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Trade: DYDX/USDT/720/SUPERTREND/JMA/6414

Strategy
DYDX/USDT/720/SUPERTREND/JMA/6414
Pair
DYDX_USDT
Interval
12h
Score
522765
Daily Profit
0.356443
Profit Factor
1.659018
Profitability
61.250000
Streak
27.326546
Best Strategy
Training Data Length
1491.000000
Evaluation Time
2025-10-08 22:50
Expiration Time
2025-11-22 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531456.942 234940.2183 296516.7237 1305976.1593 605827.2079 700148.9514
Total P&L (%) 531.4569 234.9402 296.5167 1305.9762 605.8272 700.149
Avg Daily Profit (%) 0.3564 0.1576 0.1989 0.1774 0.1312 0.1396
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181012 -58189 -130866 -359593 -272887 -291181
Profit Factor 1.659 1.6243 1.6894 1.5255 1.5401 1.5135
Total Trades 160 80 80 160 80 80
Winning Trades 98 50 48 98 50 48
Losing Trades 62 30 32 62 30 32
Profitability (%) 61.25 62.5 60 61.25 62.5 60
Ratio Avg Win / Avg Loss 1.0496 0.9746 1.1263 0.9651 0.9241 1.009
Largest Winning Trade 80770 80770 40245 270940 227816 270940
Largest Losing Trade -74233 -38305 -74233 -229891 -229891 -200049
Avg Bars in Trades 17 10 24 17 10 24
Avg Bars in Winners 16 10 23 16 10 23
Avg Bars in Losers 19 11 25 19 11 25
Bars Traded 2832 867 1965 2832 867 1965
Profit Streak 27.3265 76.8265 0 27.3265 76.8265 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522765 -8355 -7905 387208 -33546 -22505
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2982,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634860800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759953013612,
    "expiration_time": 1763789472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 33,
            "offset": 0,
            "multiplier": 2.59896
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 87,
            "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": [
        [
            531456.9419763577,
            234940.2183184154,
            296516.7236579424,
            1305976.1593271315,
            605827.2079427424,
            700148.9513843894
        ],
        [
            531.456942,
            234.940218,
            296.516724,
            1305.976159,
            605.827208,
            700.148951
        ],
        [
            0.356443,
            0.157572,
            0.198871,
            0.177442,
            0.131152,
            0.139576
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181012,
            -58189,
            -130866,
            -359593,
            -272887,
            -291181
        ],
        [
            1.659018,
            1.624253,
            1.68944,
            1.525546,
            1.540137,
            1.513542
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            61.25,
            62.5,
            60,
            61.25,
            62.5,
            60
        ],
        [
            1.049583,
            0.974552,
            1.126293,
            0.965141,
            0.924082,
            1.009028
        ],
        [
            80770,
            80770,
            40245,
            270940,
            227816,
            270940
        ],
        [
            -74233,
            -38305,
            -74233,
            -229891,
            -229891,
            -200049
        ],
        [
            17,
            10,
            24,
            17,
            10,
            24
        ],
        [
            16,
            10,
            23,
            16,
            10,
            23
        ],
        [
            19,
            11,
            25,
            19,
            11,
            25
        ],
        [
            2832,
            867,
            1965,
            2832,
            867,
            1965
        ],
        [
            27.326546,
            76.826546,
            0,
            27.326546,
            76.826546,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522765,
            -8355,
            -7905,
            387208,
            -33546,
            -22505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2982,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634860800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759953013612,
    "expiration_time": 1763789472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 33,
            "offset": 0,
            "multiplier": 2.59896
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 87,
            "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)