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Trade: DYDX/USDT/720/PSAR/SMA/1890

Strategy
DYDX/USDT/720/PSAR/SMA/1890
Pair
DYDX_USDT
Interval
12h
Score
384928
Daily Profit
0.155121
Profit Factor
1.622811
Profitability
57.446809
Streak
0.000000
Best Strategy
Training Data Length
1482.000000
Evaluation Time
2025-09-29 17:53
Expiration Time
2025-11-13 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229888.5826 78740.3517 151148.2309 140074.3627 -106970.454 247044.8167
Total P&L (%) 229.8886 78.7404 151.1482 140.0744 -106.9705 247.0448
Avg Daily Profit (%) 0.1551 0.0531 0.102 0.0591 0 0.084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96719 -94013 -28645 -586686 -558759 -93340
Profit Factor 1.6228 1.2975 2.4477 1.121 0.8783 1.8865
Total Trades 94 47 47 94 47 47
Winning Trades 54 27 27 54 27 27
Losing Trades 40 20 20 40 20 20
Profitability (%) 57.4468 57.4468 57.4468 57.4468 57.4468 57.4468
Ratio Avg Win / Avg Loss 1.2021 0.9611 1.8131 0.8303 0.6506 1.3974
Largest Winning Trade 74241 74241 32377 114869 114869 101742
Largest Losing Trade -64877 -64877 -23497 -473447 -473447 -78279
Avg Bars in Trades 26 33 20 26 33 20
Avg Bars in Winners 20 22 18 20 22 18
Avg Bars in Losers 35 48 22 35 48 22
Bars Traded 2535 1573 962 2535 1573 962
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384928 -122516 -50832 -201627 -579731 -77018
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2964,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638619200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157603465,
    "expiration_time": 1762988544000,
    "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": "sma",
        "factors": {
            "length": 174,
            "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": [
        [
            229888.5826281948,
            78740.3516835968,
            151148.2309445982,
            140074.3626597437,
            -106970.4540265393,
            247044.8166862829
        ],
        [
            229.888583,
            78.740352,
            151.148231,
            140.074363,
            -106.970454,
            247.044817
        ],
        [
            0.155121,
            0.053131,
            0.101989,
            0.059112,
            0,
            0.083995
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96719,
            -94013,
            -28645,
            -586686,
            -558759,
            -93340
        ],
        [
            1.622811,
            1.29746,
            2.447708,
            1.120966,
            0.878345,
            1.886493
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            57.446809,
            57.446809,
            57.446809,
            57.446809,
            57.446809,
            57.446809
        ],
        [
            1.202082,
            0.961081,
            1.813117,
            0.830345,
            0.650626,
            1.397402
        ],
        [
            74241,
            74241,
            32377,
            114869,
            114869,
            101742
        ],
        [
            -64877,
            -64877,
            -23497,
            -473447,
            -473447,
            -78279
        ],
        [
            26,
            33,
            20,
            26,
            33,
            20
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            35,
            48,
            22,
            35,
            48,
            22
        ],
        [
            2535,
            1573,
            962,
            2535,
            1573,
            962
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384928,
            -122516,
            -50832,
            -201627,
            -579731,
            -77018
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2964,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638619200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157603465,
    "expiration_time": 1762988544000,
    "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": "sma",
        "factors": {
            "length": 174,
            "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)