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Trade: DYDX/USDT/480/SMA/KCL/3676

Strategy
DYDX/USDT/480/SMA/KCL/3676
Pair
DYDX_USDT
Interval
8h
Score
540931
Daily Profit
0.202989
Profit Factor
2.100902
Profitability
82.857143
Streak
194.358783
Best Strategy
Training Data Length
1478.000000
Evaluation Time
2025-09-26 03:36
Expiration Time
2025-11-09 02:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300017.2257 43706.2654 256310.9603 537548.4984 -23153.5232 560702.0216
Total P&L (%) 300.0172 43.7063 256.311 537.5485 -23.1535 560.702
Avg Daily Profit (%) 0.203 0.0296 0.1734 0.1254 -0.0178 0.1278
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73846 -47902 -79505 -492498 -315456 -445604
Profit Factor 2.1009 1.3362 2.7987 1.4412 0.9596 1.8688
Total Trades 105 53 52 105 53 52
Winning Trades 87 39 48 87 39 48
Losing Trades 18 14 4 18 14 4
Profitability (%) 82.8571 73.5849 92.3077 82.8571 73.5849 92.3077
Ratio Avg Win / Avg Loss 0.4347 0.4796 0.2332 0.2982 0.3445 0.1557
Largest Winning Trade 25642 18086 25642 134400 69350 134400
Largest Losing Trade -68680 -47902 -68680 -400409 -315456 -400409
Avg Bars in Trades 37 14 60 37 14 60
Avg Bars in Winners 17 4 27 17 4 27
Avg Bars in Losers 132 40 454 132 40 454
Bars Traded 3892 760 3132 3892 760 3132
Profit Streak 194.3588 194.3588 241.6921 194.3588 194.3588 241.6921
Trades During Streak 6 3 8 6 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540931 -331993 -163541 -19728 -756138 -194678

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4434,
    "evaluation_days": 1478,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635465600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758846998900,
    "expiration_time": 1762646976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 151,
            "offset": 67,
            "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": [
        [
            300017.2257205915,
            43706.2653887321,
            256310.9603318594,
            537548.4984203253,
            -23153.5231735583,
            560702.0215938832
        ],
        [
            300.017226,
            43.706265,
            256.31096,
            537.548498,
            -23.153523,
            560.702022
        ],
        [
            0.202989,
            0.029571,
            0.173417,
            0.125414,
            -0.017817,
            0.127831
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73846,
            -47902,
            -79505,
            -492498,
            -315456,
            -445604
        ],
        [
            2.100902,
            1.336153,
            2.798668,
            1.441201,
            0.959592,
            1.868799
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            87,
            39,
            48,
            87,
            39,
            48
        ],
        [
            18,
            14,
            4,
            18,
            14,
            4
        ],
        [
            82.857143,
            73.584906,
            92.307692,
            82.857143,
            73.584906,
            92.307692
        ],
        [
            0.434669,
            0.479645,
            0.233222,
            0.29818,
            0.344469,
            0.155733
        ],
        [
            25642,
            18086,
            25642,
            134400,
            69350,
            134400
        ],
        [
            -68680,
            -47902,
            -68680,
            -400409,
            -315456,
            -400409
        ],
        [
            37,
            14,
            60,
            37,
            14,
            60
        ],
        [
            17,
            4,
            27,
            17,
            4,
            27
        ],
        [
            132,
            40,
            454,
            132,
            40,
            454
        ],
        [
            3892,
            760,
            3132,
            3892,
            760,
            3132
        ],
        [
            194.358783,
            194.358783,
            241.692117,
            194.358784,
            194.358784,
            241.692117
        ],
        [
            6,
            3,
            8,
            6,
            3,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540931,
            -331993,
            -163541,
            -19728,
            -756138,
            -194678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4434,
    "evaluation_days": 1478,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635465600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758846998900,
    "expiration_time": 1762646976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 151,
            "offset": 67,
            "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)