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Trade: DYDX/USDT/240/SUPERTREND/DCM/1773

Strategy
DYDX/USDT/240/SUPERTREND/DCM/1773
Pair
DYDX_USDT
Interval
4h
Score
373012
Daily Profit
0.271333
Profit Factor
1.336892
Profitability
51.481481
Streak
4.468062
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 14:14
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 400668.9564 165494.6725 235174.2839 368316.6185 229328.6138 138988.0047
Total P&L (%) 400.669 165.4947 235.1743 368.3166 229.3286 138.988
Avg Daily Profit (%) 0.2713 0.1121 0.1593 0.1046 0.0807 0.059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129003 -92793 -129605 -335459 -146274 -326912
Profit Factor 1.3369 1.2768 1.3976 1.1612 1.2058 1.1187
Total Trades 270 135 135 270 135 135
Winning Trades 139 65 74 139 65 74
Losing Trades 131 70 61 131 70 61
Profitability (%) 51.4815 48.1481 54.8148 51.4815 48.1481 54.8148
Ratio Avg Win / Avg Loss 1.2599 1.375 1.1521 1.0943 1.2985 0.9222
Largest Winning Trade 81448 81448 43680 154084 154084 69295
Largest Losing Trade -50943 -22942 -50943 -106132 -76022 -106132
Avg Bars in Trades 32 28 36 32 28 36
Avg Bars in Winners 34 28 39 34 28 39
Avg Bars in Losers 30 28 33 30 28 33
Bars Traded 8787 3822 4965 8787 3822 4965
Profit Streak 4.4681 0 8.6347 4.4681 0 8.6347
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373012 -44072 325852 -94748 -86274 -204647

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": 1632009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885240613,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 49,
            "offset": 0,
            "multiplier": 3.81984
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 61,
            "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": [
        [
            400668.9563926929,
            165494.672521105,
            235174.2838715875,
            368316.6185179921,
            229328.6138214021,
            138988.00469659
        ],
        [
            400.668956,
            165.494673,
            235.174284,
            368.316619,
            229.328614,
            138.988005
        ],
        [
            0.271333,
            0.112073,
            0.15926,
            0.104613,
            0.080747,
            0.059018
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129003,
            -92793,
            -129605,
            -335459,
            -146274,
            -326912
        ],
        [
            1.336892,
            1.276818,
            1.397615,
            1.161163,
            1.205787,
            1.118694
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            139,
            65,
            74,
            139,
            65,
            74
        ],
        [
            131,
            70,
            61,
            131,
            70,
            61
        ],
        [
            51.481481,
            48.148148,
            54.814815,
            51.481481,
            48.148148,
            54.814815
        ],
        [
            1.259948,
            1.375034,
            1.152088,
            1.094333,
            1.29854,
            0.922167
        ],
        [
            81448,
            81448,
            43680,
            154084,
            154084,
            69295
        ],
        [
            -50943,
            -22942,
            -50943,
            -106132,
            -76022,
            -106132
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            34,
            28,
            39,
            34,
            28,
            39
        ],
        [
            30,
            28,
            33,
            30,
            28,
            33
        ],
        [
            8787,
            3822,
            4965,
            8787,
            3822,
            4965
        ],
        [
            4.468062,
            0,
            8.634729,
            4.468063,
            0,
            8.634729
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373012,
            -44072,
            325852,
            -94748,
            -86274,
            -204647
        ]
    ]
}
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": 1632009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885240613,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 49,
            "offset": 0,
            "multiplier": 3.81984
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 61,
            "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)