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Trade: DYDX/USDT/720/PSAR/SINWMA/2229

Strategy
DYDX/USDT/720/PSAR/SINWMA/2229
Pair
DYDX_USDT
Interval
12h
Score
342064
Daily Profit
0.172524
Profit Factor
1.776677
Profitability
65.060241
Streak
16.872889
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-05 23:56
Expiration Time
2025-11-19 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256715.1927 85420.5202 171294.6725 213638.5266 -58451.7264 272090.253
Total P&L (%) 256.7152 85.4205 171.2947 213.6385 -58.4517 272.0903
Avg Daily Profit (%) 0.1725 0.0574 0.1151 0.0768 -0.059 0.0883
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66694 -71763 -23132 -384305 -404334 -58668
Profit Factor 1.7767 1.345 3.0654 1.2455 0.9145 2.4577
Total Trades 83 41 42 83 41 42
Winning Trades 54 26 28 54 26 28
Losing Trades 29 15 14 29 15 14
Profitability (%) 65.0602 63.4146 66.6667 65.0602 63.4146 66.6667
Ratio Avg Win / Avg Loss 0.9541 0.776 1.5327 0.6689 0.5276 1.2288
Largest Winning Trade 74241 74241 29403 84238 84238 82493
Largest Losing Trade -66694 -66694 -19954 -355189 -355189 -58668
Avg Bars in Trades 30 38 23 30 38 23
Avg Bars in Winners 20 22 19 20 22 19
Avg Bars in Losers 49 66 31 49 66 31
Bars Traded 2557 1574 983 2557 1574 983
Profit Streak 16.8729 0 18.3729 16.8729 0 18.3729
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342064 -115798 -30416 -90732 -579003 -68398
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2976,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639699200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759697817656,
    "expiration_time": 1763522496000,
    "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": "sinwma",
        "factors": {
            "length": 199,
            "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": [
        [
            256715.1927082295,
            85420.5202453258,
            171294.6724629037,
            213638.5265639642,
            -58451.7263927021,
            272090.2529566663
        ],
        [
            256.715193,
            85.42052,
            171.294672,
            213.638527,
            -58.451726,
            272.090253
        ],
        [
            0.172524,
            0.057406,
            0.115117,
            0.076849,
            -0.059009,
            0.088343
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66694,
            -71763,
            -23132,
            -384305,
            -404334,
            -58668
        ],
        [
            1.776677,
            1.345001,
            3.065394,
            1.245458,
            0.914508,
            2.457681
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            65.060241,
            63.414634,
            66.666667,
            65.060241,
            63.414634,
            66.666667
        ],
        [
            0.954141,
            0.775962,
            1.532697,
            0.668857,
            0.527601,
            1.228841
        ],
        [
            74241,
            74241,
            29403,
            84238,
            84238,
            82493
        ],
        [
            -66694,
            -66694,
            -19954,
            -355189,
            -355189,
            -58668
        ],
        [
            30,
            38,
            23,
            30,
            38,
            23
        ],
        [
            20,
            22,
            19,
            20,
            22,
            19
        ],
        [
            49,
            66,
            31,
            49,
            66,
            31
        ],
        [
            2557,
            1574,
            983,
            2557,
            1574,
            983
        ],
        [
            16.872889,
            0,
            18.372889,
            16.872889,
            0,
            18.37289
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342064,
            -115798,
            -30416,
            -90732,
            -579003,
            -68398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2976,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639699200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759697817656,
    "expiration_time": 1763522496000,
    "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": "sinwma",
        "factors": {
            "length": 199,
            "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)