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Trade: DYDX/USDT/720/SUPERTREND/MIDPOINT/8033

Strategy
DYDX/USDT/720/SUPERTREND/MIDPOINT/8033
Pair
DYDX_USDT
Interval
12h
Score
523037
Daily Profit
0.351057
Profit Factor
1.825966
Profitability
55.200000
Streak
119.077306
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 04:51
Expiration Time
2025-11-16 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521494.5682 219844.8003 301649.7679 1133362.9909 734956.5531 398406.4377
Total P&L (%) 521.4946 219.8448 301.6498 1133.363 734.9566 398.4064
Avg Daily Profit (%) 0.3511 0.148 0.2031 0.1693 0.143 0.1082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151626 -66606 -138838 -485702 -137112 -481645
Profit Factor 1.826 1.7095 1.9382 1.8622 2.486 1.4859
Total Trades 125 63 62 125 63 62
Winning Trades 69 34 35 69 34 35
Losing Trades 56 29 27 56 29 27
Profitability (%) 55.2 53.9683 56.4516 55.2 53.9683 56.4516
Ratio Avg Win / Avg Loss 1.4819 1.4581 1.4951 1.5114 2.1204 1.1463
Largest Winning Trade 68730 68730 47993 298601 298601 109045
Largest Losing Trade -81449 -31906 -81449 -374711 -65983 -374711
Avg Bars in Trades 22 20 25 22 20 25
Avg Bars in Winners 24 19 28 24 19 28
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 2841 1269 1572 2841 1269 1572
Profit Streak 119.0773 119.5773 119.0773 119.0773 119.5773 119.0773
Trades During Streak 9 5 4 9 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523037 -137818 -141462 509620 -141498 -199015
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633219200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456279238,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 40,
            "offset": 0,
            "multiplier": 2.79452
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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": [
        [
            521494.5681846351,
            219844.8002544507,
            301649.7679301844,
            1133362.990851419,
            734956.553132736,
            398406.4377186834
        ],
        [
            521.494568,
            219.8448,
            301.649768,
            1133.362991,
            734.956553,
            398.406438
        ],
        [
            0.351057,
            0.147994,
            0.203063,
            0.169267,
            0.142964,
            0.108187
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151626,
            -66606,
            -138838,
            -485702,
            -137112,
            -481645
        ],
        [
            1.825966,
            1.709545,
            1.938151,
            1.862225,
            2.486019,
            1.485931
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            55.2,
            53.968254,
            56.451613,
            55.2,
            53.968254,
            56.451613
        ],
        [
            1.481943,
            1.458141,
            1.495145,
            1.511371,
            2.120428,
            1.14629
        ],
        [
            68730,
            68730,
            47993,
            298601,
            298601,
            109045
        ],
        [
            -81449,
            -31906,
            -81449,
            -374711,
            -65983,
            -374711
        ],
        [
            22,
            20,
            25,
            22,
            20,
            25
        ],
        [
            24,
            19,
            28,
            24,
            19,
            28
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            2841,
            1269,
            1572,
            2841,
            1269,
            1572
        ],
        [
            119.077306,
            119.577306,
            119.077306,
            119.077306,
            119.577306,
            119.077306
        ],
        [
            9,
            5,
            4,
            9,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523037,
            -137818,
            -141462,
            509620,
            -141498,
            -199015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633219200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456279238,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 40,
            "offset": 0,
            "multiplier": 2.79452
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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)