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Trade: DYDX/USDT/720/PSAR/KCL/6327

Strategy
DYDX/USDT/720/PSAR/KCL/6327
Pair
DYDX_USDT
Interval
12h
Score
539021
Daily Profit
0.159022
Profit Factor
2.903092
Profitability
62.500000
Streak
140.607391
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-26 05:34
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257390.9493 22516.1114 234874.8379 563076.9579 67976.7492 495100.2087
Total P&L (%) 257.3909 22.5161 234.8748 563.077 67.9767 495.1002
Avg Daily Profit (%) 0.1743 0.0152 0.159 0.1282 0.0351 0.1208
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109092 -76889 -85240 -573090 -245502 -517903
Profit Factor 2.0196 1.1745 2.9031 1.478 1.1329 1.7427
Total Trades 65 33 32 65 33 32
Winning Trades 39 19 20 39 19 20
Losing Trades 26 14 12 26 14 12
Profitability (%) 60 57.5758 62.5 60 57.5758 62.5
Ratio Avg Win / Avg Loss 1.3464 0.8654 1.7419 0.9853 0.8348 1.0456
Largest Winning Trade 28140 17146 28140 138489 79985 138489
Largest Losing Trade -33704 -27499 -33704 -269947 -139714 -269947
Avg Bars in Trades 39 15 64 39 15 64
Avg Bars in Winners 31 9 51 31 9 51
Avg Bars in Losers 51 22 85 51 22 85
Bars Traded 2564 505 2059 2564 505 2059
Profit Streak 140.6074 206.1074 140.6074 140.6074 206.1074 140.6074
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123224 -205307 539021 -155355 -219454 -27350

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854078589,
    "expiration_time": 1762543584000,
    "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": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            257390.9492978793,
            22516.1114295917,
            234874.8378682877,
            563076.957898714,
            67976.7491925603,
            495100.2087061536
        ],
        [
            257.390949,
            22.516111,
            234.874838,
            563.076958,
            67.976749,
            495.100209
        ],
        [
            0.174266,
            0.015244,
            0.159022,
            0.128161,
            0.035122,
            0.120828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109092,
            -76889,
            -85240,
            -573090,
            -245502,
            -517903
        ],
        [
            2.019596,
            1.174508,
            2.903092,
            1.478015,
            1.132937,
            1.742721
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            60,
            57.575758,
            62.5,
            60,
            57.575758,
            62.5
        ],
        [
            1.346397,
            0.865427,
            1.741855,
            0.985343,
            0.834796,
            1.045632
        ],
        [
            28140,
            17146,
            28140,
            138489,
            79985,
            138489
        ],
        [
            -33704,
            -27499,
            -33704,
            -269947,
            -139714,
            -269947
        ],
        [
            39,
            15,
            64,
            39,
            15,
            64
        ],
        [
            31,
            9,
            51,
            31,
            9,
            51
        ],
        [
            51,
            22,
            85,
            51,
            22,
            85
        ],
        [
            2564,
            505,
            2059,
            2564,
            505,
            2059
        ],
        [
            140.607391,
            206.107391,
            140.607391,
            140.607391,
            206.107391,
            140.607391
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123224,
            -205307,
            539021,
            -155355,
            -219454,
            -27350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854078589,
    "expiration_time": 1762543584000,
    "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": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)