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Trade: DYDX/USDT/240/SUPERTREND/BBM/2034

Strategy
DYDX/USDT/240/SUPERTREND/BBM/2034
Pair
DYDX_USDT
Interval
4h
Score
342681
Daily Profit
0.275842
Profit Factor
1.360673
Profitability
57.651246
Streak
0.000000
Best Strategy
Training Data Length
1489.500000
Evaluation Time
2025-10-07 13:18
Expiration Time
2025-11-21 02:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410866.3802 149760.1764 261106.2038 609887.1901 300187.0647 309700.1254
Total P&L (%) 410.8664 149.7602 261.1062 609.8872 300.1871 309.7001
Avg Daily Profit (%) 0.2758 0.1005 0.1753 0.1317 0.0931 0.0947
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176480 -87061 -116696 -362656 -240496 -291324
Profit Factor 1.3607 1.2848 1.4257 1.2465 1.272 1.226
Total Trades 281 140 141 281 140 141
Winning Trades 162 82 80 162 82 80
Losing Trades 119 58 61 119 58 61
Profitability (%) 57.6512 58.5714 56.7376 57.6512 58.5714 56.7376
Ratio Avg Win / Avg Loss 0.9995 0.9088 1.0871 0.9157 0.8997 0.9348
Largest Winning Trade 47135 47135 45516 142741 98753 142741
Largest Losing Trade -32219 -24336 -32219 -88571 -73700 -88571
Avg Bars in Trades 30 21 39 30 21 39
Avg Bars in Winners 27 16 38 27 16 38
Avg Bars in Losers 35 29 41 35 29 41
Bars Traded 8672 3044 5628 8672 3044 5628
Profit Streak 0 21.9294 0 0 21.9294 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342681 -58171 322377 -16277 -68113 -67848
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8937,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759832302090,
    "expiration_time": 1763684784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.66022
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 214,
            "offset": 0,
            "std": 2.8161
        }
    }
}
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": [
        [
            410866.3801992129,
            149760.1763771242,
            261106.2038220887,
            609887.1901075814,
            300187.0646727678,
            309700.1254348136
        ],
        [
            410.86638,
            149.760176,
            261.106204,
            609.88719,
            300.187065,
            309.700125
        ],
        [
            0.275842,
            0.100544,
            0.175298,
            0.13167,
            0.093146,
            0.094725
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176480,
            -87061,
            -116696,
            -362656,
            -240496,
            -291324
        ],
        [
            1.360673,
            1.284796,
            1.425729,
            1.246523,
            1.271977,
            1.226019
        ],
        [
            281,
            140,
            141,
            281,
            140,
            141
        ],
        [
            162,
            82,
            80,
            162,
            82,
            80
        ],
        [
            119,
            58,
            61,
            119,
            58,
            61
        ],
        [
            57.651246,
            58.571429,
            56.737589,
            57.651246,
            58.571429,
            56.737589
        ],
        [
            0.999507,
            0.908758,
            1.087118,
            0.915655,
            0.899691,
            0.934839
        ],
        [
            47135,
            47135,
            45516,
            142741,
            98753,
            142741
        ],
        [
            -32219,
            -24336,
            -32219,
            -88571,
            -73700,
            -88571
        ],
        [
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            21,
            39,
            30,
            21,
            39
        ],
        [
            27,
            16,
            38,
            27,
            16,
            38
        ],
        [
            35,
            29,
            41,
            35,
            29,
            41
        ],
        [
            8672,
            3044,
            5628,
            8672,
            3044,
            5628
        ],
        [
            0,
            21.929422,
            0,
            0,
            21.929422,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
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            0.8,
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        ],
        [
            342681,
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            322377,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8937,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759832302090,
    "expiration_time": 1763684784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.66022
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 214,
            "offset": 0,
            "std": 2.8161
        }
    }
}

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)