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Trade: DYDX/USDT/720/SUPERTREND/MIDPOINT/8192

Strategy
DYDX/USDT/720/SUPERTREND/MIDPOINT/8192
Pair
DYDX_USDT
Interval
12h
Score
420273
Daily Profit
0.266214
Profit Factor
1.504490
Profitability
50.359712
Streak
80.015727
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-28 15:22
Expiration Time
2025-11-12 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394263.3889 163733.9325 230529.4564 209332.1598 97176.0751 112156.0846
Total P&L (%) 394.2634 163.7339 230.5295 209.3322 97.1761 112.1561
Avg Daily Profit (%) 0.2662 0.1106 0.1557 0.0763 0.0459 0.0508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167490 -101437 -119655 -187774 -162663 -169911
Profit Factor 1.5045 1.4513 1.5505 1.2308 1.2445 1.2202
Total Trades 139 70 69 139 70 69
Winning Trades 70 31 39 70 31 39
Losing Trades 69 39 30 69 39 30
Profitability (%) 50.3597 44.2857 56.5217 50.3597 44.2857 56.5217
Ratio Avg Win / Avg Loss 1.483 1.8259 1.1927 1.2132 1.5656 0.9386
Largest Winning Trade 73307 73307 35121 74890 74890 51312
Largest Losing Trade -78466 -43771 -78466 -119262 -57176 -119262
Avg Bars in Trades 20 21 19 20 21 19
Avg Bars in Winners 20 22 18 20 22 18
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 2841 1487 1354 2841 1487 1354
Profit Streak 80.0157 103.0157 80.0157 80.0157 103.0157 80.0157
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420273 -138286 -90737 -89287 -225821 -226737
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633348800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062158838,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 38,
            "offset": 0,
            "multiplier": 2.60423
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "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": [
        [
            394263.3888647954,
            163733.9324870658,
            230529.4563777294,
            209332.1597546912,
            97176.0751091551,
            112156.0846455359
        ],
        [
            394.263389,
            163.733932,
            230.529456,
            209.33216,
            97.176075,
            112.156085
        ],
        [
            0.266214,
            0.110556,
            0.155658,
            0.076278,
            0.045853,
            0.0508
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167490,
            -101437,
            -119655,
            -187774,
            -162663,
            -169911
        ],
        [
            1.50449,
            1.451338,
            1.550539,
            1.230804,
            1.244453,
            1.220154
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            50.359712,
            44.285714,
            56.521739,
            50.359712,
            44.285714,
            56.521739
        ],
        [
            1.482998,
            1.825877,
            1.192723,
            1.213221,
            1.565602,
            0.93858
        ],
        [
            73307,
            73307,
            35121,
            74890,
            74890,
            51312
        ],
        [
            -78466,
            -43771,
            -78466,
            -119262,
            -57176,
            -119262
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            2841,
            1487,
            1354,
            2841,
            1487,
            1354
        ],
        [
            80.015727,
            103.015727,
            80.015727,
            80.015727,
            103.015727,
            80.015727
        ],
        [
            5,
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            2,
            5,
            4,
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        ],
        [
            0.8,
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            1.45
        ],
        [
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            -138286,
            -90737,
            -89287,
            -225821,
            -226737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633348800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062158838,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 38,
            "offset": 0,
            "multiplier": 2.60423
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "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)