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Trade: DYDX/USDT/30/HL2/SUPERTREND/1064

Strategy
DYDX/USDT/30/HL2/SUPERTREND/1064
Pair
DYDX_USDT
Interval
30m
Score
341233
Daily Profit
0.188814
Profit Factor
1.340245
Profitability
65.822785
Streak
10.456987
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 17:58
Expiration Time
2025-12-13 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137641.5181 39301.3816 98340.1365 96762.0774 -53562.6195 150324.6969
Total P&L (%) 137.6415 39.3014 98.3401 96.7621 -53.5626 150.3247
Avg Daily Profit (%) 0.2643 0.0755 0.1888 0.13 -0.1472 0.1763
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74314 -57164 -51862 -209616 -130925 -127354
Profit Factor 1.2092 1.1065 1.3402 1.0696 0.9334 1.2569
Total Trades 316 158 158 316 158 158
Winning Trades 210 106 104 210 106 104
Losing Trades 106 52 54 106 52 54
Profitability (%) 66.4557 67.0886 65.8228 66.4557 67.0886 65.8228
Ratio Avg Win / Avg Loss 0.6104 0.5428 0.6959 0.5399 0.4579 0.6526
Largest Winning Trade 23619 23619 17454 33897 33897 25946
Largest Losing Trade -27471 -26101 -27471 -80244 -70498 -80244
Avg Bars in Trades 78 79 77 78 79 77
Avg Bars in Winners 48 46 51 48 46 51
Avg Bars in Losers 137 145 129 137 145 129
Bars Traded 24827 12507 12320 24827 12507 12320
Profit Streak 2.207 0 10.457 2.207 0 10.457
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 265091 -197571 341233 -163685 -578859 319046
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714158000000,
    "first_datapoint_time": 1714204800000,
    "last_datapoint_time": 1759156200000,
    "evaluation_time": 1759157883717,
    "expiration_time": 1765636200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 26,
            "offset": 0,
            "multiplier": 4.96125
        }
    }
}
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": [
        [
            137641.518088414,
            39301.3815545869,
            98340.1365338271,
            96762.0773998718,
            -53562.619483074,
            150324.6968829457
        ],
        [
            137.641518,
            39.301382,
            98.340137,
            96.762077,
            -53.562619,
            150.324697
        ],
        [
            0.264273,
            0.075459,
            0.188814,
            0.130036,
            -0.147169,
            0.176333
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74314,
            -57164,
            -51862,
            -209616,
            -130925,
            -127354
        ],
        [
            1.209196,
            1.106529,
            1.340245,
            1.069639,
            0.933399,
            1.256853
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            210,
            106,
            104,
            210,
            106,
            104
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            66.455696,
            67.088608,
            65.822785,
            66.455696,
            67.088608,
            65.822785
        ],
        [
            0.610356,
            0.542825,
            0.695896,
            0.539913,
            0.457894,
            0.652597
        ],
        [
            23619,
            23619,
            17454,
            33897,
            33897,
            25946
        ],
        [
            -27471,
            -26101,
            -27471,
            -80244,
            -70498,
            -80244
        ],
        [
            78,
            79,
            77,
            78,
            79,
            77
        ],
        [
            48,
            46,
            51,
            48,
            46,
            51
        ],
        [
            137,
            145,
            129,
            137,
            145,
            129
        ],
        [
            24827,
            12507,
            12320,
            24827,
            12507,
            12320
        ],
        [
            2.206987,
            0,
            10.456987,
            2.206987,
            0,
            10.456987
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            265091,
            -197571,
            341233,
            -163685,
            -578859,
            319046
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714158000000,
    "first_datapoint_time": 1714204800000,
    "last_datapoint_time": 1759156200000,
    "evaluation_time": 1759157883717,
    "expiration_time": 1765636200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 26,
            "offset": 0,
            "multiplier": 4.96125
        }
    }
}

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)