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Trade: DYDX/USDT/720/HLC3/KCL/9031

Strategy
DYDX/USDT/720/HLC3/KCL/9031
Pair
DYDX_USDT
Interval
12h
Score
581756
Daily Profit
0.222613
Profit Factor
2.299669
Profitability
84.403670
Streak
199.980949
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-05 02:32
Expiration Time
2025-11-18 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331025.2763 56214.166 274811.1103 956225.1472 70399.5652 885825.582
Total P&L (%) 331.0253 56.2142 274.8111 956.2251 70.3996 885.8256
Avg Daily Profit (%) 0.2226 0.0378 0.1848 0.1587 0.0358 0.154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64514 -51852 -69519 -627410 -345761 -686982
Profit Factor 2.2997 1.4121 3.3231 1.5392 1.0834 1.9534
Total Trades 109 55 54 109 55 54
Winning Trades 92 43 49 92 43 49
Losing Trades 17 12 5 17 12 5
Profitability (%) 84.4037 78.1818 90.7407 84.4037 78.1818 90.7407
Ratio Avg Win / Avg Loss 0.4249 0.3941 0.3391 0.2844 0.3023 0.1993
Largest Winning Trade 27181 15568 27181 150874 61935 150874
Largest Losing Trade -64514 -45160 -64514 -627410 -318807 -627410
Avg Bars in Trades 23 12 35 23 12 35
Avg Bars in Winners 10 5 15 10 5 15
Avg Bars in Losers 94 36 233 94 36 233
Bars Traded 2596 680 1916 2596 680 1916
Profit Streak 199.9809 199.9809 250.9809 199.9809 199.9809 250.9809
Trades During Streak 12 6 8 12 6 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 581756 -318903 -162587 515099 -450152 -165077
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759620753999,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            331025.2762675602,
            56214.1659928664,
            274811.1102746937,
            956225.1471942128,
            70399.565156801,
            885825.5820374114
        ],
        [
            331.025276,
            56.214166,
            274.81111,
            956.225147,
            70.399565,
            885.825582
        ],
        [
            0.222613,
            0.037804,
            0.184809,
            0.158652,
            0.035849,
            0.154006
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64514,
            -51852,
            -69519,
            -627410,
            -345761,
            -686982
        ],
        [
            2.299669,
            1.412111,
            3.323111,
            1.539236,
            1.083395,
            1.953396
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            92,
            43,
            49,
            92,
            43,
            49
        ],
        [
            17,
            12,
            5,
            17,
            12,
            5
        ],
        [
            84.40367,
            78.181818,
            90.740741,
            84.40367,
            78.181818,
            90.740741
        ],
        [
            0.424939,
            0.394078,
            0.339093,
            0.284424,
            0.302343,
            0.199326
        ],
        [
            27181,
            15568,
            27181,
            150874,
            61935,
            150874
        ],
        [
            -64514,
            -45160,
            -64514,
            -627410,
            -318807,
            -627410
        ],
        [
            23,
            12,
            35,
            23,
            12,
            35
        ],
        [
            10,
            5,
            15,
            10,
            5,
            15
        ],
        [
            94,
            36,
            233,
            94,
            36,
            233
        ],
        [
            2596,
            680,
            1916,
            2596,
            680,
            1916
        ],
        [
            199.980949,
            199.980949,
            250.980949,
            199.980949,
            199.980949,
            250.980949
        ],
        [
            12,
            6,
            8,
            12,
            6,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            581756,
            -318903,
            -162587,
            515099,
            -450152,
            -165077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759620753999,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)