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Trade: DYDX/USDT/360/PSAR/ZLMA/9411

Strategy
DYDX/USDT/360/PSAR/ZLMA/9411
Pair
DYDX_USDT
Interval
6h
Score
363546
Daily Profit
0.199896
Profit Factor
1.265386
Profitability
51.757188
Streak
4.730587
Best Strategy
Training Data Length
1481.750000
Evaluation Time
2025-09-29 20:32
Expiration Time
2025-11-13 00:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296195.5073 91524.8096 204670.6977 123389.1162 147397.8517 -24008.7354
Total P&L (%) 296.1955 91.5248 204.6707 123.3891 147.3979 -24.0087
Avg Daily Profit (%) 0.1999 0.0618 0.1381 0.0543 0.0612 -0.0185
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120598 -102780 -89942 -359440 -264922 -390520
Profit Factor 1.2654 1.1932 1.3186 1.0454 1.1418 0.9857
Total Trades 313 156 157 313 156 157
Winning Trades 162 75 87 162 75 87
Losing Trades 151 81 70 151 81 70
Profitability (%) 51.7572 48.0769 55.414 51.7572 48.0769 55.414
Ratio Avg Win / Avg Loss 1.1795 1.2887 1.0609 0.9745 1.2331 0.7931
Largest Winning Trade 79415 79415 50612 140742 140742 74042
Largest Losing Trade -40516 -35114 -40516 -142415 -81613 -142415
Avg Bars in Trades 18 16 20 18 16 20
Avg Bars in Winners 17 15 19 17 15 19
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 5670 2499 3171 5670 2499 3171
Profit Streak 4.7306 0 38.2306 4.7306 0 38.2306
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363546 -118638 -5684 -290068 -176028 -578024
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5927,
    "evaluation_days": 1481.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634342400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759167122700,
    "expiration_time": 1762987896000,
    "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": "zlma",
        "factors": {
            "length": 149,
            "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": [
        [
            296195.5073296317,
            91524.8095903831,
            204670.6977392489,
            123389.1162468414,
            147397.8516672998,
            -24008.7354204583
        ],
        [
            296.195507,
            91.52481,
            204.670698,
            123.389116,
            147.397852,
            -24.008735
        ],
        [
            0.199896,
            0.061768,
            0.138128,
            0.054258,
            0.061151,
            -0.018527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120598,
            -102780,
            -89942,
            -359440,
            -264922,
            -390520
        ],
        [
            1.265386,
            1.193224,
            1.318592,
            1.045438,
            1.141799,
            0.985676
        ],
        [
            313,
            156,
            157,
            313,
            156,
            157
        ],
        [
            162,
            75,
            87,
            162,
            75,
            87
        ],
        [
            151,
            81,
            70,
            151,
            81,
            70
        ],
        [
            51.757188,
            48.076923,
            55.414013,
            51.757188,
            48.076923,
            55.414013
        ],
        [
            1.179464,
            1.288682,
            1.060936,
            0.974451,
            1.233143,
            0.793072
        ],
        [
            79415,
            79415,
            50612,
            140742,
            140742,
            74042
        ],
        [
            -40516,
            -35114,
            -40516,
            -142415,
            -81613,
            -142415
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            5670,
            2499,
            3171,
            5670,
            2499,
            3171
        ],
        [
            4.730587,
            0,
            38.230587,
            4.730587,
            0,
            38.230587
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            363546,
            -118638,
            -5684,
            -290068,
            -176028,
            -578024
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5927,
    "evaluation_days": 1481.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634342400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759167122700,
    "expiration_time": 1762987896000,
    "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": "zlma",
        "factors": {
            "length": 149,
            "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)