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Trade: DYDX/USDT/360/SUPERTREND/WMA/4305

Strategy
DYDX/USDT/360/SUPERTREND/WMA/4305
Pair
DYDX_USDT
Interval
6h
Score
332680
Daily Profit
0.158332
Profit Factor
1.314998
Profitability
62.500000
Streak
22.677870
Best Strategy
Training Data Length
1492.500000
Evaluation Time
2025-10-10 13:16
Expiration Time
2025-11-24 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236310.8581 64072.6872 172238.171 -89175.7051 -68967.0119 -20208.6932
Total P&L (%) 236.3109 64.0727 172.2382 -89.1757 -68.967 -20.2087
Avg Daily Profit (%) 0.1583 0.0429 0.1154 -0.1489 -0.0784 -0.0151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154046 -87000 -114524 -393184 -239241 -345324
Profit Factor 1.315 1.1751 1.4483 0.9142 0.8515 0.9648
Total Trades 144 72 72 144 72 72
Winning Trades 90 42 48 90 42 48
Losing Trades 54 30 24 54 30 24
Profitability (%) 62.5 58.3333 66.6667 62.5 58.3333 66.6667
Ratio Avg Win / Avg Loss 0.789 0.8393 0.7241 0.5485 0.6082 0.4824
Largest Winning Trade 50828 50828 35241 99547 99547 76930
Largest Losing Trade -96214 -60345 -96214 -333076 -239241 -333076
Avg Bars in Trades 40 44 36 40 44 36
Avg Bars in Winners 28 30 27 28 30 27
Avg Bars in Losers 58 63 52 58 63 52
Bars Traded 5782 3178 2604 5782 3178 2604
Profit Streak 22.6779 25.1779 22.6779 22.6779 25.1779 22.6779
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332680 -242646 -116086 -577310 -657854 -657250
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5970,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634904000000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760091367936,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 146,
            "offset": 0,
            "multiplier": 2.6789
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 175,
            "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": [
        [
            236310.8581125959,
            64072.6871517062,
            172238.1709608897,
            -89175.7050820174,
            -68967.0119253412,
            -20208.693156676
        ],
        [
            236.310858,
            64.072687,
            172.238171,
            -89.175705,
            -68.967012,
            -20.208693
        ],
        [
            0.158332,
            0.04293,
            0.115402,
            -0.148859,
            -0.078369,
            -0.015125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154046,
            -87000,
            -114524,
            -393184,
            -239241,
            -345324
        ],
        [
            1.314998,
            1.175078,
            1.448267,
            0.914178,
            0.851533,
            0.964827
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            62.5,
            58.333333,
            66.666667,
            62.5,
            58.333333,
            66.666667
        ],
        [
            0.788999,
            0.839341,
            0.724134,
            0.548507,
            0.608238,
            0.482413
        ],
        [
            50828,
            50828,
            35241,
            99547,
            99547,
            76930
        ],
        [
            -96214,
            -60345,
            -96214,
            -333076,
            -239241,
            -333076
        ],
        [
            40,
            44,
            36,
            40,
            44,
            36
        ],
        [
            28,
            30,
            27,
            28,
            30,
            27
        ],
        [
            58,
            63,
            52,
            58,
            63,
            52
        ],
        [
            5782,
            3178,
            2604,
            5782,
            3178,
            2604
        ],
        [
            22.67787,
            25.17787,
            22.67787,
            22.67787,
            25.17787,
            22.67787
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332680,
            -242646,
            -116086,
            -577310,
            -657854,
            -657250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5970,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634904000000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760091367936,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 146,
            "offset": 0,
            "multiplier": 2.6789
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 175,
            "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)