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Trade: DYDX/USDT/240/PSAR/JMA/4832

Strategy
DYDX/USDT/240/PSAR/JMA/4832
Pair
DYDX_USDT
Interval
4h
Score
468645
Daily Profit
0.337465
Profit Factor
1.294121
Profitability
50.761421
Streak
5.341658
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 23:11
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 498324.7425 224725.0678 273599.6748 1222469.4158 712574.5416 509894.8742
Total P&L (%) 498.3247 224.7251 273.5997 1222.4694 712.5745 509.8949
Avg Daily Profit (%) 0.3375 0.1522 0.1853 0.175 0.142 0.1225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168159 -144268 -87860 -243676 -134602 -226426
Profit Factor 1.2941 1.2841 1.3029 1.4137 1.5588 1.3036
Total Trades 591 295 296 591 295 296
Winning Trades 300 147 153 300 147 153
Losing Trades 291 148 143 291 148 143
Profitability (%) 50.7614 49.8305 51.6892 50.7614 49.8305 51.6892
Ratio Avg Win / Avg Loss 1.2553 1.2929 1.2177 1.3713 1.5694 1.2184
Largest Winning Trade 52081 50276 52081 113130 113130 107240
Largest Losing Trade -27623 -27623 -27307 -116444 -54853 -116444
Avg Bars in Trades 14 14 15 14 14 15
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 8770 4292 4478 8770 4292 4478
Profit Streak 5.3417 0 6.3417 5.3417 0 6.3417
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468645 302344 352019 459974 31948 -26740

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632283200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917519270,
    "expiration_time": 1762542720000,
    "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": "jma",
        "factors": {
            "length": 80,
            "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": [
        [
            498324.7425411866,
            224725.0677785795,
            273599.6747626084,
            1222469.415820318,
            712574.5416409168,
            509894.874179401
        ],
        [
            498.324743,
            224.725068,
            273.599675,
            1222.469416,
            712.574542,
            509.894874
        ],
        [
            0.337465,
            0.152184,
            0.185282,
            0.175012,
            0.141976,
            0.122521
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168159,
            -144268,
            -87860,
            -243676,
            -134602,
            -226426
        ],
        [
            1.294121,
            1.284128,
            1.302872,
            1.413736,
            1.558798,
            1.303596
        ],
        [
            591,
            295,
            296,
            591,
            295,
            296
        ],
        [
            300,
            147,
            153,
            300,
            147,
            153
        ],
        [
            291,
            148,
            143,
            291,
            148,
            143
        ],
        [
            50.761421,
            49.830508,
            51.689189,
            50.761421,
            49.830508,
            51.689189
        ],
        [
            1.255298,
            1.292863,
            1.217717,
            1.371324,
            1.569402,
            1.218393
        ],
        [
            52081,
            50276,
            52081,
            113130,
            113130,
            107240
        ],
        [
            -27623,
            -27623,
            -27307,
            -116444,
            -54853,
            -116444
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            8770,
            4292,
            4478,
            8770,
            4292,
            4478
        ],
        [
            5.341658,
            0,
            6.341658,
            5.341658,
            0,
            6.341658
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468645,
            302344,
            352019,
            459974,
            31948,
            -26740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632283200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917519270,
    "expiration_time": 1762542720000,
    "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": "jma",
        "factors": {
            "length": 80,
            "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)