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Trade: DYDX/USDT/720/PSAR/SMA/2808

Strategy
DYDX/USDT/720/PSAR/SMA/2808
Pair
DYDX_USDT
Interval
12h
Score
459230
Daily Profit
0.179049
Profit Factor
1.787483
Profitability
58.333333
Streak
59.566429
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 04:35
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 264455.4923 87047.4226 177408.0697 315989.4666 -78363.0679 394352.5344
Total P&L (%) 264.4555 87.0474 177.4081 315.9895 -78.3631 394.3525
Avg Daily Profit (%) 0.179 0.0589 0.1201 0.0966 -0.1036 0.1083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62495 -59486 -23497 -349648 -392900 -122416
Profit Factor 1.7875 1.3607 2.8776 1.3268 0.8934 2.7002
Total Trades 84 42 42 84 42 42
Winning Trades 49 25 24 49 25 24
Losing Trades 35 17 18 35 17 18
Profitability (%) 58.3333 59.5238 57.1429 58.3333 59.5238 57.1429
Ratio Avg Win / Avg Loss 1.2768 0.9253 2.1582 0.9477 0.6075 2.0251
Largest Winning Trade 53372 53372 34879 166461 76704 166461
Largest Losing Trade -54987 -54987 -23497 -320057 -320057 -122416
Avg Bars in Trades 29 37 22 29 37 22
Avg Bars in Winners 21 23 19 21 23 19
Avg Bars in Losers 42 58 26 42 58 26
Bars Traded 2519 1568 950 2519 1568 950
Profit Streak 59.5664 59.5664 61.0664 59.5664 59.5664 61.0664
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459230 -113183 -24937 -62444 -578522 -41090
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639440000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936939448,
    "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": "sma",
        "factors": {
            "length": 193,
            "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": [
        [
            264455.4922923303,
            87047.4225785404,
            177408.0697137897,
            315989.4665508367,
            -78363.067871717,
            394352.5344225538
        ],
        [
            264.455492,
            87.047423,
            177.40807,
            315.989467,
            -78.363068,
            394.352534
        ],
        [
            0.179049,
            0.058935,
            0.120114,
            0.096559,
            -0.103587,
            0.108256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62495,
            -59486,
            -23497,
            -349648,
            -392900,
            -122416
        ],
        [
            1.787483,
            1.360689,
            2.877586,
            1.326832,
            0.893366,
            2.70019
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            58.333333,
            59.52381,
            57.142857,
            58.333333,
            59.52381,
            57.142857
        ],
        [
            1.276773,
            0.925268,
            2.15819,
            0.947737,
            0.607489,
            2.025143
        ],
        [
            53372,
            53372,
            34879,
            166461,
            76704,
            166461
        ],
        [
            -54987,
            -54987,
            -23497,
            -320057,
            -320057,
            -122416
        ],
        [
            29,
            37,
            22,
            29,
            37,
            22
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            42,
            58,
            26,
            42,
            58,
            26
        ],
        [
            2519,
            1568,
            950,
            2519,
            1568,
            950
        ],
        [
            59.566429,
            59.566429,
            61.066429,
            59.566429,
            59.566429,
            61.066429
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459230,
            -113183,
            -24937,
            -62444,
            -578522,
            -41090
        ]
    ]
}
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": 1639440000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936939448,
    "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": "sma",
        "factors": {
            "length": 193,
            "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)