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Trade: DYDX/USDT/480/HL2/KCL/3216

Strategy
DYDX/USDT/480/HL2/KCL/3216
Pair
DYDX_USDT
Interval
8h
Score
682063
Daily Profit
0.187616
Profit Factor
4.580344
Profitability
93.617021
Streak
229.929182
Best Strategy
Training Data Length
1487.670000
Evaluation Time
2025-10-05 17:18
Expiration Time
2025-11-19 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337341.8208 58230.5476 279111.2732 1362498.2015 125255.6591 1237242.5424
Total P&L (%) 337.3418 58.2305 279.1113 1362.4982 125.2557 1237.2425
Avg Daily Profit (%) 0.2268 0.0391 0.1876 0.1805 0.0546 0.1745
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71408 -52438 -77348 -433514 -352520 -459994
Profit Factor 2.8331 1.549 4.5803 2.1982 1.1863 3.6624
Total Trades 95 48 47 95 48 47
Winning Trades 74 30 44 74 30 44
Losing Trades 21 18 3 21 18 3
Profitability (%) 77.8947 62.5 93.617 77.8947 62.5 93.617
Ratio Avg Win / Avg Loss 0.804 0.9294 0.3123 0.6238 0.7118 0.2497
Largest Winning Trade 30738 13885 30738 207504 99555 207504
Largest Losing Trade -47902 -47902 -39797 -335638 -335638 -286595
Avg Bars in Trades 40 12 70 40 12 70
Avg Bars in Winners 27 4 43 27 4 43
Avg Bars in Losers 87 24 461 87 24 461
Bars Traded 3888 586 3302 3888 586 3302
Profit Streak 204.5958 204.5958 229.9292 204.5958 204.5958 229.9292
Trades During Streak 8 4 6 8 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 580121 -138090 682063 536777 -133932 668784
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4463,
    "evaluation_days": 1487.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636473600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759673881354,
    "expiration_time": 1763507232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            337341.8207632616,
            58230.5475572113,
            279111.2732060503,
            1362498.2014544199,
            125255.6591038259,
            1237242.542350594
        ],
        [
            337.341821,
            58.230548,
            279.111273,
            1362.498201,
            125.255659,
            1237.242542
        ],
        [
            0.226759,
            0.039142,
            0.187616,
            0.180494,
            0.054601,
            0.174465
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71408,
            -52438,
            -77348,
            -433514,
            -352520,
            -459994
        ],
        [
            2.833069,
            1.548958,
            4.580344,
            2.198163,
            1.186267,
            3.662439
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            74,
            30,
            44,
            74,
            30,
            44
        ],
        [
            21,
            18,
            3,
            21,
            18,
            3
        ],
        [
            77.894737,
            62.5,
            93.617021,
            77.894737,
            62.5,
            93.617021
        ],
        [
            0.803979,
            0.929375,
            0.312296,
            0.623803,
            0.71176,
            0.249712
        ],
        [
            30738,
            13885,
            30738,
            207504,
            99555,
            207504
        ],
        [
            -47902,
            -47902,
            -39797,
            -335638,
            -335638,
            -286595
        ],
        [
            40,
            12,
            70,
            40,
            12,
            70
        ],
        [
            27,
            4,
            43,
            27,
            4,
            43
        ],
        [
            87,
            24,
            461,
            87,
            24,
            461
        ],
        [
            3888,
            586,
            3302,
            3888,
            586,
            3302
        ],
        [
            204.595849,
            204.595849,
            229.929182,
            204.595849,
            204.595849,
            229.929182
        ],
        [
            8,
            4,
            6,
            8,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            580121,
            -138090,
            682063,
            536777,
            -133932,
            668784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4463,
    "evaluation_days": 1487.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636473600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759673881354,
    "expiration_time": 1763507232000,
    "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": 186,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)