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Trade: DYDX/USDT/720/PSAR/DCM/4330

Strategy
DYDX/USDT/720/PSAR/DCM/4330
Pair
DYDX_USDT
Interval
12h
Score
366591
Daily Profit
0.160484
Profit Factor
1.504449
Profitability
54.032258
Streak
35.820807
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 10:41
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 363598.2363 126563.5167 237034.7196 331794.4609 162905.6473 168888.8136
Total P&L (%) 363.5982 126.5635 237.0347 331.7945 162.9056 168.8888
Avg Daily Profit (%) 0.2462 0.0857 0.1605 0.0991 0.0655 0.067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108222 -142683 -73773 -1087498 -943999 -699116
Profit Factor 1.3442 1.2158 1.5044 1.0618 1.0603 1.0634
Total Trades 249 125 124 249 125 124
Winning Trades 125 58 67 125 58 67
Losing Trades 124 67 57 124 67 57
Profitability (%) 50.2008 46.4 54.0323 50.2008 46.4 54.0323
Ratio Avg Win / Avg Loss 1.3335 1.4045 1.2799 1.0534 1.2248 0.9047
Largest Winning Trade 51005 51005 45591 439078 422176 439078
Largest Losing Trade -42022 -34919 -42022 -594831 -260108 -594831
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 9 10 9 9 10 9
Bars Traded 2914 1462 1452 2914 1462 1452
Profit Streak 0 0 35.8208 0 0 35.8208
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359149 -80328 366591 -211582 -261060 -254357
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958917754,
    "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": "dcm",
        "factors": {
            "length": 30,
            "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": [
        [
            363598.2362914853,
            126563.5166928643,
            237034.7195986211,
            331794.4609200215,
            162905.6473474447,
            168888.8135725764
        ],
        [
            363.598236,
            126.563517,
            237.03472,
            331.794461,
            162.905647,
            168.888814
        ],
        [
            0.246173,
            0.08569,
            0.160484,
            0.099086,
            0.065467,
            0.066991
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108222,
            -142683,
            -73773,
            -1087498,
            -943999,
            -699116
        ],
        [
            1.34421,
            1.215818,
            1.504449,
            1.061845,
            1.060298,
            1.063414
        ],
        [
            249,
            125,
            124,
            249,
            125,
            124
        ],
        [
            125,
            58,
            67,
            125,
            58,
            67
        ],
        [
            124,
            67,
            57,
            124,
            67,
            57
        ],
        [
            50.200803,
            46.4,
            54.032258,
            50.200803,
            46.4,
            54.032258
        ],
        [
            1.333457,
            1.404479,
            1.279905,
            1.05335,
            1.224827,
            0.904695
        ],
        [
            51005,
            51005,
            45591,
            439078,
            422176,
            439078
        ],
        [
            -42022,
            -34919,
            -42022,
            -594831,
            -260108,
            -594831
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            2914,
            1462,
            1452,
            2914,
            1462,
            1452
        ],
        [
            0,
            0,
            35.820807,
            0,
            0,
            35.820807
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359149,
            -80328,
            366591,
            -211582,
            -261060,
            -254357
        ]
    ]
}
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": 1632398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958917754,
    "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": "dcm",
        "factors": {
            "length": 30,
            "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)