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Trade: DYDX/USDT/60/FWMA/SUPERTREND/2291

Strategy
DYDX/USDT/60/FWMA/SUPERTREND/2291
Pair
DYDX_USDT
Interval
1h
Score
449238
Daily Profit
0.320981
Profit Factor
1.263672
Profitability
64.941569
Streak
4.341828
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 20:12
Expiration Time
2025-12-15 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334356.2641 178401.5185 155954.7456 595429.2182 92698.1007 502731.1175
Total P&L (%) 334.3563 178.4015 155.9547 595.4292 92.6981 502.7311
Avg Daily Profit (%) 0.321 0.1713 0.1497 0.1864 0.063 0.1726
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105036 -70624 -92878 -448634 -273294 -240479
Profit Factor 1.2637 1.2674 1.2595 1.1546 1.0417 1.3089
Total Trades 599 300 299 599 300 299
Winning Trades 389 195 194 389 195 194
Losing Trades 210 105 105 210 105 105
Profitability (%) 64.9416 65 64.8829 64.9416 65 64.8829
Ratio Avg Win / Avg Loss 0.6822 0.6825 0.6817 0.6233 0.5609 0.7084
Largest Winning Trade 22654 22654 17454 73330 73330 62301
Largest Losing Trade -31633 -30576 -31633 -199927 -150515 -199927
Avg Bars in Trades 41 42 40 41 42 40
Avg Bars in Winners 26 25 27 26 25 27
Avg Bars in Losers 69 73 65 69 73 65
Bars Traded 24777 12636 12141 24777 12636 12141
Profit Streak 4.3418 4.3418 10.3418 4.3418 4.3418 10.3418
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449238 311411 324793 -38581 -282104 371250
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669338000000,
    "first_datapoint_time": 1669935600000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759338733992,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 15,
            "offset": 0,
            "multiplier": 3.06872
        }
    }
}
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": [
        [
            334356.2640831082,
            178401.518493248,
            155954.7455898602,
            595429.2182028935,
            92698.1006679719,
            502731.1175349216
        ],
        [
            334.356264,
            178.401518,
            155.954746,
            595.429218,
            92.698101,
            502.731118
        ],
        [
            0.320981,
            0.171265,
            0.149716,
            0.186351,
            0.062991,
            0.172593
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105036,
            -70624,
            -92878,
            -448634,
            -273294,
            -240479
        ],
        [
            1.263672,
            1.267443,
            1.259487,
            1.154603,
            1.041683,
            1.308909
        ],
        [
            599,
            300,
            299,
            599,
            300,
            299
        ],
        [
            389,
            195,
            194,
            389,
            195,
            194
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            64.941569,
            65,
            64.882943,
            64.941569,
            65,
            64.882943
        ],
        [
            0.682188,
            0.682469,
            0.681681,
            0.623308,
            0.560906,
            0.70843
        ],
        [
            22654,
            22654,
            17454,
            73330,
            73330,
            62301
        ],
        [
            -31633,
            -30576,
            -31633,
            -199927,
            -150515,
            -199927
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            69,
            73,
            65,
            69,
            73,
            65
        ],
        [
            24777,
            12636,
            12141,
            24777,
            12636,
            12141
        ],
        [
            4.341828,
            4.341828,
            10.341828,
            4.341829,
            4.341829,
            10.341829
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449238,
            311411,
            324793,
            -38581,
            -282104,
            371250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669338000000,
    "first_datapoint_time": 1669935600000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759338733992,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 15,
            "offset": 0,
            "multiplier": 3.06872
        }
    }
}

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)