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Trade: DYDX/USDT/360/SUPERTREND/BBM/2243

Strategy
DYDX/USDT/360/SUPERTREND/BBM/2243
Pair
DYDX_USDT
Interval
6h
Score
339430
Daily Profit
0.202339
Profit Factor
1.315818
Profitability
56.050955
Streak
0.000000
Best Strategy
Training Data Length
1482.750000
Evaluation Time
2025-09-30 19:14
Expiration Time
2025-11-14 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300018.7679 110668.1318 189350.6361 59.0678 10460.3725 -10401.3047
Total P&L (%) 300.0188 110.6681 189.3506 0.0591 10.4604 -10.4013
Avg Daily Profit (%) 0.2023 0.0746 0.1277 0 0.0067 -0.0074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203041 -72313 -175418 -190314 -83900 -231787
Profit Factor 1.3158 1.275 1.3459 1.0001 1.0356 0.9799
Total Trades 157 79 78 157 79 78
Winning Trades 88 45 43 88 45 43
Losing Trades 69 34 35 69 34 35
Profitability (%) 56.051 56.962 55.1282 56.051 56.962 55.1282
Ratio Avg Win / Avg Loss 1.0317 0.9633 1.0955 0.7841 0.7825 0.7976
Largest Winning Trade 54650 54650 49461 63155 37672 63155
Largest Losing Trade -78932 -28439 -78932 -91805 -48385 -91805
Avg Bars in Trades 36 24 49 36 24 49
Avg Bars in Winners 34 18 51 34 18 51
Avg Bars in Losers 39 31 46 39 31 46
Bars Traded 5784 1913 3871 5784 1913 3871
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339430 -120526 -55966 -579037 -543836 -614571
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248860815,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 72,
            "offset": 0,
            "multiplier": 4.26074
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 75,
            "offset": 0,
            "std": 1.19293
        }
    }
}
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": [
        [
            300018.7678547418,
            110668.1317599762,
            189350.6360947656,
            59.0678417839,
            10460.3725220124,
            -10401.3046802285
        ],
        [
            300.018768,
            110.668132,
            189.350636,
            0.059068,
            10.460373,
            -10.401305
        ],
        [
            0.202339,
            0.074637,
            0.127702,
            4.0e-5,
            0.00671,
            -0.007407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203041,
            -72313,
            -175418,
            -190314,
            -83900,
            -231787
        ],
        [
            1.315818,
            1.274955,
            1.34586,
            1.000073,
            1.035611,
            0.979861
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            56.050955,
            56.962025,
            55.128205,
            56.050955,
            56.962025,
            55.128205
        ],
        [
            1.031721,
            0.963299,
            1.095468,
            0.784148,
            0.782462,
            0.797562
        ],
        [
            54650,
            54650,
            49461,
            63155,
            37672,
            63155
        ],
        [
            -78932,
            -28439,
            -78932,
            -91805,
            -48385,
            -91805
        ],
        [
            36,
            24,
            49,
            36,
            24,
            49
        ],
        [
            34,
            18,
            51,
            34,
            18,
            51
        ],
        [
            39,
            31,
            46,
            39,
            31,
            46
        ],
        [
            5784,
            1913,
            3871,
            5784,
            1913,
            3871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339430,
            -120526,
            -55966,
            -579037,
            -543836,
            -614571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632744000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248860815,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 72,
            "offset": 0,
            "multiplier": 4.26074
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 75,
            "offset": 0,
            "std": 1.19293
        }
    }
}

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)