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Trade: DYDX/USDT/720/PSAR/SMA/5102

Strategy
DYDX/USDT/720/PSAR/SMA/5102
Pair
DYDX_USDT
Interval
12h
Score
390486
Daily Profit
0.154133
Profit Factor
1.546856
Profitability
54.545455
Streak
44.896633
Best Strategy
Training Data Length
1488.500000
Evaluation Time
2025-10-06 12:31
Expiration Time
2025-11-19 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268884.3924 39456.9034 229427.4891 140822.129 32862.82 107959.3091
Total P&L (%) 268.8844 39.4569 229.4275 140.8221 32.8628 107.9593
Avg Daily Profit (%) 0.1806 0.0265 0.1541 0.0591 0.0191 0.0492
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108757 -114011 -79509 -270597 -213500 -157017
Profit Factor 1.2892 1.0773 1.5469 1.0814 1.0384 1.1236
Total Trades 219 109 110 219 109 110
Winning Trades 111 51 60 111 51 60
Losing Trades 108 58 50 108 58 50
Profitability (%) 50.6849 46.789 54.5455 50.6849 46.789 54.5455
Ratio Avg Win / Avg Loss 1.2544 1.2252 1.289 1.0522 1.1809 0.9364
Largest Winning Trade 39113 36631 39113 90797 50297 90797
Largest Losing Trade -41497 -34919 -41497 -124163 -84890 -124163
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 2922 1418 1504 2922 1418 1504
Profit Streak 41.8966 41.8966 44.8966 41.8966 41.8966 44.8966
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378945 -295442 390486 -241990 -348796 -211361
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2977,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759743069135,
    "expiration_time": 1763566992000,
    "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": "sma",
        "factors": {
            "length": 38,
            "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": [
        [
            268884.3924233121,
            39456.9033562256,
            229427.4890670863,
            140822.1290198729,
            32862.8199649626,
            107959.3090549103
        ],
        [
            268.884392,
            39.456903,
            229.427489,
            140.822129,
            32.86282,
            107.959309
        ],
        [
            0.180641,
            0.026508,
            0.154133,
            0.059063,
            0.019091,
            0.049201
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108757,
            -114011,
            -79509,
            -270597,
            -213500,
            -157017
        ],
        [
            1.289195,
            1.077332,
            1.546856,
            1.0814,
            1.038352,
            1.123647
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            111,
            51,
            60,
            111,
            51,
            60
        ],
        [
            108,
            58,
            50,
            108,
            58,
            50
        ],
        [
            50.684932,
            46.788991,
            54.545455,
            50.684932,
            46.788991,
            54.545455
        ],
        [
            1.254352,
            1.225201,
            1.289047,
            1.052173,
            1.180871,
            0.936372
        ],
        [
            39113,
            36631,
            39113,
            90797,
            50297,
            90797
        ],
        [
            -41497,
            -34919,
            -41497,
            -124163,
            -84890,
            -124163
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            2922,
            1418,
            1504,
            2922,
            1418,
            1504
        ],
        [
            41.896633,
            41.896633,
            44.896633,
            41.896633,
            41.896633,
            44.896633
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378945,
            -295442,
            390486,
            -241990,
            -348796,
            -211361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2977,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759743069135,
    "expiration_time": 1763566992000,
    "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": "sma",
        "factors": {
            "length": 38,
            "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)