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Trade: DYDX/USDT/720/PSAR/KCL/2994

Strategy
DYDX/USDT/720/PSAR/KCL/2994
Pair
DYDX_USDT
Interval
12h
Score
503032
Daily Profit
0.172231
Profit Factor
2.108073
Profitability
67.441860
Streak
229.076085
Best Strategy
Training Data Length
1490.500000
Evaluation Time
2025-10-08 04:49
Expiration Time
2025-11-21 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317591.2777 60881.5308 256709.747 152471.778 181175.8006 -28704.0227
Total P&L (%) 317.5913 60.8815 256.7097 152.4718 181.1758 -28.704
Avg Daily Profit (%) 0.2131 0.0408 0.1722 0.0622 0.0694 -0.0227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89687 -38247 -89687 -831521 -128146 -838803
Profit Factor 1.8871 1.482 2.1081 1.0893 1.4496 0.978
Total Trades 87 44 43 87 44 43
Winning Trades 57 28 29 57 28 29
Losing Trades 30 16 14 30 16 14
Profitability (%) 65.5172 63.6364 67.4419 65.5172 63.6364 67.4419
Ratio Avg Win / Avg Loss 0.9932 0.8468 1.0177 0.5733 0.8284 0.4721
Largest Winning Trade 36422 29248 36422 146940 146940 131710
Largest Losing Trade -89687 -27499 -89687 -831521 -103784 -831521
Avg Bars in Trades 30 7 53 30 7 53
Avg Bars in Winners 23 8 38 23 8 38
Avg Bars in Losers 42 6 83 42 6 83
Bars Traded 2631 348 2283 2631 348 2283
Profit Streak 175.0761 175.0761 229.0761 175.0761 175.0761 229.0761
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433022 -136736 503032 -230413 -98275 -577086
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2981,
    "evaluation_days": 1490.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634299200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888173752,
    "expiration_time": 1763744976000,
    "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": 74,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            317591.2777103198,
            60881.530754008,
            256709.746956312,
            152471.7779769801,
            181175.8006497377,
            -28704.0226727575
        ],
        [
            317.591278,
            60.881531,
            256.709747,
            152.471778,
            181.175801,
            -28.704023
        ],
        [
            0.213077,
            0.040846,
            0.172231,
            0.062155,
            0.069384,
            -0.022697
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89687,
            -38247,
            -89687,
            -831521,
            -128146,
            -838803
        ],
        [
            1.887145,
            1.481962,
            2.108073,
            1.089293,
            1.449621,
            0.977998
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            65.517241,
            63.636364,
            67.44186,
            65.517241,
            63.636364,
            67.44186
        ],
        [
            0.993234,
            0.846835,
            1.017691,
            0.573312,
            0.828355,
            0.472137
        ],
        [
            36422,
            29248,
            36422,
            146940,
            146940,
            131710
        ],
        [
            -89687,
            -27499,
            -89687,
            -831521,
            -103784,
            -831521
        ],
        [
            30,
            7,
            53,
            30,
            7,
            53
        ],
        [
            23,
            8,
            38,
            23,
            8,
            38
        ],
        [
            42,
            6,
            83,
            42,
            6,
            83
        ],
        [
            2631,
            348,
            2283,
            2631,
            348,
            2283
        ],
        [
            175.076085,
            175.076085,
            229.076085,
            175.076085,
            175.076085,
            229.076085
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433022,
            -136736,
            503032,
            -230413,
            -98275,
            -577086
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2981,
    "evaluation_days": 1490.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634299200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888173752,
    "expiration_time": 1763744976000,
    "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": 74,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)