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Trade: DYDX/USDT/360/PSAR/MIDPOINT/5411

Strategy
DYDX/USDT/360/PSAR/MIDPOINT/5411
Pair
DYDX_USDT
Interval
6h
Score
321713
Daily Profit
0.176591
Profit Factor
1.198960
Profitability
52.010724
Streak
5.951633
Best Strategy
Training Data Length
1483.000000
Evaluation Time
2025-10-01 01:50
Expiration Time
2025-11-14 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261884.372 91688.404 170195.968 32479.0134 177768.2341 -145289.2207
Total P&L (%) 261.8844 91.6884 170.196 32.479 177.7682 -145.2892
Avg Daily Profit (%) 0.1766 0.0618 0.1148 0.019 0.0689 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168064 -130061 -108082 -387134 -240191 -344901
Profit Factor 1.199 1.1495 1.2421 1.0151 1.2062 0.8868
Total Trades 373 186 187 373 186 187
Winning Trades 194 94 100 194 94 100
Losing Trades 179 92 87 179 92 87
Profitability (%) 52.0107 50.5376 53.4759 52.0107 50.5376 53.4759
Ratio Avg Win / Avg Loss 1.1063 1.1251 1.0806 0.9367 1.1806 0.7715
Largest Winning Trade 45115 29747 45115 63399 55298 63399
Largest Losing Trade -53540 -32898 -53540 -127072 -61788 -127072
Avg Bars in Trades 15 17 14 15 17 14
Avg Bars in Winners 16 16 15 16 16 15
Avg Bars in Losers 15 18 11 15 18 11
Bars Traded 5855 3234 2620 5855 3234 2620
Profit Streak 5.9516 0 13.9516 5.9516 0 13.9516
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321713 -165656 -37828 -372759 -100646 -578549
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5932,
    "evaluation_days": 1483,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632247200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759272621106,
    "expiration_time": 1763099136000,
    "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": "midpoint",
        "factors": {
            "length": 52,
            "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": [
        [
            261884.3719924879,
            91688.4040359728,
            170195.9679565154,
            32479.0134195265,
            177768.2341461551,
            -145289.2207266287
        ],
        [
            261.884372,
            91.688404,
            170.195968,
            32.479013,
            177.768234,
            -145.289221
        ],
        [
            0.176591,
            0.061826,
            0.114765,
            0.018967,
            0.068912,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168064,
            -130061,
            -108082,
            -387134,
            -240191,
            -344901
        ],
        [
            1.19896,
            1.149524,
            1.242078,
            1.015141,
            1.206247,
            0.886772
        ],
        [
            373,
            186,
            187,
            373,
            186,
            187
        ],
        [
            194,
            94,
            100,
            194,
            94,
            100
        ],
        [
            179,
            92,
            87,
            179,
            92,
            87
        ],
        [
            52.010724,
            50.537634,
            53.475936,
            52.010724,
            50.537634,
            53.475936
        ],
        [
            1.106257,
            1.125066,
            1.080608,
            0.936651,
            1.180582,
            0.771492
        ],
        [
            45115,
            29747,
            45115,
            63399,
            55298,
            63399
        ],
        [
            -53540,
            -32898,
            -53540,
            -127072,
            -61788,
            -127072
        ],
        [
            15,
            17,
            14,
            15,
            17,
            14
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            15,
            18,
            11,
            15,
            18,
            11
        ],
        [
            5855,
            3234,
            2620,
            5855,
            3234,
            2620
        ],
        [
            5.951633,
            0,
            13.951633,
            5.951633,
            0,
            13.951633
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321713,
            -165656,
            -37828,
            -372759,
            -100646,
            -578549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5932,
    "evaluation_days": 1483,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632247200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759272621106,
    "expiration_time": 1763099136000,
    "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": "midpoint",
        "factors": {
            "length": 52,
            "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)