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Trade: DYDX/USDT/720/PSAR/SWMA/5498

Strategy
DYDX/USDT/720/PSAR/SWMA/5498
Pair
DYDX_USDT
Interval
12h
Score
317098
Daily Profit
0.152857
Profit Factor
1.701012
Profitability
54.216867
Streak
4.459506
Best Strategy
Training Data Length
1494.000000
Evaluation Time
2025-10-12 02:01
Expiration Time
2025-11-25 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228368.9169 36544.4293 191824.4876 186961.9773 -85392.6706 272354.6479
Total P&L (%) 228.3689 36.5444 191.8245 186.962 -85.3927 272.3546
Avg Daily Profit (%) 0.1529 0.0245 0.1284 0.0706 -0.1287 0.088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74153 -88048 -32671 -234569 -252780 -41189
Profit Factor 1.701 1.1496 3.3536 1.3504 0.8018 3.6514
Total Trades 83 41 42 83 41 42
Winning Trades 45 21 24 45 21 24
Losing Trades 38 20 18 38 20 18
Profitability (%) 54.2169 51.2195 57.1429 54.2169 51.2195 57.1429
Ratio Avg Win / Avg Loss 1.4364 1.0949 2.5152 1.1404 0.7636 2.7385
Largest Winning Trade 74241 74241 42844 86071 61791 86071
Largest Losing Trade -53778 -53778 -12601 -185703 -185703 -15928
Avg Bars in Trades 31 38 23 31 38 23
Avg Bars in Winners 22 23 21 22 23 21
Avg Bars in Losers 41 53 27 41 53 27
Bars Traded 2577 1576 1001 2577 1576 1001
Profit Streak 4.4595 0 24.4595 4.4595 0 24.4595
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317098 -218486 -12922 -98821 -580584 -66344
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2988,
    "evaluation_days": 1494,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640217600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223701352,
    "expiration_time": 1764056448000,
    "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": "swma",
        "factors": {
            "length": 211,
            "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": [
        [
            228368.9169462835,
            36544.4292972102,
            191824.4876490732,
            186961.9773372018,
            -85392.6705823487,
            272354.6479195505
        ],
        [
            228.368917,
            36.544429,
            191.824488,
            186.961977,
            -85.392671,
            272.354648
        ],
        [
            0.152857,
            0.024461,
            0.128397,
            0.070586,
            -0.128675,
            0.088036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74153,
            -88048,
            -32671,
            -234569,
            -252780,
            -41189
        ],
        [
            1.701012,
            1.149607,
            3.353628,
            1.350437,
            0.801777,
            3.651393
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            54.216867,
            51.219512,
            57.142857,
            54.216867,
            51.219512,
            57.142857
        ],
        [
            1.43641,
            1.094864,
            2.515221,
            1.140369,
            0.763597,
            2.738545
        ],
        [
            74241,
            74241,
            42844,
            86071,
            61791,
            86071
        ],
        [
            -53778,
            -53778,
            -12601,
            -185703,
            -185703,
            -15928
        ],
        [
            31,
            38,
            23,
            31,
            38,
            23
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            41,
            53,
            27,
            41,
            53,
            27
        ],
        [
            2577,
            1576,
            1001,
            2577,
            1576,
            1001
        ],
        [
            4.459506,
            0,
            24.459506,
            4.459506,
            0,
            24.459506
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317098,
            -218486,
            -12922,
            -98821,
            -580584,
            -66344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2988,
    "evaluation_days": 1494,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640217600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223701352,
    "expiration_time": 1764056448000,
    "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": "swma",
        "factors": {
            "length": 211,
            "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)