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Trade: DYDX/USDT/240/SUPERTREND/KCL/1630

Strategy
DYDX/USDT/240/SUPERTREND/KCL/1630
Pair
DYDX_USDT
Interval
4h
Score
339267
Daily Profit
0.162837
Profit Factor
1.354647
Profitability
61.392405
Streak
19.962605
Best Strategy
Training Data Length
1482.830000
Evaluation Time
2025-09-30 22:06
Expiration Time
2025-11-14 05:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241459.0066 38140.6316 203318.375 133685.3458 45832.8481 87852.4977
Total P&L (%) 241.459 38.1406 203.3184 133.6853 45.8328 87.8525
Avg Daily Profit (%) 0.1628 0.0257 0.1371 0.0573 0.0254 0.0425
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92920 -80616 -67738 -239915 -160822 -210108
Profit Factor 1.3546 1.1182 1.5675 1.1098 1.0891 1.1249
Total Trades 158 79 79 158 79 79
Winning Trades 97 51 46 97 51 46
Losing Trades 61 28 33 61 28 33
Profitability (%) 61.3924 64.557 58.2278 61.3924 64.557 58.2278
Ratio Avg Win / Avg Loss 0.8519 0.6139 1.1245 0.6979 0.5979 0.807
Largest Winning Trade 35350 35350 34007 52373 52373 51910
Largest Losing Trade -58014 -41961 -58014 -183940 -75620 -183940
Avg Bars in Trades 53 24 82 53 24 82
Avg Bars in Winners 40 20 62 40 20 62
Avg Bars in Losers 74 32 110 74 32 110
Bars Traded 8425 1922 6503 8425 1922 6503
Profit Streak 19.9626 21.4626 19.9626 19.9626 21.4626 19.9626
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339267 -276485 -33326 -214533 -308262 -245938
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8897,
    "evaluation_days": 1482.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759259169046,
    "expiration_time": 1763091504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.17456
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            241459.0066246595,
            38140.6316336346,
            203318.3749910252,
            133685.3457834611,
            45832.8480540751,
            87852.497729386
        ],
        [
            241.459007,
            38.140632,
            203.318375,
            133.685346,
            45.832848,
            87.852498
        ],
        [
            0.162837,
            0.025722,
            0.137115,
            0.057259,
            0.025447,
            0.042528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92920,
            -80616,
            -67738,
            -239915,
            -160822,
            -210108
        ],
        [
            1.354647,
            1.118247,
            1.567462,
            1.109774,
            1.08907,
            1.124923
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            61.392405,
            64.556962,
            58.227848,
            61.392405,
            64.556962,
            58.227848
        ],
        [
            0.851891,
            0.61394,
            1.124484,
            0.697899,
            0.597921,
            0.80701
        ],
        [
            35350,
            35350,
            34007,
            52373,
            52373,
            51910
        ],
        [
            -58014,
            -41961,
            -58014,
            -183940,
            -75620,
            -183940
        ],
        [
            53,
            24,
            82,
            53,
            24,
            82
        ],
        [
            40,
            20,
            62,
            40,
            20,
            62
        ],
        [
            74,
            32,
            110,
            74,
            32,
            110
        ],
        [
            8425,
            1922,
            6503,
            8425,
            1922,
            6503
        ],
        [
            19.962605,
            21.462605,
            19.962605,
            19.962605,
            21.462605,
            19.962605
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339267,
            -276485,
            -33326,
            -214533,
            -308262,
            -245938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8897,
    "evaluation_days": 1482.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759259169046,
    "expiration_time": 1763091504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.17456
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)