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Trade: DYDX/USDT/360/PSAR/ZLMA/4540

Strategy
DYDX/USDT/360/PSAR/ZLMA/4540
Pair
DYDX_USDT
Interval
6h
Score
333177
Daily Profit
0.149698
Profit Factor
1.216354
Profitability
53.873239
Streak
11.853387
Best Strategy
Training Data Length
1491.250000
Evaluation Time
2025-10-09 05:28
Expiration Time
2025-11-22 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223236.5736 54370.9603 168865.6134 -69184.8062 50808.3057 -119993.1119
Total P&L (%) 223.2366 54.371 168.8656 -69.1848 50.8083 -119.9931
Avg Daily Profit (%) 0.1497 0.0365 0.1132 -0.0789 0.0276 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122144 -102567 -124071 -391898 -117066 -376734
Profit Factor 1.2164 1.117 1.2977 0.9414 1.1193 0.8412
Total Trades 284 142 142 284 142 142
Winning Trades 153 71 82 153 71 82
Losing Trades 131 71 60 131 71 60
Profitability (%) 53.8732 50 57.7465 53.8732 50 57.7465
Ratio Avg Win / Avg Loss 1.0415 1.117 0.9496 0.8061 1.1193 0.6155
Largest Winning Trade 42477 41521 42477 115378 115378 74249
Largest Losing Trade -92411 -31491 -92411 -315373 -66327 -315373
Avg Bars in Trades 19 17 22 19 17 22
Avg Bars in Winners 18 14 22 18 14 22
Avg Bars in Losers 21 20 22 21 20 22
Bars Traded 5642 2471 3171 5642 2471 3171
Profit Streak 11.8534 14.1034 0 11.8534 14.1034 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333177 -236341 -42315 -577886 -245896 -579674
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634796000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976932651,
    "expiration_time": 1763833320000,
    "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": "zlma",
        "factors": {
            "length": 170,
            "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": [
        [
            223236.573642841,
            54370.9602764125,
            168865.6133664284,
            -69184.8062130249,
            50808.3057052823,
            -119993.1119183073
        ],
        [
            223.236574,
            54.37096,
            168.865613,
            -69.184806,
            50.808306,
            -119.993112
        ],
        [
            0.149698,
            0.03646,
            0.113238,
            -0.078907,
            0.027554,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122144,
            -102567,
            -124071,
            -391898,
            -117066,
            -376734
        ],
        [
            1.216354,
            1.117023,
            1.29772,
            0.94143,
            1.119348,
            0.841175
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            153,
            71,
            82,
            153,
            71,
            82
        ],
        [
            131,
            71,
            60,
            131,
            71,
            60
        ],
        [
            53.873239,
            50,
            57.746479,
            53.873239,
            50,
            57.746479
        ],
        [
            1.041453,
            1.117023,
            0.949551,
            0.806061,
            1.119348,
            0.615494
        ],
        [
            42477,
            41521,
            42477,
            115378,
            115378,
            74249
        ],
        [
            -92411,
            -31491,
            -92411,
            -315373,
            -66327,
            -315373
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            18,
            14,
            22,
            18,
            14,
            22
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            5642,
            2471,
            3171,
            5642,
            2471,
            3171
        ],
        [
            11.853387,
            14.103387,
            0,
            11.853387,
            14.103387,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333177,
            -236341,
            -42315,
            -577886,
            -245896,
            -579674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634796000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976932651,
    "expiration_time": 1763833320000,
    "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": "zlma",
        "factors": {
            "length": 170,
            "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)