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Trade: DYDX/USDT/360/SUPERTREND/SWMA/7450

Strategy
DYDX/USDT/360/SUPERTREND/SWMA/7450
Pair
DYDX_USDT
Interval
6h
Score
380327
Daily Profit
0.235391
Profit Factor
1.401961
Profitability
62.721893
Streak
17.943885
Best Strategy
Training Data Length
1488.000000
Evaluation Time
2025-10-06 01:39
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350262.2189 131530.2816 218731.9373 -190606.4562 -16386.111 -174220.3452
Total P&L (%) 350.2622 131.5303 218.7319 -190.6065 -16.3861 -174.2203
Avg Daily Profit (%) 0.2354 0.0884 0.147 0 -0.012 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136301 -97958 -124301 -398120 -82294 -324692
Profit Factor 1.402 1.3296 1.4631 0.7773 0.9456 0.6857
Total Trades 169 84 85 169 84 85
Winning Trades 106 51 55 80 42 38
Losing Trades 63 33 30 89 42 47
Profitability (%) 62.7219 60.7143 64.7059 47.3373 50 44.7059
Ratio Avg Win / Avg Loss 0.8332 0.8604 0.798 0.8647 0.9456 0.8481
Largest Winning Trade 47033 45068 47033 50336 50336 36825
Largest Losing Trade -107549 -40119 -107549 -271656 -48114 -271656
Avg Bars in Trades 33 30 36 33 30 36
Avg Bars in Winners 26 23 29 32 25 40
Avg Bars in Losers 45 41 50 34 36 33
Bars Traded 5680 2568 3112 5680 2568 3112
Profit Streak 17.9439 20.4439 17.9439 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380327 -74458 180930 -580928 -581107 -583163
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634385600000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703951640,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 3.05152
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "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": [
        [
            350262.218928838,
            131530.2816027228,
            218731.9373261151,
            -190606.4562236227,
            -16386.1109912234,
            -174220.3452323993
        ],
        [
            350.262219,
            131.530282,
            218.731937,
            -190.606456,
            -16.386111,
            -174.220345
        ],
        [
            0.235391,
            0.088394,
            0.146997,
            0,
            -0.012026,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136301,
            -97958,
            -124301,
            -398120,
            -82294,
            -324692
        ],
        [
            1.401961,
            1.329635,
            1.463057,
            0.777257,
            0.945639,
            0.68569
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            106,
            51,
            55,
            80,
            42,
            38
        ],
        [
            63,
            33,
            30,
            89,
            42,
            47
        ],
        [
            62.721893,
            60.714286,
            64.705882,
            47.337278,
            50,
            44.705882
        ],
        [
            0.833241,
            0.860352,
            0.798031,
            0.864699,
            0.945639,
            0.84809
        ],
        [
            47033,
            45068,
            47033,
            50336,
            50336,
            36825
        ],
        [
            -107549,
            -40119,
            -107549,
            -271656,
            -48114,
            -271656
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            26,
            23,
            29,
            32,
            25,
            40
        ],
        [
            45,
            41,
            50,
            34,
            36,
            33
        ],
        [
            5680,
            2568,
            3112,
            5680,
            2568,
            3112
        ],
        [
            17.943885,
            20.443885,
            17.943885,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380327,
            -74458,
            180930,
            -580928,
            -581107,
            -583163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5952,
    "evaluation_days": 1488,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634385600000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703951640,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 3.05152
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "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)