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Trade: DYDX/USDT/720/PSAR/HILO/5268

Strategy
DYDX/USDT/720/PSAR/HILO/5268
Pair
DYDX_USDT
Interval
12h
Score
344240
Daily Profit
0.215259
Profit Factor
1.333795
Profitability
46.987952
Streak
0.000000
Best Strategy
Training Data Length
1492.500000
Evaluation Time
2025-10-10 15:54
Expiration Time
2025-11-23 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321274.5082 80960.562 240313.9463 357829.014 55160.7478 302668.2662
Total P&L (%) 321.2745 80.9606 240.3139 357.829 55.1607 302.6683
Avg Daily Profit (%) 0.2153 0.0542 0.161 0.102 0.0294 0.0934
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95546 -119125 -65549 -299772 -233306 -167469
Profit Factor 1.3338 1.1614 1.5214 1.1472 1.0444 1.2543
Total Trades 249 125 124 249 125 124
Winning Trades 117 61 56 117 61 56
Losing Trades 132 64 68 132 64 68
Profitability (%) 46.988 48.8 45.1613 46.988 48.8 45.1613
Ratio Avg Win / Avg Loss 1.5048 1.2185 1.8475 1.2942 1.0958 1.5231
Largest Winning Trade 48843 48843 29531 90173 90173 82167
Largest Losing Trade -34919 -34919 -31920 -75796 -75796 -59178
Avg Bars in Trades 11 8 14 11 8 14
Avg Bars in Winners 14 11 17 14 11 17
Avg Bars in Losers 9 6 12 9 6 12
Bars Traded 2945 1117 1828 2945 1117 1828
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344240 -163882 288258 -115065 -326609 -69221
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2985,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760100863506,
    "expiration_time": 1763922960000,
    "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": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            321274.5082461395,
            80960.5619709025,
            240313.9462752368,
            357829.0140064745,
            55160.7477680875,
            302668.2662383871
        ],
        [
            321.274508,
            80.960562,
            240.313946,
            357.829014,
            55.160748,
            302.668266
        ],
        [
            0.215259,
            0.054245,
            0.161014,
            0.101983,
            0.029438,
            0.093373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95546,
            -119125,
            -65549,
            -299772,
            -233306,
            -167469
        ],
        [
            1.333795,
            1.161396,
            1.521443,
            1.147165,
            1.044431,
            1.254342
        ],
        [
            249,
            125,
            124,
            249,
            125,
            124
        ],
        [
            117,
            61,
            56,
            117,
            61,
            56
        ],
        [
            132,
            64,
            68,
            132,
            64,
            68
        ],
        [
            46.987952,
            48.8,
            45.16129,
            46.987952,
            48.8,
            45.16129
        ],
        [
            1.504795,
            1.218514,
            1.847467,
            1.294237,
            1.095797,
            1.52313
        ],
        [
            48843,
            48843,
            29531,
            90173,
            90173,
            82167
        ],
        [
            -34919,
            -34919,
            -31920,
            -75796,
            -75796,
            -59178
        ],
        [
            11,
            8,
            14,
            11,
            8,
            14
        ],
        [
            14,
            11,
            17,
            14,
            11,
            17
        ],
        [
            9,
            6,
            12,
            9,
            6,
            12
        ],
        [
            2945,
            1117,
            1828,
            2945,
            1117,
            1828
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344240,
            -163882,
            288258,
            -115065,
            -326609,
            -69221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2985,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760100863506,
    "expiration_time": 1763922960000,
    "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": "hilo",
        "factors": {
            "length": 0,
            "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)