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Trade: DYDX/USDT/240/SUPERTREND/JMA/5003

Strategy
DYDX/USDT/240/SUPERTREND/JMA/5003
Pair
DYDX_USDT
Interval
4h
Score
306643
Daily Profit
0.204732
Profit Factor
1.302271
Profitability
58.498024
Streak
0.000000
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 304129.2739 95738.7575 208390.5164 133139.4889 -2484.5546 135624.0434
Total P&L (%) 304.1293 95.7388 208.3905 133.1395 -2.4846 135.624
Avg Daily Profit (%) 0.2047 0.0644 0.1403 0.057 -0.0017 0.0577
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122795 -86862 -80500 -172969 -104683 -122705
Profit Factor 1.3023 1.1978 1.399 1.0937 0.9964 1.1881
Total Trades 253 126 127 253 126 127
Winning Trades 148 76 72 148 76 72
Losing Trades 105 50 55 105 50 55
Profitability (%) 58.498 60.3175 56.6929 58.498 60.3175 56.6929
Ratio Avg Win / Avg Loss 0.9239 0.7881 1.0687 0.776 0.6556 0.9076
Largest Winning Trade 68596 68596 38718 85529 85529 41119
Largest Losing Trade -41576 -38218 -41576 -78996 -78996 -66579
Avg Bars in Trades 33 31 35 33 31 35
Avg Bars in Winners 29 23 35 29 23 35
Avg Bars in Losers 40 43 36 40 43 36
Bars Traded 8547 3990 4557 8547 3990 4557
Profit Streak 0 72.0055 0 0 72.0055 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306643 -108846 -4422 -233459 -578183 -130461
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": 1634385600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759493271621,
    "expiration_time": 1763328816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 22,
            "offset": 0,
            "multiplier": 2.92139
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "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": [
        [
            304129.2739048368,
            95738.7575188299,
            208390.5163860071,
            133139.4888781796,
            -2484.5545548189,
            135624.0434329983
        ],
        [
            304.129274,
            95.738758,
            208.390516,
            133.139489,
            -2.484555,
            135.624043
        ],
        [
            0.204732,
            0.064449,
            0.140283,
            0.056998,
            -0.001694,
            0.057712
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122795,
            -86862,
            -80500,
            -172969,
            -104683,
            -122705
        ],
        [
            1.302271,
            1.197843,
            1.399038,
            1.093744,
            0.996447,
            1.188126
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            148,
            76,
            72,
            148,
            76,
            72
        ],
        [
            105,
            50,
            55,
            105,
            50,
            55
        ],
        [
            58.498024,
            60.31746,
            56.692913,
            58.498024,
            60.31746,
            56.692913
        ],
        [
            0.923909,
            0.788054,
            1.068709,
            0.775967,
            0.655557,
            0.907596
        ],
        [
            68596,
            68596,
            38718,
            85529,
            85529,
            41119
        ],
        [
            -41576,
            -38218,
            -41576,
            -78996,
            -78996,
            -66579
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            29,
            23,
            35,
            29,
            23,
            35
        ],
        [
            40,
            43,
            36,
            40,
            43,
            36
        ],
        [
            8547,
            3990,
            4557,
            8547,
            3990,
            4557
        ],
        [
            0,
            72.005458,
            0,
            0,
            72.005459,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306643,
            -108846,
            -4422,
            -233459,
            -578183,
            -130461
        ]
    ]
}
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": 1634385600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759493271621,
    "expiration_time": 1763328816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 22,
            "offset": 0,
            "multiplier": 2.92139
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "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)