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Trade: DYDX/USDT/360/PSAR/KCL/7355

Strategy
DYDX/USDT/360/PSAR/KCL/7355
Pair
DYDX_USDT
Interval
6h
Score
423864
Daily Profit
0.327721
Profit Factor
1.396228
Profitability
51.810585
Streak
0.000000
Best Strategy
Training Data Length
1485.750000
Evaluation Time
2025-10-03 21:26
Expiration Time
2025-11-17 03:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486911.38 219740.9098 267170.4702 -729927.7336 743025.7806 -1472953.5142
Total P&L (%) 486.9114 219.7409 267.1705 -729.9277 743.0258 -1472.9535
Avg Daily Profit (%) 0.3277 0.1479 0.1798 0 0.1436 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123827 -67946 -113207 -2604448 -925673 -2763935
Profit Factor 1.3962 1.445 1.3635 0.9389 1.1769 0.8097
Total Trades 359 179 180 359 179 180
Winning Trades 186 94 92 174 91 83
Losing Trades 173 85 88 185 88 97
Profitability (%) 51.8106 52.514 51.1111 48.468 50.838 46.1111
Ratio Avg Win / Avg Loss 1.2986 1.3066 1.3042 0.9982 1.1381 0.9463
Largest Winning Trade 50612 35902 50612 328704 321735 328704
Largest Losing Trade -113207 -20075 -113207 -1609199 -381822 -1609199
Avg Bars in Trades 16 12 20 16 12 20
Avg Bars in Winners 17 11 24 17 11 24
Avg Bars in Losers 14 12 16 15 12 17
Bars Traded 5862 2155 3707 5862 2155 3707
Profit Streak 0 0 0 9.5182 14.7682 9.5182
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423864 228523 314253 -578110 -25525 -580959
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5943,
    "evaluation_days": 1485.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515970459,
    "expiration_time": 1763343864000,
    "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": "kcl",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            486911.3799949099,
            219740.9097780468,
            267170.4702168626,
            -729927.7336107653,
            743025.7805949802,
            -1472953.514205745
        ],
        [
            486.91138,
            219.74091,
            267.17047,
            -729.927734,
            743.025781,
            -1472.953514
        ],
        [
            0.327721,
            0.147899,
            0.179822,
            0,
            0.143588,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123827,
            -67946,
            -113207,
            -2604448,
            -925673,
            -2763935
        ],
        [
            1.396228,
            1.444989,
            1.36347,
            0.93887,
            1.176894,
            0.809702
        ],
        [
            359,
            179,
            180,
            359,
            179,
            180
        ],
        [
            186,
            94,
            92,
            174,
            91,
            83
        ],
        [
            173,
            85,
            88,
            185,
            88,
            97
        ],
        [
            51.810585,
            52.513966,
            51.111111,
            48.467967,
            50.837989,
            46.111111
        ],
        [
            1.298642,
            1.306639,
            1.304189,
            0.998224,
            1.138095,
            0.946278
        ],
        [
            50612,
            35902,
            50612,
            328704,
            321735,
            328704
        ],
        [
            -113207,
            -20075,
            -113207,
            -1609199,
            -381822,
            -1609199
        ],
        [
            16,
            12,
            20,
            16,
            12,
            20
        ],
        [
            17,
            11,
            24,
            17,
            11,
            24
        ],
        [
            14,
            12,
            16,
            15,
            12,
            17
        ],
        [
            5862,
            2155,
            3707,
            5862,
            2155,
            3707
        ],
        [
            0,
            0,
            0,
            9.518177,
            14.768177,
            9.518177
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423864,
            228523,
            314253,
            -578110,
            -25525,
            -580959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5943,
    "evaluation_days": 1485.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515970459,
    "expiration_time": 1763343864000,
    "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": "kcl",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)