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Trade: DYDX/USDT/240/SUPERTREND/LINREG/9345

Strategy
DYDX/USDT/240/SUPERTREND/LINREG/9345
Pair
DYDX_USDT
Interval
4h
Score
377386
Daily Profit
0.190800
Profit Factor
1.223716
Profitability
54.252199
Streak
5.291403
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-27 13:59
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 281748.5661 117022.8787 164725.6874 -10539.6075 -87281.3274 76741.7199
Total P&L (%) 281.7486 117.0229 164.7257 -10.5396 -87.2813 76.7417
Avg Daily Profit (%) 0.1908 0.0792 0.1116 -0.0075 -0.1395 0.0386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137015 -126647 -69870 -128242 -136028 -78778
Profit Factor 1.2237 1.1646 1.3004 0.9916 0.8808 1.1456
Total Trades 341 170 171 341 170 171
Winning Trades 185 85 100 185 85 100
Losing Trades 156 85 71 156 85 71
Profitability (%) 54.2522 50 58.4795 54.2522 50 58.4795
Ratio Avg Win / Avg Loss 1.0319 1.1646 0.9233 0.8362 0.8808 0.8134
Largest Winning Trade 146704 146704 49272 93007 93007 40367
Largest Losing Trade -35023 -35023 -34678 -53615 -44649 -53615
Avg Bars in Trades 25 23 27 25 23 27
Avg Bars in Winners 23 23 24 23 23 24
Avg Bars in Losers 27 22 32 27 22 32
Bars Traded 8621 3913 4708 8621 3913 4708
Profit Streak 5.2914 0 9.6247 5.2914 0 9.6247
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377386 -126016 -43268 -577455 -580165 -200981
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": 1633089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758970777259,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 8,
            "offset": 0,
            "multiplier": 3.20729
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "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": [
        [
            281748.5660764866,
            117022.8786614768,
            164725.6874150101,
            -10539.6075003205,
            -87281.3274190623,
            76741.7199187418
        ],
        [
            281.748566,
            117.022879,
            164.725687,
            -10.539608,
            -87.281327,
            76.74172
        ],
        [
            0.1908,
            0.079248,
            0.111552,
            -0.007542,
            -0.139548,
            0.038575
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137015,
            -126647,
            -69870,
            -128242,
            -136028,
            -78778
        ],
        [
            1.223716,
            1.164582,
            1.30039,
            0.99163,
            0.880799,
            1.145639
        ],
        [
            341,
            170,
            171,
            341,
            170,
            171
        ],
        [
            185,
            85,
            100,
            185,
            85,
            100
        ],
        [
            156,
            85,
            71,
            156,
            85,
            71
        ],
        [
            54.252199,
            50,
            58.479532,
            54.252199,
            50,
            58.479532
        ],
        [
            1.03189,
            1.164582,
            0.923277,
            0.836185,
            0.880799,
            0.813404
        ],
        [
            146704,
            146704,
            49272,
            93007,
            93007,
            40367
        ],
        [
            -35023,
            -35023,
            -34678,
            -53615,
            -44649,
            -53615
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            23,
            23,
            24,
            23,
            23,
            24
        ],
        [
            27,
            22,
            32,
            27,
            22,
            32
        ],
        [
            8621,
            3913,
            4708,
            8621,
            3913,
            4708
        ],
        [
            5.291403,
            0,
            9.624737,
            5.291403,
            0,
            9.624737
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377386,
            -126016,
            -43268,
            -577455,
            -580165,
            -200981
        ]
    ]
}
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": 1633089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758970777259,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 8,
            "offset": 0,
            "multiplier": 3.20729
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "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)