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Trade: DYDX/USDT/720/PSAR/SMA/6955

Strategy
DYDX/USDT/720/PSAR/SMA/6955
Pair
DYDX_USDT
Interval
12h
Score
479357
Daily Profit
0.201318
Profit Factor
1.772992
Profitability
60.215054
Streak
70.716809
Best Strategy
Training Data Length
1489.500000
Evaluation Time
2025-10-07 08:12
Expiration Time
2025-11-20 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299862.841 109374.4841 190488.3569 270076.9609 -119526.2948 389603.2557
Total P&L (%) 299.8628 109.3745 190.4884 270.077 -119.5263 389.6033
Avg Daily Profit (%) 0.2013 0.0734 0.1279 0.0879 0 0.1067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90160 -91206 -19954 -717441 -691145 -97490
Profit Factor 1.773 1.3659 3.1395 1.1817 0.8981 2.2415
Total Trades 93 46 47 93 46 47
Winning Trades 56 25 31 56 25 31
Losing Trades 37 21 16 37 21 16
Profitability (%) 60.2151 54.3478 65.9574 60.2151 54.3478 65.9574
Ratio Avg Win / Avg Loss 1.1714 1.1474 1.6204 0.7808 0.7544 1.1569
Largest Winning Trade 92263 92263 30623 129815 129815 115645
Largest Losing Trade -64685 -64685 -19954 -588976 -588976 -97490
Avg Bars in Trades 28 35 21 28 35 21
Avg Bars in Winners 21 23 20 21 23 20
Avg Bars in Losers 38 50 23 38 50 23
Bars Traded 2654 1640 1013 2654 1640 1013
Profit Streak 70.7168 70.7168 71.2168 70.7168 70.7168 71.2168
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479357 -92398 -12435 -94488 -578763 -43531
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2979,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813932313,
    "expiration_time": 1763655984000,
    "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": 158,
            "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": [
        [
            299862.8409612316,
            109374.4840982271,
            190488.3568630046,
            270076.9609025001,
            -119526.2948362235,
            389603.2557387238
        ],
        [
            299.862841,
            109.374484,
            190.488357,
            270.076961,
            -119.526295,
            389.603256
        ],
        [
            0.201318,
            0.07343,
            0.127887,
            0.08789,
            0,
            0.106698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90160,
            -91206,
            -19954,
            -717441,
            -691145,
            -97490
        ],
        [
            1.772992,
            1.365935,
            3.139498,
            1.181721,
            0.898051,
            2.241543
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            60.215054,
            54.347826,
            65.957447,
            60.215054,
            54.347826,
            65.957447
        ],
        [
            1.171441,
            1.147385,
            1.620386,
            0.78078,
            0.754363,
            1.156925
        ],
        [
            92263,
            92263,
            30623,
            129815,
            129815,
            115645
        ],
        [
            -64685,
            -64685,
            -19954,
            -588976,
            -588976,
            -97490
        ],
        [
            28,
            35,
            21,
            28,
            35,
            21
        ],
        [
            21,
            23,
            20,
            21,
            23,
            20
        ],
        [
            38,
            50,
            23,
            38,
            50,
            23
        ],
        [
            2654,
            1640,
            1013,
            2654,
            1640,
            1013
        ],
        [
            70.716809,
            70.716809,
            71.216809,
            70.716809,
            70.716809,
            71.216809
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479357,
            -92398,
            -12435,
            -94488,
            -578763,
            -43531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2979,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813932313,
    "expiration_time": 1763655984000,
    "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": 158,
            "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)