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Trade: DYDX/USDT/360/PSAR/ZLMA/6953

Strategy
DYDX/USDT/360/PSAR/ZLMA/6953
Pair
DYDX_USDT
Interval
6h
Score
408033
Daily Profit
0.258856
Profit Factor
1.323854
Profitability
52.380952
Streak
11.215347
Best Strategy
Training Data Length
1491.000000
Evaluation Time
2025-10-09 02:10
Expiration Time
2025-11-22 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385954.7459 153290.4772 232664.2687 361169.412 259456.7803 101712.6317
Total P&L (%) 385.9547 153.2905 232.6643 361.1694 259.4568 101.7126
Avg Daily Profit (%) 0.2589 0.1028 0.156 0.1026 0.0858 0.0471
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166162 -100815 -95098 -358165 -325944 -378411
Profit Factor 1.3239 1.2928 1.3482 1.1085 1.1855 1.0527
Total Trades 336 168 168 336 168 168
Winning Trades 176 87 89 176 87 89
Losing Trades 160 81 79 160 81 79
Profitability (%) 52.381 51.7857 52.9762 52.381 51.7857 52.9762
Ratio Avg Win / Avg Loss 1.2035 1.2036 1.1967 1.0077 1.1038 0.9344
Largest Winning Trade 75586 75586 45115 121404 121404 103540
Largest Losing Trade -43392 -23021 -43392 -188268 -92064 -188268
Avg Bars in Trades 17 14 19 17 14 19
Avg Bars in Winners 17 15 19 17 15 19
Avg Bars in Losers 16 14 18 16 14 18
Bars Traded 5740 2496 3244 5740 2496 3244
Profit Streak 11.2153 13.9653 0 11.2153 13.9653 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408033 -54254 310029 -154275 -93356 -293319
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5964,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633586400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965006006,
    "expiration_time": 1763811072000,
    "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": "zlma",
        "factors": {
            "length": 114,
            "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": [
        [
            385954.7459217987,
            153290.4771894279,
            232664.2687323707,
            361169.4120000424,
            259456.780255919,
            101712.6317441236
        ],
        [
            385.954746,
            153.290477,
            232.664269,
            361.169412,
            259.45678,
            101.712632
        ],
        [
            0.258856,
            0.102811,
            0.156046,
            0.102574,
            0.085847,
            0.047072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166162,
            -100815,
            -95098,
            -358165,
            -325944,
            -378411
        ],
        [
            1.323854,
            1.292774,
            1.348208,
            1.108466,
            1.185531,
            1.052664
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            176,
            87,
            89,
            176,
            87,
            89
        ],
        [
            160,
            81,
            79,
            160,
            81,
            79
        ],
        [
            52.380952,
            51.785714,
            52.97619,
            52.380952,
            51.785714,
            52.97619
        ],
        [
            1.203504,
            1.203617,
            1.196724,
            1.007696,
            1.103771,
            0.934387
        ],
        [
            75586,
            75586,
            45115,
            121404,
            121404,
            103540
        ],
        [
            -43392,
            -23021,
            -43392,
            -188268,
            -92064,
            -188268
        ],
        [
            17,
            14,
            19,
            17,
            14,
            19
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            5740,
            2496,
            3244,
            5740,
            2496,
            3244
        ],
        [
            11.215347,
            13.965347,
            0,
            11.215347,
            13.965347,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408033,
            -54254,
            310029,
            -154275,
            -93356,
            -293319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5964,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633586400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965006006,
    "expiration_time": 1763811072000,
    "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": "zlma",
        "factors": {
            "length": 114,
            "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)