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Trade: DYDX/USDT/240/SUPERTREND/LINREG/6075

Strategy
DYDX/USDT/240/SUPERTREND/LINREG/6075
Pair
DYDX_USDT
Interval
4h
Score
379912
Daily Profit
0.211379
Profit Factor
1.332395
Profitability
54.365079
Streak
8.917202
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 17:00
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312136.5719 103963.6376 208172.9343 162113.1151 -31615.5982 193728.7133
Total P&L (%) 312.1366 103.9636 208.1729 162.1131 -31.6156 193.7287
Avg Daily Profit (%) 0.2114 0.0704 0.141 0.0653 -0.0257 0.073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91978 -97537 -88980 -247457 -203046 -204111
Profit Factor 1.3324 1.2266 1.4335 1.0889 0.966 1.2167
Total Trades 252 126 126 252 126 126
Winning Trades 137 68 69 137 68 69
Losing Trades 115 58 57 115 58 57
Profitability (%) 54.3651 53.9683 54.7619 54.3651 53.9683 54.7619
Ratio Avg Win / Avg Loss 1.1184 1.0462 1.1842 0.914 0.8239 1.0051
Largest Winning Trade 76518 76518 34484 112073 112073 76710
Largest Losing Trade -49400 -34847 -49400 -180896 -119412 -180896
Avg Bars in Trades 33 29 38 33 29 38
Avg Bars in Winners 29 22 37 29 22 37
Avg Bars in Losers 38 36 39 38 36 39
Bars Traded 8507 3657 4850 8507 3657 4850
Profit Streak 8.9172 19.2505 0 8.9172 19.2505 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379912 -97661 -3542 -227654 -579140 -95508

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633968000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895246248,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 32,
            "offset": 0,
            "multiplier": 2.52265
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 197,
            "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": [
        [
            312136.5718894828,
            103963.637604813,
            208172.9342846695,
            162113.1150602693,
            -31615.5982175296,
            193728.7132777987
        ],
        [
            312.136572,
            103.963638,
            208.172934,
            162.113115,
            -31.615598,
            193.728713
        ],
        [
            0.211379,
            0.070404,
            0.140975,
            0.065277,
            -0.025732,
            0.072994
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91978,
            -97537,
            -88980,
            -247457,
            -203046,
            -204111
        ],
        [
            1.332395,
            1.226588,
            1.433484,
            1.08887,
            0.966004,
            1.216657
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            54.365079,
            53.968254,
            54.761905,
            54.365079,
            53.968254,
            54.761905
        ],
        [
            1.118433,
            1.046207,
            1.184183,
            0.914015,
            0.823945,
            1.005065
        ],
        [
            76518,
            76518,
            34484,
            112073,
            112073,
            76710
        ],
        [
            -49400,
            -34847,
            -49400,
            -180896,
            -119412,
            -180896
        ],
        [
            33,
            29,
            38,
            33,
            29,
            38
        ],
        [
            29,
            22,
            37,
            29,
            22,
            37
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            8507,
            3657,
            4850,
            8507,
            3657,
            4850
        ],
        [
            8.917202,
            19.250535,
            0,
            8.917202,
            19.250535,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379912,
            -97661,
            -3542,
            -227654,
            -579140,
            -95508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633968000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895246248,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 32,
            "offset": 0,
            "multiplier": 2.52265
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 197,
            "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)