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Trade: DYDX/USDT/720/PSAR/HMA/9306

Strategy
DYDX/USDT/720/PSAR/HMA/9306
Pair
DYDX_USDT
Interval
12h
Score
320682
Daily Profit
0.181675
Profit Factor
1.287036
Profitability
50.476190
Streak
0.000000
Best Strategy
Training Data Length
1493.500000
Evaluation Time
2025-10-11 13:46
Expiration Time
2025-11-24 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271331.8988 75662.6203 195669.2785 86061.5542 -27341.3231 113402.8773
Total P&L (%) 271.3319 75.6626 195.6693 86.0616 -27.3413 113.4029
Avg Daily Profit (%) 0.1817 0.0507 0.131 0.0416 -0.0214 0.0508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108710 -120863 -100519 -109453 -81182 -76954
Profit Factor 1.287 1.1631 1.4065 1.114 0.9319 1.3206
Total Trades 210 105 105 210 105 105
Winning Trades 106 50 56 106 50 56
Losing Trades 104 55 49 104 55 49
Profitability (%) 50.4762 47.619 53.3333 50.4762 47.619 53.3333
Ratio Avg Win / Avg Loss 1.2628 1.2794 1.2307 1.093 1.0251 1.1555
Largest Winning Trade 50061 50061 40987 49415 38399 49415
Largest Losing Trade -49903 -34919 -49903 -66177 -52925 -66177
Avg Bars in Trades 13 11 16 13 11 16
Avg Bars in Winners 16 12 19 16 12 19
Avg Bars in Losers 11 9 12 11 9 12
Bars Traded 2877 1161 1715 2877 1161 1715
Profit Streak 0 0 23.9487 0 0 23.9487
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320682 -167312 -16406 -231084 -580034 -123927
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2987,
    "evaluation_days": 1493.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635336000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760179566495,
    "expiration_time": 1764011952000,
    "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": "hma",
        "factors": {
            "length": 90,
            "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": [
        [
            271331.8988423631,
            75662.6203461631,
            195669.2784962,
            86061.554207615,
            -27341.3231354238,
            113402.8773430389
        ],
        [
            271.331899,
            75.66262,
            195.669278,
            86.061554,
            -27.341323,
            113.402877
        ],
        [
            0.181675,
            0.050661,
            0.131014,
            0.041583,
            -0.021384,
            0.050767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108710,
            -120863,
            -100519,
            -109453,
            -81182,
            -76954
        ],
        [
            1.287036,
            1.163087,
            1.406504,
            1.113969,
            0.931881,
            1.320567
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            106,
            50,
            56,
            106,
            50,
            56
        ],
        [
            104,
            55,
            49,
            104,
            55,
            49
        ],
        [
            50.47619,
            47.619048,
            53.333333,
            50.47619,
            47.619048,
            53.333333
        ],
        [
            1.262753,
            1.279395,
            1.230691,
            1.092951,
            1.025069,
            1.155496
        ],
        [
            50061,
            50061,
            40987,
            49415,
            38399,
            49415
        ],
        [
            -49903,
            -34919,
            -49903,
            -66177,
            -52925,
            -66177
        ],
        [
            13,
            11,
            16,
            13,
            11,
            16
        ],
        [
            16,
            12,
            19,
            16,
            12,
            19
        ],
        [
            11,
            9,
            12,
            11,
            9,
            12
        ],
        [
            2877,
            1161,
            1715,
            2877,
            1161,
            1715
        ],
        [
            0,
            0,
            23.948686,
            0,
            0,
            23.948686
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320682,
            -167312,
            -16406,
            -231084,
            -580034,
            -123927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2987,
    "evaluation_days": 1493.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635336000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760179566495,
    "expiration_time": 1764011952000,
    "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": "hma",
        "factors": {
            "length": 90,
            "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)