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Trade: DYDX/USDT/240/SUPERTREND/ZLMA/9235

Strategy
DYDX/USDT/240/SUPERTREND/ZLMA/9235
Pair
DYDX_USDT
Interval
4h
Score
350208
Daily Profit
0.204183
Profit Factor
1.230919
Profitability
51.482480
Streak
0.000000
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-27 02:48
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 301510.3581 90639.868 210870.4901 130219.527 -58045.0452 188264.5722
Total P&L (%) 301.5104 90.6399 210.8705 130.2195 -58.045 188.2646
Avg Daily Profit (%) 0.2042 0.0614 0.1428 0.0565 -0.0588 0.0717
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164446 -68179 -152618 -415567 -206699 -366285
Profit Factor 1.2309 1.1516 1.2979 1.0458 0.9549 1.121
Total Trades 371 186 185 371 186 185
Winning Trades 191 95 96 191 95 96
Losing Trades 180 91 89 180 91 89
Profitability (%) 51.4825 51.0753 51.8919 51.4825 51.0753 51.8919
Ratio Avg Win / Avg Loss 1.16 1.1031 1.2033 0.9856 0.9146 1.0393
Largest Winning Trade 76518 76518 40910 164462 164462 111638
Largest Losing Trade -25314 -24344 -25314 -104155 -64065 -104155
Avg Bars in Trades 23 17 28 23 17 28
Avg Bars in Winners 19 14 24 19 14 24
Avg Bars in Losers 27 21 33 27 21 33
Bars Traded 8692 3335 5357 8692 3335 5357
Profit Streak 0 0 9.3254 0 0 9.3254
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350208 -163882 -286 -286858 -579942 -182510
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": 1633176000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930512060,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 43,
            "offset": 0,
            "multiplier": 2.93345
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "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": [
        [
            301510.3581029216,
            90639.8680398676,
            210870.490063054,
            130219.5270351966,
            -58045.0451804851,
            188264.5722156818
        ],
        [
            301.510358,
            90.639868,
            210.87049,
            130.219527,
            -58.045045,
            188.264572
        ],
        [
            0.204183,
            0.061381,
            0.142801,
            0.056485,
            -0.058802,
            0.071721
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164446,
            -68179,
            -152618,
            -415567,
            -206699,
            -366285
        ],
        [
            1.230919,
            1.151613,
            1.297898,
            1.045835,
            0.954852,
            1.121043
        ],
        [
            371,
            186,
            185,
            371,
            186,
            185
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            180,
            91,
            89,
            180,
            91,
            89
        ],
        [
            51.48248,
            51.075269,
            51.891892,
            51.48248,
            51.075269,
            51.891892
        ],
        [
            1.160028,
            1.103124,
            1.20326,
            0.985604,
            0.914648,
            1.0393
        ],
        [
            76518,
            76518,
            40910,
            164462,
            164462,
            111638
        ],
        [
            -25314,
            -24344,
            -25314,
            -104155,
            -64065,
            -104155
        ],
        [
            23,
            17,
            28,
            23,
            17,
            28
        ],
        [
            19,
            14,
            24,
            19,
            14,
            24
        ],
        [
            27,
            21,
            33,
            27,
            21,
            33
        ],
        [
            8692,
            3335,
            5357,
            8692,
            3335,
            5357
        ],
        [
            0,
            0,
            9.325371,
            0,
            0,
            9.325371
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350208,
            -163882,
            -286,
            -286858,
            -579942,
            -182510
        ]
    ]
}
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": 1633176000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930512060,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 43,
            "offset": 0,
            "multiplier": 2.93345
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "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)