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Trade: DYDX/USDT/360/PSAR/HMA/5487

Strategy
DYDX/USDT/360/PSAR/HMA/5487
Pair
DYDX_USDT
Interval
6h
Score
484395
Daily Profit
0.342832
Profit Factor
1.474307
Profitability
54.276316
Streak
11.853458
Best Strategy
Training Data Length
1491.250000
Evaluation Time
2025-10-09 05:28
Expiration Time
2025-11-22 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511248.6664 213406.4775 297842.1889 1446662.3341 1283776.7852 162885.5489
Total P&L (%) 511.2487 213.4065 297.8422 1446.6623 1283.7768 162.8855
Avg Daily Profit (%) 0.3428 0.1431 0.1997 0.1838 0.1763 0.0648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85835 -88136 -78213 -1309871 -1066101 -1309871
Profit Factor 1.4743 1.4583 1.4865 1.1239 1.2785 1.023
Total Trades 304 152 152 304 152 152
Winning Trades 165 80 85 165 80 85
Losing Trades 139 72 67 139 72 67
Profitability (%) 54.2763 52.6316 55.9211 54.2763 52.6316 55.9211
Ratio Avg Win / Avg Loss 1.242 1.3124 1.1717 0.9468 1.1507 0.8064
Largest Winning Trade 75586 75586 50612 457232 457232 300807
Largest Losing Trade -47697 -34808 -47697 -1309871 -298802 -1309871
Avg Bars in Trades 18 16 20 18 16 20
Avg Bars in Winners 18 14 21 18 14 21
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 5710 2546 3163 5710 2546 3163
Profit Streak 11.8535 14.1035 0 11.8535 14.1035 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484395 18290 364633 -74995 332759 -301921
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635811200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976938764,
    "expiration_time": 1763833320000,
    "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": "hma",
        "factors": {
            "length": 204,
            "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": [
        [
            511248.6663881473,
            213406.4775333949,
            297842.1888547516,
            1446662.3340808193,
            1283776.7852070732,
            162885.5488737455
        ],
        [
            511.248666,
            213.406478,
            297.842189,
            1446.662334,
            1283.776785,
            162.885549
        ],
        [
            0.342832,
            0.143106,
            0.199727,
            0.183819,
            0.176343,
            0.064836
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85835,
            -88136,
            -78213,
            -1309871,
            -1066101,
            -1309871
        ],
        [
            1.474307,
            1.458267,
            1.486508,
            1.123865,
            1.278502,
            1.02304
        ],
        [
            304,
            152,
            152,
            304,
            152,
            152
        ],
        [
            165,
            80,
            85,
            165,
            80,
            85
        ],
        [
            139,
            72,
            67,
            139,
            72,
            67
        ],
        [
            54.276316,
            52.631579,
            55.921053,
            54.276316,
            52.631579,
            55.921053
        ],
        [
            1.241992,
            1.312441,
            1.171718,
            0.946772,
            1.150652,
            0.806396
        ],
        [
            75586,
            75586,
            50612,
            457232,
            457232,
            300807
        ],
        [
            -47697,
            -34808,
            -47697,
            -1309871,
            -298802,
            -1309871
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            18,
            14,
            21,
            18,
            14,
            21
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            5710,
            2546,
            3163,
            5710,
            2546,
            3163
        ],
        [
            11.853458,
            14.103458,
            0,
            11.853458,
            14.103458,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484395,
            18290,
            364633,
            -74995,
            332759,
            -301921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635811200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976938764,
    "expiration_time": 1763833320000,
    "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": "hma",
        "factors": {
            "length": 204,
            "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)