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Trade: DYDX/USDT/720/SUPERTREND/ZLMA/1382

Strategy
DYDX/USDT/720/SUPERTREND/ZLMA/1382
Pair
DYDX_USDT
Interval
12h
Score
352890
Daily Profit
0.167310
Profit Factor
1.467778
Profitability
64.545455
Streak
18.403861
Best Strategy
Training Data Length
1482.000000
Evaluation Time
2025-09-30 00:41
Expiration Time
2025-11-13 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 247953.5332 95266.9913 152686.5419 -234579.8182 198717.7254 -433297.5436
Total P&L (%) 247.9535 95.267 152.6865 -234.5798 198.7177 -433.2975
Avg Daily Profit (%) 0.1673 0.0643 0.103 0 0.0739 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206019 -46517 -185419 -1115694 -86712 -1032580
Profit Factor 1.4678 1.4863 1.4569 0.8477 1.6718 0.6517
Total Trades 110 55 55 110 55 55
Winning Trades 71 36 35 48 22 26
Losing Trades 39 19 20 62 33 29
Profitability (%) 64.5455 65.4545 63.6364 43.6364 40 47.2727
Ratio Avg Win / Avg Loss 0.8062 0.7844 0.8325 1.0949 2.5077 0.7269
Largest Winning Trade 70996 36559 70996 121889 83302 121889
Largest Losing Trade -112368 -44637 -112368 -803482 -86712 -803482
Avg Bars in Trades 25 14 35 25 14 35
Avg Bars in Winners 22 8 36 28 21 34
Avg Bars in Losers 29 25 33 22 9 36
Bars Traded 2761 800 1961 2761 800 1961
Profit Streak 18.4039 35.4039 0 0 0 38.4039
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352890 -284771 -234348 -581015 -274813 -761348
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2964,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637625600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759182093613,
    "expiration_time": 1762988544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 201,
            "offset": 0,
            "multiplier": 2.07608
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "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": [
        [
            247953.533195463,
            95266.9912849392,
            152686.5419105237,
            -234579.8181677649,
            198717.7253957106,
            -433297.5435634753
        ],
        [
            247.953533,
            95.266991,
            152.686542,
            -234.579818,
            198.717725,
            -433.297544
        ],
        [
            0.16731,
            0.064283,
            0.103027,
            0,
            0.073869,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206019,
            -46517,
            -185419,
            -1115694,
            -86712,
            -1032580
        ],
        [
            1.467778,
            1.486263,
            1.45694,
            0.847655,
            1.671774,
            0.651685
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            71,
            36,
            35,
            48,
            22,
            26
        ],
        [
            39,
            19,
            20,
            62,
            33,
            29
        ],
        [
            64.545455,
            65.454545,
            63.636364,
            43.636364,
            40,
            47.272727
        ],
        [
            0.806244,
            0.784416,
            0.832537,
            1.094887,
            2.507662,
            0.726879
        ],
        [
            70996,
            36559,
            70996,
            121889,
            83302,
            121889
        ],
        [
            -112368,
            -44637,
            -112368,
            -803482,
            -86712,
            -803482
        ],
        [
            25,
            14,
            35,
            25,
            14,
            35
        ],
        [
            22,
            8,
            36,
            28,
            21,
            34
        ],
        [
            29,
            25,
            33,
            22,
            9,
            36
        ],
        [
            2761,
            800,
            1961,
            2761,
            800,
            1961
        ],
        [
            18.403861,
            35.403861,
            0,
            0,
            0,
            38.403861
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352890,
            -284771,
            -234348,
            -581015,
            -274813,
            -761348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2964,
    "evaluation_days": 1482,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637625600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759182093613,
    "expiration_time": 1762988544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 201,
            "offset": 0,
            "multiplier": 2.07608
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "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)