← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/240/PSAR/SMA/3769

Strategy
DYDX/USDT/240/PSAR/SMA/3769
Pair
DYDX_USDT
Interval
4h
Score
496445
Daily Profit
0.407561
Profit Factor
1.400686
Profitability
51.588785
Streak
0.000000
Best Strategy
Training Data Length
1490.000000
Evaluation Time
2025-10-08 00:18
Expiration Time
2025-11-21 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607265.4263 267626.1831 339639.2432 4190578.9817 2388824.752 1801754.2297
Total P&L (%) 607.2654 267.6262 339.6392 4190.579 2388.8248 1801.7542
Avg Daily Profit (%) 0.4076 0.1796 0.2279 0.2526 0.216 0.1979
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118053 -128566 -79035 -2079234 -1111270 -1489878
Profit Factor 1.4007 1.3581 1.4422 1.3074 1.3762 1.2474
Total Trades 535 268 267 535 268 267
Winning Trades 276 140 136 276 140 136
Losing Trades 259 128 131 259 128 131
Profitability (%) 51.5888 52.2388 50.9363 51.5888 52.2388 50.9363
Ratio Avg Win / Avg Loss 1.3144 1.2417 1.3891 1.2269 1.2583 1.2015
Largest Winning Trade 72860 72860 29872 526228 431894 526228
Largest Losing Trade -41993 -23663 -41993 -554143 -388176 -554143
Avg Bars in Trades 16 17 15 16 17 15
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 17 19 14 17 19 14
Bars Traded 8865 4663 4202 8865 4663 4202
Profit Streak 0 0 6.5547 0 0 6.5547
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496445 334797 386724 428240 364974 349622
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631822400000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759871923206,
    "expiration_time": 1763729280000,
    "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": 48,
            "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": [
        [
            607265.4263138471,
            267626.1831368002,
            339639.2431770465,
            4190578.9816736225,
            2388824.751976252,
            1801754.2296973716
        ],
        [
            607.265426,
            267.626183,
            339.639243,
            4190.578982,
            2388.824752,
            1801.75423
        ],
        [
            0.407561,
            0.179615,
            0.227946,
            0.252601,
            0.215964,
            0.197871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118053,
            -128566,
            -79035,
            -2079234,
            -1111270,
            -1489878
        ],
        [
            1.400686,
            1.358064,
            1.442158,
            1.307392,
            1.37621,
            1.247392
        ],
        [
            535,
            268,
            267,
            535,
            268,
            267
        ],
        [
            276,
            140,
            136,
            276,
            140,
            136
        ],
        [
            259,
            128,
            131,
            259,
            128,
            131
        ],
        [
            51.588785,
            52.238806,
            50.93633,
            51.588785,
            52.238806,
            50.93633
        ],
        [
            1.314412,
            1.241659,
            1.389138,
            1.226864,
            1.25825,
            1.201532
        ],
        [
            72860,
            72860,
            29872,
            526228,
            431894,
            526228
        ],
        [
            -41993,
            -23663,
            -41993,
            -554143,
            -388176,
            -554143
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            17,
            19,
            14,
            17,
            19,
            14
        ],
        [
            8865,
            4663,
            4202,
            8865,
            4663,
            4202
        ],
        [
            0,
            0,
            6.554667,
            0,
            0,
            6.554667
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496445,
            334797,
            386724,
            428240,
            364974,
            349622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8940,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631822400000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759871923206,
    "expiration_time": 1763729280000,
    "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": 48,
            "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)