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Trade: DYDX/USDT/30/DCU/SUPERTREND/1889

Strategy
DYDX/USDT/30/DCU/SUPERTREND/1889
Pair
DYDX_USDT
Interval
30m
Score
304133
Daily Profit
0.168287
Profit Factor
1.223731
Profitability
52.261307
Streak
5.143489
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-04 03:56
Expiration Time
2025-12-18 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87648.8384 12529.3533 75119.4851 31799.7579 12431.5296 19368.2284
Total P&L (%) 87.6488 12.5294 75.1195 31.7998 12.4315 19.3682
Avg Daily Profit (%) 0.1683 0.0241 0.1442 0.053 0.0225 0.034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130082 -18169 -123666 -141884 -21135 -129422
Profit Factor 1.2237 1.138 1.2496 1.0708 1.1279 1.055
Total Trades 199 100 99 199 100 99
Winning Trades 104 51 53 104 51 53
Losing Trades 95 49 46 95 49 46
Profitability (%) 52.2613 51 53.5354 52.2613 51 53.5354
Ratio Avg Win / Avg Loss 1.1178 1.0934 1.0845 0.9781 1.0837 0.9157
Largest Winning Trade 36253 6457 36253 28248 9146 28248
Largest Losing Trade -43032 -6285 -43032 -29860 -7310 -29860
Avg Bars in Trades 121 12 232 121 12 232
Avg Bars in Winners 150 14 282 150 14 282
Avg Bars in Losers 90 10 175 90 10 175
Bars Traded 24254 1234 23020 24254 1234 23020
Profit Streak 5.1435 32.3727 0 5.1435 32.3727 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304133 -315377 -1124 -267883 -331621 -316847
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714539600000,
    "first_datapoint_time": 1714719600000,
    "last_datapoint_time": 1759537800000,
    "evaluation_time": 1759539397439,
    "expiration_time": 1766017800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 100,
            "offset": 0,
            "multiplier": 3.60194
        }
    }
}
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": [
        [
            87648.838410443,
            12529.3533089021,
            75119.4851015409,
            31799.7579497829,
            12431.5295716387,
            19368.2283781442
        ],
        [
            87.648838,
            12.529353,
            75.119485,
            31.799758,
            12.43153,
            19.368228
        ],
        [
            0.168287,
            0.024057,
            0.14423,
            0.053028,
            0.0225,
            0.033998
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130082,
            -18169,
            -123666,
            -141884,
            -21135,
            -129422
        ],
        [
            1.223731,
            1.138043,
            1.24957,
            1.070803,
            1.12793,
            1.05503
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            104,
            51,
            53,
            104,
            51,
            53
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            52.261307,
            51,
            53.535354,
            52.261307,
            51,
            53.535354
        ],
        [
            1.117831,
            1.093413,
            1.084532,
            0.978137,
            1.083697,
            0.915687
        ],
        [
            36253,
            6457,
            36253,
            28248,
            9146,
            28248
        ],
        [
            -43032,
            -6285,
            -43032,
            -29860,
            -7310,
            -29860
        ],
        [
            121,
            12,
            232,
            121,
            12,
            232
        ],
        [
            150,
            14,
            282,
            150,
            14,
            282
        ],
        [
            90,
            10,
            175,
            90,
            10,
            175
        ],
        [
            24254,
            1234,
            23020,
            24254,
            1234,
            23020
        ],
        [
            5.143489,
            32.372655,
            0,
            5.143489,
            32.372656,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304133,
            -315377,
            -1124,
            -267883,
            -331621,
            -316847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714539600000,
    "first_datapoint_time": 1714719600000,
    "last_datapoint_time": 1759537800000,
    "evaluation_time": 1759539397439,
    "expiration_time": 1766017800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 100,
            "offset": 0,
            "multiplier": 3.60194
        }
    }
}

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)