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Trade: DYDX/USDT/360/PSAR/ALMA/9100

Strategy
DYDX/USDT/360/PSAR/ALMA/9100
Pair
DYDX_USDT
Interval
6h
Score
450108
Daily Profit
0.299695
Profit Factor
1.314252
Profitability
51.116071
Streak
10.861374
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 05:40
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442574.6248 187104.6189 255470.0058 908831.938 506145.9846 402685.9533
Total P&L (%) 442.5746 187.1046 255.47 908.8319 506.146 402.686
Avg Daily Profit (%) 0.2997 0.1267 0.173 0.1566 0.1221 0.1094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162380 -125287 -73021 -567745 -236804 -469565
Profit Factor 1.3143 1.2672 1.3608 1.2121 1.2553 1.1749
Total Trades 448 224 224 448 224 224
Winning Trades 229 112 117 229 112 117
Losing Trades 219 112 107 219 112 107
Profitability (%) 51.1161 50 52.2321 51.1161 50 52.2321
Ratio Avg Win / Avg Loss 1.2569 1.2672 1.2445 1.1592 1.2553 1.0745
Largest Winning Trade 42477 38918 42477 163061 118397 163061
Largest Losing Trade -31975 -26986 -31975 -126108 -91975 -126108
Avg Bars in Trades 13 13 12 13 13 12
Avg Bars in Winners 13 13 12 13 13 12
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 5880 3071 2809 5880 3071 2809
Profit Streak 10.8614 28.1114 10.8614 10.8614 28.1114 10.8614
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450108 -22085 348250 398623 -27879 -73201
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631620800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940822756,
    "expiration_time": 1762542936000,
    "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": "alma",
        "factors": {
            "length": 23,
            "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": [
        [
            442574.6247602844,
            187104.6189391395,
            255470.0058211446,
            908831.9379688067,
            506145.984627815,
            402685.953340992
        ],
        [
            442.574625,
            187.104619,
            255.470006,
            908.831938,
            506.145985,
            402.685953
        ],
        [
            0.299695,
            0.1267,
            0.172995,
            0.15664,
            0.122096,
            0.109408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162380,
            -125287,
            -73021,
            -567745,
            -236804,
            -469565
        ],
        [
            1.314252,
            1.267204,
            1.360776,
            1.212124,
            1.255306,
            1.174933
        ],
        [
            448,
            224,
            224,
            448,
            224,
            224
        ],
        [
            229,
            112,
            117,
            229,
            112,
            117
        ],
        [
            219,
            112,
            107,
            219,
            112,
            107
        ],
        [
            51.116071,
            50,
            52.232143,
            51.116071,
            50,
            52.232143
        ],
        [
            1.256861,
            1.267204,
            1.24447,
            1.159192,
            1.255306,
            1.074511
        ],
        [
            42477,
            38918,
            42477,
            163061,
            118397,
            163061
        ],
        [
            -31975,
            -26986,
            -31975,
            -126108,
            -91975,
            -126108
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            5880,
            3071,
            2809,
            5880,
            3071,
            2809
        ],
        [
            10.861374,
            28.111374,
            10.861374,
            10.861374,
            28.111374,
            10.861374
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450108,
            -22085,
            348250,
            398623,
            -27879,
            -73201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631620800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940822756,
    "expiration_time": 1762542936000,
    "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": "alma",
        "factors": {
            "length": 23,
            "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)