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Trade: DYDX/USDT/240/PSAR/RMA/3713

Strategy
DYDX/USDT/240/PSAR/RMA/3713
Pair
DYDX_USDT
Interval
4h
Score
402464
Daily Profit
0.306493
Profit Factor
1.267974
Profitability
46.621622
Streak
5.673326
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-27 03:09
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452589.6335 207494.4398 245095.1936 807343.9264 553437.754 253906.1723
Total P&L (%) 452.5896 207.4944 245.0952 807.3439 553.4378 253.9062
Avg Daily Profit (%) 0.3065 0.1405 0.166 0.1495 0.1272 0.0856
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164494 -151592 -125828 -574691 -310183 -380344
Profit Factor 1.268 1.2558 1.2792 1.1949 1.2979 1.1111
Total Trades 592 296 296 592 296 296
Winning Trades 276 137 139 276 137 139
Losing Trades 316 159 157 316 159 157
Profitability (%) 46.6216 46.2838 46.9595 46.6216 46.2838 46.9595
Ratio Avg Win / Avg Loss 1.4517 1.4575 1.4449 1.3681 1.5064 1.255
Largest Winning Trade 53659 53659 29872 103957 103957 79647
Largest Losing Trade -27286 -21163 -27286 -95617 -91702 -95617
Avg Bars in Trades 14 16 13 14 16 13
Avg Bars in Winners 16 16 15 16 16 15
Avg Bars in Losers 13 15 11 13 15 11
Bars Traded 8827 4752 4075 8827 4752 4075
Profit Streak 5.6733 0 6.5067 5.6733 0 6.5067
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402464 -5814 290341 126026 -21787 -176153
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631476800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931775405,
    "expiration_time": 1762542720000,
    "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": [
        [
            452589.633471155,
            207494.4398235394,
            245095.193647615,
            807343.9263610952,
            553437.7540225235,
            253906.1723385715
        ],
        [
            452.589633,
            207.49444,
            245.095194,
            807.343926,
            553.437754,
            253.906172
        ],
        [
            0.306493,
            0.140515,
            0.165978,
            0.149458,
            0.127196,
            0.085625
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164494,
            -151592,
            -125828,
            -574691,
            -310183,
            -380344
        ],
        [
            1.267974,
            1.25581,
            1.279214,
            1.194891,
            1.297927,
            1.111123
        ],
        [
            592,
            296,
            296,
            592,
            296,
            296
        ],
        [
            276,
            137,
            139,
            276,
            137,
            139
        ],
        [
            316,
            159,
            157,
            316,
            159,
            157
        ],
        [
            46.621622,
            46.283784,
            46.959459,
            46.621622,
            46.283784,
            46.959459
        ],
        [
            1.451738,
            1.457473,
            1.444868,
            1.368064,
            1.506353,
            1.25501
        ],
        [
            53659,
            53659,
            29872,
            103957,
            103957,
            79647
        ],
        [
            -27286,
            -21163,
            -27286,
            -95617,
            -91702,
            -95617
        ],
        [
            14,
            16,
            13,
            14,
            16,
            13
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            8827,
            4752,
            4075,
            8827,
            4752,
            4075
        ],
        [
            5.673326,
            0,
            6.50666,
            5.673326,
            0,
            6.50666
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402464,
            -5814,
            290341,
            126026,
            -21787,
            -176153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631476800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931775405,
    "expiration_time": 1762542720000,
    "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)