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Trade: DYDX/USDT/240/SUPERTREND/EMA/3669

Strategy
DYDX/USDT/240/SUPERTREND/EMA/3669
Pair
DYDX_USDT
Interval
4h
Score
334510
Daily Profit
0.185810
Profit Factor
1.275007
Profitability
58.461538
Streak
15.672150
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 15:07
Expiration Time
2025-11-16 23:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276020.6706 68899.6722 207120.9984 63931.0056 36685.8153 27245.1903
Total P&L (%) 276.0207 68.8997 207.121 63.931 36.6858 27.2452
Avg Daily Profit (%) 0.1858 0.0464 0.1394 0.0333 0.021 0.0162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99117 -108925 -79553 -106295 -86561 -119292
Profit Factor 1.275 1.1404 1.4037 1.0749 1.095 1.0583
Total Trades 260 130 130 260 130 130
Winning Trades 152 73 79 152 73 79
Losing Trades 108 57 51 108 57 51
Profitability (%) 58.4615 56.1538 60.7692 58.4615 56.1538 60.7692
Ratio Avg Win / Avg Loss 0.9059 0.8905 0.9062 0.7638 0.855 0.6832
Largest Winning Trade 33953 33953 27277 34756 34756 24764
Largest Losing Trade -59972 -43678 -59972 -90057 -36955 -90057
Avg Bars in Trades 32 33 32 32 33 32
Avg Bars in Winners 28 28 28 28 28 28
Avg Bars in Losers 39 40 38 39 40 38
Bars Traded 8576 4383 4193 8576 4383 4193
Profit Streak 15.6722 18.1722 15.6722 15.6722 18.1722 15.6722
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334510 -197586 -6084 -285068 -283770 -330793
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8913,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759493273787,
    "expiration_time": 1763328816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 220,
            "offset": 0,
            "multiplier": 3.069
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 106,
            "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": [
        [
            276020.6706405784,
            68899.6722231868,
            207120.9984173915,
            63931.0055932493,
            36685.815283913,
            27245.1903093362
        ],
        [
            276.020671,
            68.899672,
            207.120998,
            63.931006,
            36.685815,
            27.24519
        ],
        [
            0.18581,
            0.046381,
            0.139428,
            0.033279,
            0.02104,
            0.016221
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99117,
            -108925,
            -79553,
            -106295,
            -86561,
            -119292
        ],
        [
            1.275007,
            1.140449,
            1.403653,
            1.074942,
            1.095037,
            1.058334
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            152,
            73,
            79,
            152,
            73,
            79
        ],
        [
            108,
            57,
            51,
            108,
            57,
            51
        ],
        [
            58.461538,
            56.153846,
            60.769231,
            58.461538,
            56.153846,
            60.769231
        ],
        [
            0.905926,
            0.890487,
            0.906155,
            0.763775,
            0.855029,
            0.683228
        ],
        [
            33953,
            33953,
            27277,
            34756,
            34756,
            24764
        ],
        [
            -59972,
            -43678,
            -59972,
            -90057,
            -36955,
            -90057
        ],
        [
            32,
            33,
            32,
            32,
            33,
            32
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            39,
            40,
            38,
            39,
            40,
            38
        ],
        [
            8576,
            4383,
            4193,
            8576,
            4383,
            4193
        ],
        [
            15.67215,
            18.17215,
            15.67215,
            15.67215,
            18.17215,
            15.67215
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334510,
            -197586,
            -6084,
            -285068,
            -283770,
            -330793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8913,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759493273787,
    "expiration_time": 1763328816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 220,
            "offset": 0,
            "multiplier": 3.069
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 106,
            "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)