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Trade: DYDX/USDT/360/KCB/DEMA/4325

Strategy
DYDX/USDT/360/KCB/DEMA/4325
Pair
DYDX_USDT
Interval
6h
Score
438868
Daily Profit
0.228224
Profit Factor
1.555783
Profitability
59.649123
Streak
8.226893
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-25 14:26
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337030.5257 80466.9241 256563.6015 271302.5431 44859.6328 226442.9104
Total P&L (%) 337.0305 80.4669 256.5636 271.3025 44.8596 226.4429
Avg Daily Profit (%) 0.2282 0.0545 0.1737 0.0889 0.0251 0.0801
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79095 -69745 -79877 -518882 -313373 -519838
Profit Factor 1.5558 1.2445 1.9252 1.1145 1.039 1.1855
Total Trades 114 57 57 114 57 57
Winning Trades 68 31 37 68 31 37
Losing Trades 46 26 20 46 26 20
Profitability (%) 59.6491 54.386 64.9123 59.6491 54.386 64.9123
Ratio Avg Win / Avg Loss 1.0524 1.0438 1.0407 0.7539 0.8715 0.6408
Largest Winning Trade 53251 53251 48933 210594 161843 210594
Largest Losing Trade -71907 -31453 -71907 -453297 -153334 -453297
Avg Bars in Trades 50 39 62 50 39 62
Avg Bars in Winners 43 21 62 43 21 62
Avg Bars in Losers 61 60 62 61 60 62
Bars Traded 5794 2249 3545 5794 2249 3545
Profit Streak 8.2269 17.9769 8.2269 8.2269 17.9769 8.2269
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438868 -299331 -167507 -167865 -519297 -281497

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632614400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758799603569,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 69,
            "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": [
        [
            337030.5256569925,
            80466.9241259072,
            256563.6015310853,
            271302.543149208,
            44859.6327749946,
            226442.9103742131
        ],
        [
            337.030526,
            80.466924,
            256.563602,
            271.302543,
            44.859633,
            226.44291
        ],
        [
            0.228224,
            0.054489,
            0.173735,
            0.088873,
            0.025098,
            0.080146
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79095,
            -69745,
            -79877,
            -518882,
            -313373,
            -519838
        ],
        [
            1.555783,
            1.244498,
            1.925233,
            1.114505,
            1.039046,
            1.185537
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            59.649123,
            54.385965,
            64.912281,
            59.649123,
            54.385965,
            64.912281
        ],
        [
            1.052441,
            1.043773,
            1.040667,
            0.75393,
            0.871458,
            0.640831
        ],
        [
            53251,
            53251,
            48933,
            210594,
            161843,
            210594
        ],
        [
            -71907,
            -31453,
            -71907,
            -453297,
            -153334,
            -453297
        ],
        [
            50,
            39,
            62,
            50,
            39,
            62
        ],
        [
            43,
            21,
            62,
            43,
            21,
            62
        ],
        [
            61,
            60,
            62,
            61,
            60,
            62
        ],
        [
            5794,
            2249,
            3545,
            5794,
            2249,
            3545
        ],
        [
            8.226893,
            17.976893,
            8.226893,
            8.226893,
            17.976893,
            8.226893
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            438868,
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            -167865,
            -519297,
            -281497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632614400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758799603569,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 69,
            "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)