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Trade: DYDX/USDT/30/TEMA/KCL/2600

Strategy
DYDX/USDT/30/TEMA/KCL/2600
Pair
DYDX_USDT
Interval
30m
Score
386307
Daily Profit
0.247394
Profit Factor
1.565480
Profitability
62.352941
Streak
8.240588
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 02:16
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128850.2345 27785.9681 101064.2664 81652.195 49070.825 32581.37
Total P&L (%) 128.8502 27.786 101.0643 81.6522 49.0708 32.5814
Avg Daily Profit (%) 0.2474 0.0533 0.194 0.1147 0.0767 0.0542
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74652 -35834 -63446 -89079 -43666 -83334
Profit Factor 1.5655 1.3002 1.747 1.3199 1.5861 1.19
Total Trades 85 43 42 85 43 42
Winning Trades 53 26 27 53 26 27
Losing Trades 32 17 15 32 17 15
Profitability (%) 62.3529 60.4651 64.2857 62.3529 60.4651 64.2857
Ratio Avg Win / Avg Loss 0.9452 0.8501 0.9706 0.7969 1.0371 0.6611
Largest Winning Trade 19663 13312 19663 23031 18497 23031
Largest Losing Trade -63446 -30761 -63446 -83334 -34348 -83334
Avg Bars in Trades 290 88 496 290 88 496
Avg Bars in Winners 281 70 485 281 70 485
Avg Bars in Losers 304 116 517 304 116 517
Bars Traded 24669 3807 20862 24669 3807 20862
Profit Streak 8.2406 8.2406 29.6781 8.2406 8.2406 29.6781
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386307 -125052 375653 -38700 -88630 -134351

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714107600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758842186791,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 72,
            "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": [
        [
            128850.2344600158,
            27785.968064309,
            101064.2663957067,
            81652.1950105729,
            49070.8250303202,
            32581.3699802528
        ],
        [
            128.850234,
            27.785968,
            101.064266,
            81.652195,
            49.070825,
            32.58137
        ],
        [
            0.247394,
            0.053349,
            0.194045,
            0.114676,
            0.076686,
            0.054164
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74652,
            -35834,
            -63446,
            -89079,
            -43666,
            -83334
        ],
        [
            1.56548,
            1.300179,
            1.74699,
            1.319932,
            1.586117,
            1.189983
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            62.352941,
            60.465116,
            64.285714,
            62.352941,
            60.465116,
            64.285714
        ],
        [
            0.945195,
            0.850117,
            0.97055,
            0.79694,
            1.037076,
            0.661102
        ],
        [
            19663,
            13312,
            19663,
            23031,
            18497,
            23031
        ],
        [
            -63446,
            -30761,
            -63446,
            -83334,
            -34348,
            -83334
        ],
        [
            290,
            88,
            496,
            290,
            88,
            496
        ],
        [
            281,
            70,
            485,
            281,
            70,
            485
        ],
        [
            304,
            116,
            517,
            304,
            116,
            517
        ],
        [
            24669,
            3807,
            20862,
            24669,
            3807,
            20862
        ],
        [
            8.240588,
            8.240588,
            29.678088,
            8.240588,
            8.240588,
            29.678088
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386307,
            -125052,
            375653,
            -38700,
            -88630,
            -134351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714107600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758842186791,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 72,
            "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)