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Trade: DYDX/USDT/360/PSAR/DCM/8658

Strategy
DYDX/USDT/360/PSAR/DCM/8658
Pair
DYDX_USDT
Interval
6h
Score
420343
Daily Profit
0.168398
Profit Factor
1.619621
Profitability
67.289720
Streak
21.648035
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 00:33
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 248682.2396 96490.9452 152191.2944 89809.0823 55885.6988 33923.3835
Total P&L (%) 248.6822 96.4909 152.1913 89.8091 55.8857 33.9234
Avg Daily Profit (%) 0.1684 0.0653 0.1031 0.0434 0.0301 0.0198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91331 -68940 -63641 -230383 -125265 -156128
Profit Factor 1.6196 1.3953 1.9679 1.1434 1.1772 1.1091
Total Trades 107 53 54 107 53 54
Winning Trades 72 35 37 72 35 37
Losing Trades 35 18 17 35 18 17
Profitability (%) 67.2897 66.0377 68.5185 67.2897 66.0377 68.5185
Ratio Avg Win / Avg Loss 0.7873 0.7176 0.9042 0.5558 0.6054 0.5096
Largest Winning Trade 67589 67589 22196 69596 69596 31280
Largest Losing Trade -68844 -68844 -51954 -141866 -115665 -141866
Avg Bars in Trades 47 60 34 47 60 34
Avg Bars in Winners 32 34 31 32 34 31
Avg Bars in Losers 78 111 43 78 111 43
Bars Traded 5087 3201 1886 5087 3201 1886
Profit Streak 21.648 152.898 21.648 21.648 152.898 21.648
Trades During Streak 4 13 2 4 13 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420343 -283026 -231041 -195374 -357325 -447971

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": 1637582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922390260,
    "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": "dcm",
        "factors": {
            "length": 153,
            "offset": 146
        }
    }
}
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": [
        [
            248682.2395814612,
            96490.945184369,
            152191.2943970921,
            89809.0823204404,
            55885.6988234562,
            33923.3834969841
        ],
        [
            248.68224,
            96.490945,
            152.191294,
            89.809082,
            55.885699,
            33.923383
        ],
        [
            0.168398,
            0.06534,
            0.103058,
            0.043405,
            0.030067,
            0.019782
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91331,
            -68940,
            -63641,
            -230383,
            -125265,
            -156128
        ],
        [
            1.619621,
            1.395283,
            1.967892,
            1.143378,
            1.177151,
            1.10911
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            67.28972,
            66.037736,
            68.518519,
            67.28972,
            66.037736,
            68.518519
        ],
        [
            0.787316,
            0.717574,
            0.904167,
            0.555809,
            0.605392,
            0.509591
        ],
        [
            67589,
            67589,
            22196,
            69596,
            69596,
            31280
        ],
        [
            -68844,
            -68844,
            -51954,
            -141866,
            -115665,
            -141866
        ],
        [
            47,
            60,
            34,
            47,
            60,
            34
        ],
        [
            32,
            34,
            31,
            32,
            34,
            31
        ],
        [
            78,
            111,
            43,
            78,
            111,
            43
        ],
        [
            5087,
            3201,
            1886,
            5087,
            3201,
            1886
        ],
        [
            21.648035,
            152.898035,
            21.648035,
            21.648035,
            152.898035,
            21.648035
        ],
        [
            4,
            13,
            2,
            4,
            13,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420343,
            -283026,
            -231041,
            -195374,
            -357325,
            -447971
        ]
    ]
}
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": 1637582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922390260,
    "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": "dcm",
        "factors": {
            "length": 153,
            "offset": 146
        }
    }
}

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)