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Trade: DYDX/USDT/480/PSAR/VWMA/8570

Strategy
DYDX/USDT/480/PSAR/VWMA/8570
Pair
DYDX_USDT
Interval
8h
Score
365261
Daily Profit
0.165339
Profit Factor
1.483627
Profitability
64.601770
Streak
11.639293
Best Strategy
Training Data Length
1481.330000
Evaluation Time
2025-09-29 10:20
Expiration Time
2025-11-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244921.327 85778.1852 159143.1419 91819.552 83282.5691 8536.9829
Total P&L (%) 244.9213 85.7782 159.1431 91.8196 83.2826 8.537
Avg Daily Profit (%) 0.1653 0.0579 0.1074 0.044 0.0409 0.0055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131042 -76462 -77402 -439332 -190547 -286066
Profit Factor 1.4836 1.2796 1.797 1.0914 1.1658 1.017
Total Trades 113 56 57 113 56 57
Winning Trades 73 32 41 73 32 41
Losing Trades 40 24 16 40 24 16
Profitability (%) 64.6018 57.1429 71.9298 64.6018 57.1429 71.9298
Ratio Avg Win / Avg Loss 0.8129 0.9597 0.7013 0.598 0.8744 0.3969
Largest Winning Trade 39013 39013 26910 94738 94738 37873
Largest Losing Trade -65097 -65097 -41537 -209933 -140016 -209933
Avg Bars in Trades 35 46 24 35 46 24
Avg Bars in Winners 22 20 24 22 20 24
Avg Bars in Losers 57 80 23 57 80 23
Bars Traded 3969 2590 1379 3969 2590 1379
Profit Streak 11.6393 108.6393 11.6393 11.6393 108.6393 11.6393
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365261 -295006 -225236 -252502 -355730 -731006
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637481600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130434886,
    "expiration_time": 1762943616000,
    "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": "vwma",
        "factors": {
            "length": 221,
            "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": [
        [
            244921.327012148,
            85778.1851596832,
            159143.1418524648,
            91819.5520072843,
            83282.569108824,
            8536.9828984602
        ],
        [
            244.921327,
            85.778185,
            159.143142,
            91.819552,
            83.282569,
            8.536983
        ],
        [
            0.165339,
            0.057906,
            0.107433,
            0.043983,
            0.040908,
            0.00553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131042,
            -76462,
            -77402,
            -439332,
            -190547,
            -286066
        ],
        [
            1.483627,
            1.279646,
            1.796959,
            1.091429,
            1.165842,
            1.017003
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            64.60177,
            57.142857,
            71.929825,
            64.60177,
            57.142857,
            71.929825
        ],
        [
            0.812946,
            0.959735,
            0.701252,
            0.598043,
            0.874381,
            0.396879
        ],
        [
            39013,
            39013,
            26910,
            94738,
            94738,
            37873
        ],
        [
            -65097,
            -65097,
            -41537,
            -209933,
            -140016,
            -209933
        ],
        [
            35,
            46,
            24,
            35,
            46,
            24
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            57,
            80,
            23,
            57,
            80,
            23
        ],
        [
            3969,
            2590,
            1379,
            3969,
            2590,
            1379
        ],
        [
            11.639293,
            108.639293,
            11.639293,
            11.639293,
            108.639293,
            11.639293
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365261,
            -295006,
            -225236,
            -252502,
            -355730,
            -731006
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637481600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130434886,
    "expiration_time": 1762943616000,
    "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": "vwma",
        "factors": {
            "length": 221,
            "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)