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Trade: DYDX/USDT/240/SUPERTREND/SMA/4697

Strategy
DYDX/USDT/240/SUPERTREND/SMA/4697
Pair
DYDX_USDT
Interval
4h
Score
334592
Daily Profit
0.165524
Profit Factor
1.216684
Profitability
58.843537
Streak
10.541243
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-28 07:59
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244424.5198 31365.9307 213058.5891 56059.5305 -14989.3595 71048.89
Total P&L (%) 244.4245 31.3659 213.0586 56.0595 -14.9894 71.0489
Avg Daily Profit (%) 0.1655 0.0212 0.1443 0.0301 -0.011 0.0364
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106464 -116081 -74589 -290542 -141126 -206851
Profit Factor 1.2167 1.0547 1.3841 1.03 0.9827 1.071
Total Trades 294 147 147 294 147 147
Winning Trades 173 85 88 173 85 88
Losing Trades 121 62 59 121 62 59
Profitability (%) 58.8435 57.8231 59.8639 58.8435 57.8231 59.8639
Ratio Avg Win / Avg Loss 0.851 0.7693 0.928 0.7204 0.7168 0.7181
Largest Winning Trade 40247 40247 27954 70819 70819 42255
Largest Losing Trade -48174 -41712 -48174 -84889 -56316 -84889
Avg Bars in Trades 29 30 28 29 30 28
Avg Bars in Winners 22 21 23 22 21 23
Avg Bars in Losers 39 41 36 39 41 36
Bars Traded 8656 4423 4233 8656 4423 4233
Profit Streak 10.5412 34.0412 10.5412 10.5412 34.0412 10.5412
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334592 -327132 19601 -338632 -578426 -286367
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633017600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035563423,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 130,
            "offset": 0,
            "multiplier": 2.58886
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 71,
            "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": [
        [
            244424.5198249558,
            31365.9307342522,
            213058.5890907039,
            56059.5305055373,
            -14989.3595061731,
            71048.8900117105
        ],
        [
            244.42452,
            31.365931,
            213.058589,
            56.059531,
            -14.98936,
            71.04889
        ],
        [
            0.165524,
            0.021241,
            0.144283,
            0.030144,
            -0.010997,
            0.036357
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106464,
            -116081,
            -74589,
            -290542,
            -141126,
            -206851
        ],
        [
            1.216684,
            1.054713,
            1.384065,
            1.030041,
            0.982684,
            1.071013
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            173,
            85,
            88,
            173,
            85,
            88
        ],
        [
            121,
            62,
            59,
            121,
            62,
            59
        ],
        [
            58.843537,
            57.823129,
            59.863946,
            58.843537,
            57.823129,
            59.863946
        ],
        [
            0.850975,
            0.76932,
            0.927952,
            0.720433,
            0.716781,
            0.718066
        ],
        [
            40247,
            40247,
            27954,
            70819,
            70819,
            42255
        ],
        [
            -48174,
            -41712,
            -48174,
            -84889,
            -56316,
            -84889
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            8656,
            4423,
            4233,
            8656,
            4423,
            4233
        ],
        [
            10.541243,
            34.041243,
            10.541243,
            10.541243,
            34.041243,
            10.541243
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334592,
            -327132,
            19601,
            -338632,
            -578426,
            -286367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633017600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035563423,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 130,
            "offset": 0,
            "multiplier": 2.58886
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 71,
            "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)