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Trade: DYDX/USDT/360/PSAR/PWMA/1680

Strategy
DYDX/USDT/360/PSAR/PWMA/1680
Pair
DYDX_USDT
Interval
6h
Score
389625
Daily Profit
0.221842
Profit Factor
1.298832
Profitability
52.380952
Streak
5.587856
Best Strategy
Training Data Length
1482.750000
Evaluation Time
2025-09-30 17:06
Expiration Time
2025-11-14 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328935.5067 87649.8964 241285.6103 6654.6339 256184.5832 -249529.9494
Total P&L (%) 328.9355 87.6499 241.2856 6.6546 256.1846 -249.5299
Avg Daily Profit (%) 0.2218 0.0591 0.1627 0.0043 0.0857 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130632 -109689 -140657 -903888 -205521 -892313
Profit Factor 1.2988 1.1604 1.4353 1.0033 1.3552 0.8033
Total Trades 315 157 158 315 157 158
Winning Trades 165 80 85 165 80 85
Losing Trades 150 77 73 150 77 73
Profitability (%) 52.381 50.9554 53.7975 52.381 50.9554 53.7975
Ratio Avg Win / Avg Loss 1.1808 1.1169 1.2327 0.9121 1.3043 0.6899
Largest Winning Trade 57487 57487 37774 234532 234532 130418
Largest Losing Trade -89861 -31910 -89861 -750780 -180566 -750780
Avg Bars in Trades 18 19 17 18 19 17
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 20 21 19 20 21 19
Bars Traded 5837 3003 2834 5837 3003 2834
Profit Streak 5.5879 0 28.0879 5.5879 0 28.0879
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389625 -157417 385941 -568366 -77440 -578270
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632376800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241190742,
    "expiration_time": 1763076888000,
    "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": 58,
            "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": [
        [
            328935.5066727097,
            87649.8963804156,
            241285.610292294,
            6654.6338800955,
            256184.5832467059,
            -249529.9493666105
        ],
        [
            328.935507,
            87.649896,
            241.28561,
            6.654634,
            256.184583,
            -249.529949
        ],
        [
            0.221842,
            0.059113,
            0.162728,
            0.004345,
            0.085707,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130632,
            -109689,
            -140657,
            -903888,
            -205521,
            -892313
        ],
        [
            1.298832,
            1.160391,
            1.43533,
            1.003345,
            1.355163,
            0.803261
        ],
        [
            315,
            157,
            158,
            315,
            157,
            158
        ],
        [
            165,
            80,
            85,
            165,
            80,
            85
        ],
        [
            150,
            77,
            73,
            150,
            77,
            73
        ],
        [
            52.380952,
            50.955414,
            53.797468,
            52.380952,
            50.955414,
            53.797468
        ],
        [
            1.180757,
            1.116876,
            1.232695,
            0.912131,
            1.304344,
            0.68986
        ],
        [
            57487,
            57487,
            37774,
            234532,
            234532,
            130418
        ],
        [
            -89861,
            -31910,
            -89861,
            -750780,
            -180566,
            -750780
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            5837,
            3003,
            2834,
            5837,
            3003,
            2834
        ],
        [
            5.587856,
            0,
            28.087856,
            5.587856,
            0,
            28.087856
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389625,
            -157417,
            385941,
            -568366,
            -77440,
            -578270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632376800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241190742,
    "expiration_time": 1763076888000,
    "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": 58,
            "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)