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Trade: DYDX/USDT/60/OHLC4/KCU/6220

Strategy
DYDX/USDT/60/OHLC4/KCU/6220
Pair
DYDX_USDT
Interval
1h
Score
452475
Daily Profit
0.155502
Profit Factor
1.270603
Profitability
77.427822
Streak
15.467107
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 18:12
Expiration Time
2025-12-18 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161981.4161 101031.4411 60949.975 96895.7129 40290.3447 56605.3682
Total P&L (%) 161.9814 101.0314 60.95 96.8957 40.2903 56.6054
Avg Daily Profit (%) 0.1555 0.097 0.0585 0.0651 0.0325 0.0431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120695 -116866 -20695 -422702 -419596 -77286
Profit Factor 1.2706 1.2224 1.4226 1.0554 1.0303 1.1347
Total Trades 381 190 191 381 190 191
Winning Trades 295 157 138 295 157 138
Losing Trades 86 33 53 86 33 53
Profitability (%) 77.4278 82.6316 72.2513 77.4278 82.6316 72.2513
Ratio Avg Win / Avg Loss 0.3704 0.2569 0.5464 0.3077 0.2166 0.4358
Largest Winning Trade 25124 25124 6158 99748 99748 19123
Largest Losing Trade -40617 -40617 -16578 -165719 -165719 -74568
Avg Bars in Trades 62 116 8 62 116 8
Avg Bars in Winners 19 32 4 19 32 4
Avg Bars in Losers 209 514 19 209 514 19
Bars Traded 23832 22137 1695 23832 22137 1695
Profit Streak 15.4671 25.3421 15.4671 15.4671 25.3421 15.4671
Trades During Streak 4 9 2 4 9 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452475 -59004 -111549 -260216 -333961 -205606
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669590000000,
    "first_datapoint_time": 1670130000000,
    "last_datapoint_time": 1759590000000,
    "evaluation_time": 1759590758059,
    "expiration_time": 1766070000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 151,
            "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": [
        [
            161981.4161293703,
            101031.4410818523,
            60949.9750475181,
            96895.7128862159,
            40290.3447179303,
            56605.3681682854
        ],
        [
            161.981416,
            101.031441,
            60.949975,
            96.895713,
            40.290345,
            56.605368
        ],
        [
            0.155502,
            0.09699,
            0.058512,
            0.065061,
            0.032505,
            0.043071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120695,
            -116866,
            -20695,
            -422702,
            -419596,
            -77286
        ],
        [
            1.270603,
            1.222352,
            1.422625,
            1.055405,
            1.030324,
            1.13471
        ],
        [
            381,
            190,
            191,
            381,
            190,
            191
        ],
        [
            295,
            157,
            138,
            295,
            157,
            138
        ],
        [
            86,
            33,
            53,
            86,
            33,
            53
        ],
        [
            77.427822,
            82.631579,
            72.251309,
            77.427822,
            82.631579,
            72.251309
        ],
        [
            0.370413,
            0.256927,
            0.54637,
            0.307678,
            0.216565,
            0.435795
        ],
        [
            25124,
            25124,
            6158,
            99748,
            99748,
            19123
        ],
        [
            -40617,
            -40617,
            -16578,
            -165719,
            -165719,
            -74568
        ],
        [
            62,
            116,
            8,
            62,
            116,
            8
        ],
        [
            19,
            32,
            4,
            19,
            32,
            4
        ],
        [
            209,
            514,
            19,
            209,
            514,
            19
        ],
        [
            23832,
            22137,
            1695,
            23832,
            22137,
            1695
        ],
        [
            15.467107,
            25.342107,
            15.467107,
            15.467107,
            25.342107,
            15.467107
        ],
        [
            4,
            9,
            2,
            4,
            9,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452475,
            -59004,
            -111549,
            -260216,
            -333961,
            -205606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669590000000,
    "first_datapoint_time": 1670130000000,
    "last_datapoint_time": 1759590000000,
    "evaluation_time": 1759590758059,
    "expiration_time": 1766070000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 151,
            "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)