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Trade: DYDX/USDT/360/PSAR/BBM/5988

Strategy
DYDX/USDT/360/PSAR/BBM/5988
Pair
DYDX_USDT
Interval
6h
Score
411438
Daily Profit
0.231328
Profit Factor
1.310726
Profitability
52.321981
Streak
8.529825
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-25 15:42
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341613.0629 121085.5698 220527.4931 299100.3241 301957.5952 -2857.2711
Total P&L (%) 341.6131 121.0856 220.5275 299.1003 301.9576 -2.8573
Avg Daily Profit (%) 0.2313 0.082 0.1493 0.0938 0.0943 -0.002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110656 -103585 -98635 -377661 -276384 -459122
Profit Factor 1.3107 1.2273 1.3891 1.1107 1.2547 0.9981
Total Trades 323 161 162 323 161 162
Winning Trades 169 81 88 169 81 88
Losing Trades 154 80 74 154 80 74
Profitability (%) 52.322 50.3106 54.321 52.322 50.3106 54.321
Ratio Avg Win / Avg Loss 1.1944 1.2122 1.1681 1.0121 1.2392 0.8393
Largest Winning Trade 38219 38219 31704 125031 125031 74224
Largest Losing Trade -52621 -30990 -52621 -203682 -90177 -203682
Avg Bars in Trades 18 19 17 18 19 17
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 20 21 17 20 21 17
Bars Traded 5844 3088 2756 5844 3088 2756
Profit Streak 8.5298 26.5298 8.5298 8.5298 26.5298 8.5298
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411438 -82217 314464 -163113 -65710 -578975

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804176891,
    "expiration_time": 1762542936000,
    "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": "bbm",
        "factors": {
            "length": 193,
            "offset": 0,
            "std": 4.08879
        }
    }
}
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": [
        [
            341613.0628886874,
            121085.5697734905,
            220527.4931151972,
            299100.3240600384,
            301957.5951776397,
            -2857.2711176015
        ],
        [
            341.613063,
            121.08557,
            220.527493,
            299.100324,
            301.957595,
            -2.857271
        ],
        [
            0.231328,
            0.081995,
            0.149333,
            0.093766,
            0.09425,
            -0.001963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110656,
            -103585,
            -98635,
            -377661,
            -276384,
            -459122
        ],
        [
            1.310726,
            1.227302,
            1.389147,
            1.110735,
            1.254659,
            0.998114
        ],
        [
            323,
            161,
            162,
            323,
            161,
            162
        ],
        [
            169,
            81,
            88,
            169,
            81,
            88
        ],
        [
            154,
            80,
            74,
            154,
            80,
            74
        ],
        [
            52.321981,
            50.310559,
            54.320988,
            52.321981,
            50.310559,
            54.320988
        ],
        [
            1.19439,
            1.21215,
            1.168147,
            1.012149,
            1.239169,
            0.839323
        ],
        [
            38219,
            38219,
            31704,
            125031,
            125031,
            74224
        ],
        [
            -52621,
            -30990,
            -52621,
            -203682,
            -90177,
            -203682
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            20,
            21,
            17,
            20,
            21,
            17
        ],
        [
            5844,
            3088,
            2756,
            5844,
            3088,
            2756
        ],
        [
            8.529825,
            26.529825,
            8.529825,
            8.529825,
            26.529825,
            8.529825
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411438,
            -82217,
            314464,
            -163113,
            -65710,
            -578975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804176891,
    "expiration_time": 1762542936000,
    "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": "bbm",
        "factors": {
            "length": 193,
            "offset": 0,
            "std": 4.08879
        }
    }
}

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)