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Trade: DYDX/USDT/720/SUPERTREND/SWMA/1489

Strategy
DYDX/USDT/720/SUPERTREND/SWMA/1489
Pair
DYDX_USDT
Interval
12h
Score
372262
Daily Profit
0.183067
Profit Factor
1.397525
Profitability
63.934426
Streak
92.748541
Best Strategy
Training Data Length
1482.500000
Evaluation Time
2025-09-30 08:57
Expiration Time
2025-11-13 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271396.9616 82495.6174 188901.3441 -95130.4648 38019.219 -133149.6839
Total P&L (%) 271.397 82.4956 188.9013 -95.1305 38.0192 -133.1497
Avg Daily Profit (%) 0.1831 0.0556 0.1274 -0.2036 0.0217 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216061 -61880 -184124 -658066 -105790 -637196
Profit Factor 1.3975 1.2683 1.5034 0.9041 1.1189 0.8021
Total Trades 122 61 61 122 61 61
Winning Trades 78 37 41 78 37 41
Losing Trades 44 24 20 44 24 20
Profitability (%) 63.9344 60.6557 67.2131 63.9344 60.6557 67.2131
Ratio Avg Win / Avg Loss 0.7883 0.8227 0.7334 0.51 0.7258 0.3913
Largest Winning Trade 36670 36670 36451 123843 105209 123843
Largest Losing Trade -99499 -33347 -99499 -530639 -104703 -530639
Avg Bars in Trades 23 16 29 23 16 29
Avg Bars in Winners 19 13 25 19 13 25
Avg Bars in Losers 29 22 37 29 22 37
Bars Traded 2810 1024 1786 2810 1024 1786
Profit Streak 92.7485 128.2485 92.7485 92.7485 128.2485 92.7485
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372262 -278991 -181463 -576926 -416190 -738989
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2965,
    "evaluation_days": 1482.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211873924,
    "expiration_time": 1763033040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 2.56018
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 57,
            "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": [
        [
            271396.9615516281,
            82495.6174214737,
            188901.3441301546,
            -95130.4648067536,
            38019.2190462398,
            -133149.6838529937
        ],
        [
            271.396962,
            82.495617,
            188.901344,
            -95.130465,
            38.019219,
            -133.149684
        ],
        [
            0.183067,
            0.055646,
            0.127421,
            -0.203649,
            0.021737,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216061,
            -61880,
            -184124,
            -658066,
            -105790,
            -637196
        ],
        [
            1.397525,
            1.268296,
            1.503418,
            0.904137,
            1.118935,
            0.802064
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            63.934426,
            60.655738,
            67.213115,
            63.934426,
            60.655738,
            67.213115
        ],
        [
            0.788347,
            0.822679,
            0.733375,
            0.510026,
            0.725796,
            0.391251
        ],
        [
            36670,
            36670,
            36451,
            123843,
            105209,
            123843
        ],
        [
            -99499,
            -33347,
            -99499,
            -530639,
            -104703,
            -530639
        ],
        [
            23,
            16,
            29,
            23,
            16,
            29
        ],
        [
            19,
            13,
            25,
            19,
            13,
            25
        ],
        [
            29,
            22,
            37,
            29,
            22,
            37
        ],
        [
            2810,
            1024,
            1786,
            2810,
            1024,
            1786
        ],
        [
            92.748541,
            128.248541,
            92.748541,
            92.748541,
            128.248541,
            92.748541
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372262,
            -278991,
            -181463,
            -576926,
            -416190,
            -738989
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2965,
    "evaluation_days": 1482.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211873924,
    "expiration_time": 1763033040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 2.56018
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 57,
            "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)