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Trade: DYDX/USDT/240/PSAR/PWMA/8971

Strategy
DYDX/USDT/240/PSAR/PWMA/8971
Pair
DYDX_USDT
Interval
4h
Score
459597
Daily Profit
0.178778
Profit Factor
1.550116
Profitability
52.859961
Streak
0.000000
Best Strategy
Training Data Length
1490.000000
Evaluation Time
2025-10-08 03:03
Expiration Time
2025-11-21 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464967.0453 186336.7037 278630.3416 1331652.2532 744861.4745 586790.7786
Total P&L (%) 464.967 186.3367 278.6303 1331.6523 744.8615 586.7908
Avg Daily Profit (%) 0.3121 0.1251 0.187 0.1788 0.1433 0.1294
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137257 -161516 -69085 -309158 -147417 -281425
Profit Factor 1.325 1.2583 1.3928 1.5501 1.6718 1.4473
Total Trades 507 254 253 507 254 253
Winning Trades 268 131 137 268 131 137
Losing Trades 239 123 116 239 123 116
Profitability (%) 52.86 51.5748 54.1502 52.86 51.5748 54.1502
Ratio Avg Win / Avg Loss 1.1816 1.1815 1.1793 1.3824 1.5697 1.2254
Largest Winning Trade 39063 39063 37128 172613 151194 172613
Largest Losing Trade -29215 -22925 -29215 -137908 -83072 -137908
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 19 20 17 19 20 17
Bars Traded 8866 4672 4194 8866 4672 4194
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436078 -24978 350818 459597 112721 -17284
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631908800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759881833927,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "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": [
        [
            464967.0452778126,
            186336.7037207784,
            278630.341557034,
            1331652.2531990428,
            744861.4745497719,
            586790.7786492713
        ],
        [
            464.967045,
            186.336704,
            278.630342,
            1331.652253,
            744.861475,
            586.790779
        ],
        [
            0.312058,
            0.125058,
            0.187,
            0.178778,
            0.143324,
            0.129403
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137257,
            -161516,
            -69085,
            -309158,
            -147417,
            -281425
        ],
        [
            1.32499,
            1.258299,
            1.392817,
            1.550116,
            1.671788,
            1.447283
        ],
        [
            507,
            254,
            253,
            507,
            254,
            253
        ],
        [
            268,
            131,
            137,
            268,
            131,
            137
        ],
        [
            239,
            123,
            116,
            239,
            123,
            116
        ],
        [
            52.859961,
            51.574803,
            54.150198,
            52.859961,
            51.574803,
            54.150198
        ],
        [
            1.181614,
            1.181456,
            1.17932,
            1.382379,
            1.569694,
            1.225436
        ],
        [
            39063,
            39063,
            37128,
            172613,
            151194,
            172613
        ],
        [
            -29215,
            -22925,
            -29215,
            -137908,
            -83072,
            -137908
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            8866,
            4672,
            4194,
            8866,
            4672,
            4194
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436078,
            -24978,
            350818,
            459597,
            112721,
            -17284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631908800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759881833927,
    "expiration_time": 1763729280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "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)