
        [
            0.2296,
            0.058111,
            0.171488,
            0.12839,
            0,
            0.150473
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84045,
            -93059,
            -16686,
            -511247,
            -873270,
            -88580
        ],
        [
            2.009498,
            1.321841,
            4.657987,
            1.303144,
            0.834603,
            3.7422
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            47,
            18,
            29,
            47,
            18,
            29
        ],
        [
            32,
            21,
            11,
            32,
            21,
            11
        ],
        [
            59.493671,
            46.153846,
            72.5,
            59.493671,
            46.153846,
            72.5
        ],
        [
            1.368169,
            1.542148,
            1.766823,
            0.887247,
            0.973703,
            1.419455
        ],
        [
            123048,
            123048,
            42405,
            371362,
            371362,
            232353
        ],
        [
            -37415,
            -37415,
            -16686,
            -429556,
            -429556,
            -88580
        ],
        [
            101,
            169,
            34,
            101,
            169,
            34
        ],
        [
            78,
            143,
            37,
            78,
            143,
            37
        ],
        [
            135,
            192,
            26,
            135,
            192,
            26
        ],
        [
            8000,
            6617,
            1383,
            8000,
            6617,
            1383
        ],
        [
            0,
            115.507122,
            0,
            0,
            115.507122,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19187,
            -114908,
            643189,
            -52535,
            -581689,
            587546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8968,
    "evaluation_days": 1494.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634400000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285415385,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 185,
            "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)