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Trade: DYDX/USDT/720/PSAR/RMA/2486

Strategy
DYDX/USDT/720/PSAR/RMA/2486
Pair
DYDX_USDT
Interval
12h
Score
331116
Daily Profit
0.171502
Profit Factor
1.286386
Profitability
47.004608
Streak
44.598912
Best Strategy
Training Data Length
1491.500000
Evaluation Time
2025-10-09 05:22
Expiration Time
2025-11-22 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 255794.9993 49016.6739 206778.3254 137964.7352 -50097.5372 188062.2724
Total P&L (%) 255.795 49.0167 206.7783 137.9647 -50.0975 188.0623
Avg Daily Profit (%) 0.1715 0.0329 0.1386 0.0581 -0.0466 0.071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108143 -124365 -55031 -227630 -191575 -120622
Profit Factor 1.2864 1.0904 1.5891 1.0916 0.944 1.3068
Total Trades 217 109 108 217 109 108
Winning Trades 102 52 50 102 52 50
Losing Trades 115 57 58 115 57 58
Profitability (%) 47.0046 47.7064 46.2963 47.0046 47.7064 46.2963
Ratio Avg Win / Avg Loss 1.4503 1.1953 1.8434 1.2307 1.0347 1.5159
Largest Winning Trade 47173 47173 40690 66284 58259 66284
Largest Losing Trade -36079 -36079 -31920 -104198 -104198 -43649
Avg Bars in Trades 13 14 12 13 14 12
Avg Bars in Winners 14 13 14 14 13 14
Avg Bars in Losers 13 15 11 13 15 11
Bars Traded 2945 1566 1379 2945 1566 1379
Profit Streak 44.5989 44.5989 47.5989 44.5989 44.5989 47.5989
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331116 -270949 -5005 -233281 -578569 -96966
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976546000,
    "expiration_time": 1763833968000,
    "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": "rma",
        "factors": {
            "length": 24,
            "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": [
        [
            255794.9993267484,
            49016.6739306019,
            206778.3253961462,
            137964.7351936942,
            -50097.5372417629,
            188062.272435457
        ],
        [
            255.794999,
            49.016674,
            206.778325,
            137.964735,
            -50.097537,
            188.062272
        ],
        [
            0.171502,
            0.032864,
            0.138638,
            0.058143,
            -0.046593,
            0.070961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108143,
            -124365,
            -55031,
            -227630,
            -191575,
            -120622
        ],
        [
            1.286386,
            1.090404,
            1.58913,
            1.091553,
            0.943958,
            1.306787
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            47.004608,
            47.706422,
            46.296296,
            47.004608,
            47.706422,
            46.296296
        ],
        [
            1.450337,
            1.195251,
            1.843391,
            1.230673,
            1.034723,
            1.515873
        ],
        [
            47173,
            47173,
            40690,
            66284,
            58259,
            66284
        ],
        [
            -36079,
            -36079,
            -31920,
            -104198,
            -104198,
            -43649
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            2945,
            1566,
            1379,
            2945,
            1566,
            1379
        ],
        [
            44.598912,
            44.598912,
            47.598912,
            44.598912,
            44.598912,
            47.598912
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331116,
            -270949,
            -5005,
            -233281,
            -578569,
            -96966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632139200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976546000,
    "expiration_time": 1763833968000,
    "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": "rma",
        "factors": {
            "length": 24,
            "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)