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Trade: DYDX/USDT/720/PSAR/T3/3023

Strategy
DYDX/USDT/720/PSAR/T3/3023
Pair
DYDX_USDT
Interval
12h
Score
395995
Daily Profit
0.188327
Profit Factor
1.322563
Profitability
53.201970
Streak
31.049464
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-25 16:11
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278158.7378 65947.0827 212211.6551 178897.3657 23462.1542 155435.2115
Total P&L (%) 278.1587 65.9471 212.2117 178.8974 23.4622 155.4352
Avg Daily Profit (%) 0.1883 0.0446 0.1437 0.0695 0.0143 0.0635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126451 -110406 -102818 -180722 -120484 -142847
Profit Factor 1.3226 1.1388 1.5479 1.1293 1.032 1.239
Total Trades 203 102 101 203 102 101
Winning Trades 108 49 59 108 49 59
Losing Trades 95 53 42 95 53 42
Profitability (%) 53.202 48.0392 58.4158 53.202 48.0392 58.4158
Ratio Avg Win / Avg Loss 1.1634 1.2318 1.1019 0.9934 1.1163 0.882
Largest Winning Trade 39113 38336 39113 68182 68182 62042
Largest Losing Trade -42056 -34919 -42056 -108196 -52624 -108196
Avg Bars in Trades 14 13 15 14 13 15
Avg Bars in Winners 14 12 15 14 12 15
Avg Bars in Losers 14 13 15 14 13 15
Bars Traded 2911 1341 1570 2911 1341 1570
Profit Streak 31.0495 31.0495 34.0495 31.0495 31.0495 34.0495
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395995 -201120 87805 -176847 -363436 -107999

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805873686,
    "expiration_time": 1762543584000,
    "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": "t3",
        "factors": {
            "length": 27,
            "offset": 0,
            "a": 0.65743
        }
    }
}
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": [
        [
            278158.7377685407,
            65947.0826555995,
            212211.6551129409,
            178897.3656531696,
            23462.1541760921,
            155435.2114770777
        ],
        [
            278.158738,
            65.947083,
            212.211655,
            178.897366,
            23.462154,
            155.435211
        ],
        [
            0.188327,
            0.044649,
            0.143677,
            0.069467,
            0.014271,
            0.063514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126451,
            -110406,
            -102818,
            -180722,
            -120484,
            -142847
        ],
        [
            1.322563,
            1.138835,
            1.547876,
            1.129339,
            1.032015,
            1.23902
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            108,
            49,
            59,
            108,
            49,
            59
        ],
        [
            95,
            53,
            42,
            95,
            53,
            42
        ],
        [
            53.20197,
            48.039216,
            58.415842,
            53.20197,
            48.039216,
            58.415842
        ],
        [
            1.163366,
            1.231801,
            1.101878,
            0.9934,
            1.116261,
            0.882014
        ],
        [
            39113,
            38336,
            39113,
            68182,
            68182,
            62042
        ],
        [
            -42056,
            -34919,
            -42056,
            -108196,
            -52624,
            -108196
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            14,
            12,
            15,
            14,
            12,
            15
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            2911,
            1341,
            1570,
            2911,
            1341,
            1570
        ],
        [
            31.049464,
            31.049464,
            34.049464,
            31.049464,
            31.049464,
            34.049464
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395995,
            -201120,
            87805,
            -176847,
            -363436,
            -107999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805873686,
    "expiration_time": 1762543584000,
    "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": "t3",
        "factors": {
            "length": 27,
            "offset": 0,
            "a": 0.65743
        }
    }
}

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)