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Trade: DYDX/USDT/120/HLC3/SUPERTREND/2705

Strategy
DYDX/USDT/120/HLC3/SUPERTREND/2705
Pair
DYDX_USDT
Interval
2h
Score
403742
Daily Profit
0.192894
Profit Factor
1.209000
Profitability
66.666667
Streak
10.552788
Best Strategy
Training Data Length
1486.670000
Evaluation Time
2025-10-04 20:16
Expiration Time
2025-11-27 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286769.5127 66058.7463 220710.7665 108525.5536 -325790.0708 434315.6244
Total P&L (%) 286.7695 66.0587 220.7108 108.5256 -325.7901 434.3156
Avg Daily Profit (%) 0.1929 0.0444 0.1485 0.0494 0 0.1128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126099 -121283 -62656 -523767 -571006 -147121
Profit Factor 1.209 1.0807 1.3988 1.0359 0.8336 1.406
Total Trades 393 197 196 393 197 196
Winning Trades 262 128 134 262 128 134
Losing Trades 131 69 62 131 69 62
Profitability (%) 66.6667 64.9746 68.3673 66.6667 64.9746 68.3673
Ratio Avg Win / Avg Loss 0.6045 0.5826 0.6472 0.5179 0.4493 0.6505
Largest Winning Trade 30416 30416 16043 85016 85016 78109
Largest Losing Trade -39077 -39077 -32585 -170691 -170691 -58827
Avg Bars in Trades 44 49 40 44 49 40
Avg Bars in Winners 28 26 30 28 26 30
Avg Bars in Losers 77 91 60 77 91 60
Bars Traded 17543 9692 7851 17543 9692 7851
Profit Streak 10.5528 10.5528 15.3028 10.5528 10.5528 15.3028
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403742 -263749 306020 -303845 -577263 -39021
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17840,
    "evaluation_days": 1486.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632204000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759598160884,
    "expiration_time": 1764217728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 146,
            "offset": 0,
            "multiplier": 3.2815
        }
    }
}
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": [
        [
            286769.5127400966,
            66058.7462531567,
            220710.7664869399,
            108525.55358496,
            -325790.0707662583,
            434315.6243512189
        ],
        [
            286.769513,
            66.058746,
            220.710766,
            108.525554,
            -325.790071,
            434.315624
        ],
        [
            0.192894,
            0.044434,
            0.14846,
            0.049444,
            0,
            0.112786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126099,
            -121283,
            -62656,
            -523767,
            -571006,
            -147121
        ],
        [
            1.209,
            1.080685,
            1.398843,
            1.035851,
            0.833554,
            1.405992
        ],
        [
            393,
            197,
            196,
            393,
            197,
            196
        ],
        [
            262,
            128,
            134,
            262,
            128,
            134
        ],
        [
            131,
            69,
            62,
            131,
            69,
            62
        ],
        [
            66.666667,
            64.974619,
            68.367347,
            66.666667,
            64.974619,
            68.367347
        ],
        [
            0.6045,
            0.582557,
            0.647226,
            0.517926,
            0.449338,
            0.650534
        ],
        [
            30416,
            30416,
            16043,
            85016,
            85016,
            78109
        ],
        [
            -39077,
            -39077,
            -32585,
            -170691,
            -170691,
            -58827
        ],
        [
            44,
            49,
            40,
            44,
            49,
            40
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            77,
            91,
            60,
            77,
            91,
            60
        ],
        [
            17543,
            9692,
            7851,
            17543,
            9692,
            7851
        ],
        [
            10.552788,
            10.552788,
            15.302788,
            10.552788,
            10.552788,
            15.302788
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403742,
            -263749,
            306020,
            -303845,
            -577263,
            -39021
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17840,
    "evaluation_days": 1486.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632204000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759598160884,
    "expiration_time": 1764217728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 146,
            "offset": 0,
            "multiplier": 3.2815
        }
    }
}

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)