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Trade: DYDX/USDT/240/PSAR/SINWMA/7493

Strategy
DYDX/USDT/240/PSAR/SINWMA/7493
Pair
DYDX_USDT
Interval
4h
Score
534820
Daily Profit
0.354558
Profit Factor
1.369313
Profitability
54.752066
Streak
34.904693
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 12:42
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523565.0966 218607.0298 304958.0667 1863858.8348 1098058.125 765800.7098
Total P&L (%) 523.5651 218.607 304.9581 1863.8588 1098.0581 765.8007
Avg Daily Profit (%) 0.3546 0.148 0.2065 0.2018 0.1683 0.1463
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158369 -170866 -85897 -979523 -379757 -741865
Profit Factor 1.3693 1.3163 1.4198 1.3971 1.5505 1.2837
Total Trades 484 242 242 484 242 242
Winning Trades 265 136 129 265 136 129
Losing Trades 219 106 113 219 106 113
Profitability (%) 54.7521 56.1983 53.3058 54.7521 56.1983 53.3058
Ratio Avg Win / Avg Loss 1.1316 1.0259 1.2437 1.1546 1.2085 1.1245
Largest Winning Trade 59917 59917 27953 224538 169347 224538
Largest Losing Trade -48904 -29349 -48904 -247500 -143045 -247500
Avg Bars in Trades 18 19 17 18 19 17
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 19 22 17 19 22 17
Bars Traded 8784 4662 4122 8784 4662 4122
Profit Streak 34.9047 35.9047 34.9047 34.9047 35.9047 34.9047
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 534820 287836 408670 493941 454046 197732

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631923200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879765466,
    "expiration_time": 1762542720000,
    "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": "sinwma",
        "factors": {
            "length": 55,
            "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": [
        [
            523565.0965701052,
            218607.0298237617,
            304958.0667463438,
            1863858.8348235423,
            1098058.1249851992,
            765800.7098383429
        ],
        [
            523.565097,
            218.60703,
            304.958067,
            1863.858835,
            1098.058125,
            765.80071
        ],
        [
            0.354558,
            0.148041,
            0.206517,
            0.201839,
            0.16831,
            0.146279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158369,
            -170866,
            -85897,
            -979523,
            -379757,
            -741865
        ],
        [
            1.369313,
            1.316251,
            1.419806,
            1.397097,
            1.550541,
            1.283714
        ],
        [
            484,
            242,
            242,
            484,
            242,
            242
        ],
        [
            265,
            136,
            129,
            265,
            136,
            129
        ],
        [
            219,
            106,
            113,
            219,
            106,
            113
        ],
        [
            54.752066,
            56.198347,
            53.305785,
            54.752066,
            56.198347,
            53.305785
        ],
        [
            1.131621,
            1.025901,
            1.243706,
            1.154582,
            1.20851,
            1.124493
        ],
        [
            59917,
            59917,
            27953,
            224538,
            169347,
            224538
        ],
        [
            -48904,
            -29349,
            -48904,
            -247500,
            -143045,
            -247500
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            19,
            22,
            17,
            19,
            22,
            17
        ],
        [
            8784,
            4662,
            4122,
            8784,
            4662,
            4122
        ],
        [
            34.904693,
            35.904693,
            34.904693,
            34.904693,
            35.904693,
            34.904693
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534820,
            287836,
            408670,
            493941,
            454046,
            197732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631923200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879765466,
    "expiration_time": 1762542720000,
    "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": "sinwma",
        "factors": {
            "length": 55,
            "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)