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Trade: DYDX/USDT/240/SUPERTREND/RMA/2641

Strategy
DYDX/USDT/240/SUPERTREND/RMA/2641
Pair
DYDX_USDT
Interval
4h
Score
320956
Daily Profit
0.200299
Profit Factor
1.272155
Profitability
58.102767
Streak
8.571352
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-26 12:42
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 295775.7413 87954.4642 207821.2771 -51362.2019 39023.1534 -90385.3553
Total P&L (%) 295.7757 87.9545 207.8213 -51.3622 39.0232 -90.3854
Avg Daily Profit (%) 0.2003 0.0596 0.1407 -0.0488 0.0223 -0.1585
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200032 -86179 -152037 -481370 -174449 -480516
Profit Factor 1.2722 1.1703 1.3644 0.961 1.0759 0.8875
Total Trades 253 127 126 253 127 126
Winning Trades 147 72 75 147 72 75
Losing Trades 106 55 51 106 55 51
Profitability (%) 58.1028 56.6929 59.5238 58.1028 56.6929 59.5238
Ratio Avg Win / Avg Loss 0.9173 0.894 0.9278 0.693 0.8219 0.6035
Largest Winning Trade 37389 34746 37389 99727 94926 99727
Largest Losing Trade -92526 -47577 -92526 -451929 -150826 -451929
Avg Bars in Trades 34 29 38 34 29 38
Avg Bars in Winners 27 23 30 27 23 30
Avg Bars in Losers 43 37 49 43 37 49
Bars Traded 8651 3786 4865 8651 3786 4865
Profit Streak 8.5714 11.0714 0 8.5714 11.0714 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320956 -146676 -5332 -577733 -302510 -579763

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": 1633305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879764822,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 249,
            "offset": 0,
            "multiplier": 3.48965
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 56,
            "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": [
        [
            295775.7413085329,
            87954.4641901109,
            207821.277118422,
            -51362.2018689938,
            39023.1534267105,
            -90385.3552957041
        ],
        [
            295.775741,
            87.954464,
            207.821277,
            -51.362202,
            39.023153,
            -90.385355
        ],
        [
            0.200299,
            0.059563,
            0.140736,
            -0.048799,
            0.022314,
            -0.158466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200032,
            -86179,
            -152037,
            -481370,
            -174449,
            -480516
        ],
        [
            1.272155,
            1.170307,
            1.36438,
            0.961018,
            1.07589,
            0.887495
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            147,
            72,
            75,
            147,
            72,
            75
        ],
        [
            106,
            55,
            51,
            106,
            55,
            51
        ],
        [
            58.102767,
            56.692913,
            59.52381,
            58.102767,
            56.692913,
            59.52381
        ],
        [
            0.917337,
            0.893984,
            0.927778,
            0.692979,
            0.82186,
            0.603497
        ],
        [
            37389,
            34746,
            37389,
            99727,
            94926,
            99727
        ],
        [
            -92526,
            -47577,
            -92526,
            -451929,
            -150826,
            -451929
        ],
        [
            34,
            29,
            38,
            34,
            29,
            38
        ],
        [
            27,
            23,
            30,
            27,
            23,
            30
        ],
        [
            43,
            37,
            49,
            43,
            37,
            49
        ],
        [
            8651,
            3786,
            4865,
            8651,
            3786,
            4865
        ],
        [
            8.571352,
            11.071352,
            0,
            8.571352,
            11.071352,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320956,
            -146676,
            -5332,
            -577733,
            -302510,
            -579763
        ]
    ]
}
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": 1633305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879764822,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 249,
            "offset": 0,
            "multiplier": 3.48965
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 56,
            "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)