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Trade: DYDX/USDT/360/SUPERTREND/VWMA/1835

Strategy
DYDX/USDT/360/SUPERTREND/VWMA/1835
Pair
DYDX_USDT
Interval
6h
Score
366134
Daily Profit
0.208915
Profit Factor
1.204921
Profitability
54.278729
Streak
0.000000
Best Strategy
Training Data Length
1489.500000
Evaluation Time
2025-10-07 10:59
Expiration Time
2025-11-21 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311179.1348 126448.5784 184730.5564 112854.3354 -45257.9437 158112.2792
Total P&L (%) 311.1791 126.4486 184.7306 112.8543 -45.2579 158.1123
Avg Daily Profit (%) 0.2089 0.0849 0.124 0.0507 -0.0404 0.0637
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128042 -72930 -145703 -296490 -200567 -176913
Profit Factor 1.2049 1.168 1.2413 1.0597 0.9536 1.1728
Total Trades 409 204 205 409 204 205
Winning Trades 222 110 112 222 110 112
Losing Trades 187 94 93 187 94 93
Profitability (%) 54.2787 53.9216 54.6341 54.2787 53.9216 54.6341
Ratio Avg Win / Avg Loss 1.015 0.9981 1.0307 0.8926 0.8149 0.9738
Largest Winning Trade 42300 42300 31704 73718 47663 73718
Largest Losing Trade -46802 -23150 -46802 -56528 -56528 -46802
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 11 11 12 11 11 12
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 5897 2903 2994 5897 2903 2994
Profit Streak 0 15.3328 0 0 15.3328 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366134 -115161 -26322 -278705 -578896 -138644
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5958,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631858400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759823955989,
    "expiration_time": 1763677584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 15,
            "offset": 0,
            "multiplier": 2.6194
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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": [
        [
            311179.1348472797,
            126448.5784451076,
            184730.556402172,
            112854.3354329659,
            -45257.9437456741,
            158112.2791786401
        ],
        [
            311.179135,
            126.448578,
            184.730556,
            112.854335,
            -45.257944,
            158.112279
        ],
        [
            0.208915,
            0.084893,
            0.124022,
            0.05073,
            -0.040444,
            0.063681
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128042,
            -72930,
            -145703,
            -296490,
            -200567,
            -176913
        ],
        [
            1.204921,
            1.167969,
            1.24125,
            1.059713,
            0.953572,
            1.172774
        ],
        [
            409,
            204,
            205,
            409,
            204,
            205
        ],
        [
            222,
            110,
            112,
            222,
            110,
            112
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            54.278729,
            53.921569,
            54.634146,
            54.278729,
            53.921569,
            54.634146
        ],
        [
            1.014956,
            0.998082,
            1.030681,
            0.892641,
            0.814871,
            0.973822
        ],
        [
            42300,
            42300,
            31704,
            73718,
            47663,
            73718
        ],
        [
            -46802,
            -23150,
            -46802,
            -56528,
            -56528,
            -46802
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            5897,
            2903,
            2994,
            5897,
            2903,
            2994
        ],
        [
            0,
            15.332824,
            0,
            0,
            15.332824,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366134,
            -115161,
            -26322,
            -278705,
            -578896,
            -138644
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5958,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631858400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759823955989,
    "expiration_time": 1763677584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 15,
            "offset": 0,
            "multiplier": 2.6194
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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)