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Trade: DYDX/USDT/360/SUPERTREND/DEMA/3137

Strategy
DYDX/USDT/360/SUPERTREND/DEMA/3137
Pair
DYDX_USDT
Interval
6h
Score
370693
Daily Profit
0.228727
Profit Factor
1.350657
Profitability
53.359684
Streak
0.000000
Best Strategy
Training Data Length
1488.250000
Evaluation Time
2025-10-06 05:59
Expiration Time
2025-11-19 17:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340402.3159 104905.8278 235496.4881 363388.1017 160540.3268 202847.7748
Total P&L (%) 340.4023 104.9058 235.4965 363.3881 160.5403 202.8478
Avg Daily Profit (%) 0.2287 0.0705 0.1582 0.1031 0.0644 0.0745
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161658 -81669 -114024 -354790 -190990 -263899
Profit Factor 1.3507 1.2154 1.4868 1.1681 1.1519 1.1837
Total Trades 253 126 127 253 126 127
Winning Trades 135 63 72 135 63 72
Losing Trades 118 63 55 118 63 55
Profitability (%) 53.3597 50 56.6929 53.3597 50 56.6929
Ratio Avg Win / Avg Loss 1.1806 1.2154 1.1358 1.021 1.1519 0.9042
Largest Winning Trade 60452 60452 54631 94295 94295 78341
Largest Losing Trade -31227 -31227 -27085 -96558 -91777 -96558
Avg Bars in Trades 22 16 29 22 16 29
Avg Bars in Winners 24 15 32 24 15 32
Avg Bars in Losers 21 16 25 21 16 25
Bars Traded 5778 2023 3755 5778 2023 3755
Profit Streak 0 12.6249 0 0 12.6249 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370693 -98582 339040 -88892 -159800 -112654
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5953,
    "evaluation_days": 1488.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633737600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759719589475,
    "expiration_time": 1763566344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 120,
            "offset": 0,
            "multiplier": 2.60984
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 52,
            "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": [
        [
            340402.3159430171,
            104905.8278363704,
            235496.4881066466,
            363388.101669233,
            160540.3268251388,
            202847.7748440944
        ],
        [
            340.402316,
            104.905828,
            235.496488,
            363.388102,
            160.540327,
            202.847775
        ],
        [
            0.228727,
            0.070489,
            0.158237,
            0.103087,
            0.064364,
            0.074482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161658,
            -81669,
            -114024,
            -354790,
            -190990,
            -263899
        ],
        [
            1.350657,
            1.215416,
            1.486802,
            1.168141,
            1.151857,
            1.183735
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            135,
            63,
            72,
            135,
            63,
            72
        ],
        [
            118,
            63,
            55,
            118,
            63,
            55
        ],
        [
            53.359684,
            50,
            56.692913,
            53.359684,
            50,
            56.692913
        ],
        [
            1.180575,
            1.215416,
            1.135751,
            1.021042,
            1.151857,
            0.904242
        ],
        [
            60452,
            60452,
            54631,
            94295,
            94295,
            78341
        ],
        [
            -31227,
            -31227,
            -27085,
            -96558,
            -91777,
            -96558
        ],
        [
            22,
            16,
            29,
            22,
            16,
            29
        ],
        [
            24,
            15,
            32,
            24,
            15,
            32
        ],
        [
            21,
            16,
            25,
            21,
            16,
            25
        ],
        [
            5778,
            2023,
            3755,
            5778,
            2023,
            3755
        ],
        [
            0,
            12.624878,
            0,
            0,
            12.624878,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370693,
            -98582,
            339040,
            -88892,
            -159800,
            -112654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5953,
    "evaluation_days": 1488.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633737600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759719589475,
    "expiration_time": 1763566344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 120,
            "offset": 0,
            "multiplier": 2.60984
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 52,
            "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)