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Trade: DYDX/USDT/480/SUPERTREND/HMA/9857

Strategy
DYDX/USDT/480/SUPERTREND/HMA/9857
Pair
DYDX_USDT
Interval
8h
Score
340688
Daily Profit
0.164272
Profit Factor
1.344768
Profitability
52.500000
Streak
7.237773
Best Strategy
Training Data Length
1481.330000
Evaluation Time
2025-09-29 08:42
Expiration Time
2025-11-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243341.5255 74759.5377 168581.9878 56199.9867 70325.1006 -14125.1139
Total P&L (%) 243.3415 74.7595 168.582 56.2 70.3251 -14.1251
Avg Daily Profit (%) 0.1643 0.0505 0.1138 0.0301 0.036 -0.0103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187468 -77416 -143654 -417715 -116102 -341209
Profit Factor 1.3448 1.2314 1.4404 1.0507 1.1649 0.9793
Total Trades 120 60 60 120 60 60
Winning Trades 63 31 32 63 31 32
Losing Trades 57 29 28 57 29 28
Profitability (%) 52.5 51.6667 53.3333 52.5 51.6667 53.3333
Ratio Avg Win / Avg Loss 1.2167 1.152 1.2604 0.9506 1.0897 0.8569
Largest Winning Trade 91365 91365 56424 131409 131409 87951
Largest Losing Trade -32822 -29852 -32822 -150774 -43919 -150774
Avg Bars in Trades 35 22 48 35 22 48
Avg Bars in Winners 41 20 62 41 20 62
Avg Bars in Losers 28 25 32 28 25 32
Bars Traded 4260 1372 2888 4260 1372 2888
Profit Streak 7.2378 7.2378 47.5711 7.2378 7.2378 47.5711
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340688 -293855 -207884 -318224 -352058 -748537
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634486400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124543612,
    "expiration_time": 1762943616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 3.45156
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 105,
            "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": [
        [
            243341.5255256461,
            74759.5376918619,
            168581.9878337844,
            56199.9866549906,
            70325.1005652554,
            -14125.1139102648
        ],
        [
            243.341526,
            74.759538,
            168.581988,
            56.199987,
            70.325101,
            -14.125114
        ],
        [
            0.164272,
            0.050468,
            0.113804,
            0.03011,
            0.035957,
            -0.010279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187468,
            -77416,
            -143654,
            -417715,
            -116102,
            -341209
        ],
        [
            1.344768,
            1.231416,
            1.440438,
            1.05069,
            1.164852,
            0.979292
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            52.5,
            51.666667,
            53.333333,
            52.5,
            51.666667,
            53.333333
        ],
        [
            1.216695,
            1.15197,
            1.260383,
            0.950624,
            1.0897,
            0.856881
        ],
        [
            91365,
            91365,
            56424,
            131409,
            131409,
            87951
        ],
        [
            -32822,
            -29852,
            -32822,
            -150774,
            -43919,
            -150774
        ],
        [
            35,
            22,
            48,
            35,
            22,
            48
        ],
        [
            41,
            20,
            62,
            41,
            20,
            62
        ],
        [
            28,
            25,
            32,
            28,
            25,
            32
        ],
        [
            4260,
            1372,
            2888,
            4260,
            1372,
            2888
        ],
        [
            7.237773,
            7.237773,
            47.571107,
            7.237773,
            7.237773,
            47.571107
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340688,
            -293855,
            -207884,
            -318224,
            -352058,
            -748537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634486400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124543612,
    "expiration_time": 1762943616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 3.45156
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 105,
            "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)