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Trade: DYDX/USDT/720/SUPERTREND/EMA/9131

Strategy
DYDX/USDT/720/SUPERTREND/EMA/9131
Pair
DYDX_USDT
Interval
12h
Score
445427
Daily Profit
0.260607
Profit Factor
1.624182
Profitability
63.888889
Streak
142.210881
Best Strategy
Training Data Length
1488.500000
Evaluation Time
2025-10-06 08:03
Expiration Time
2025-11-19 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387913.5602 143144.4218 244769.1384 285416.994 202433.7847 82983.2093
Total P&L (%) 387.9136 143.1444 244.7691 285.417 202.4338 82.9832
Avg Daily Profit (%) 0.2606 0.0962 0.1644 0.0907 0.0744 0.0406
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158600 -68760 -113108 -278479 -112229 -353818
Profit Factor 1.6242 1.547 1.6803 1.24 1.4939 1.1065
Total Trades 108 54 54 108 54 54
Winning Trades 69 31 38 69 31 38
Losing Trades 39 23 16 39 23 16
Profitability (%) 63.8889 57.4074 70.3704 63.8889 57.4074 70.3704
Ratio Avg Win / Avg Loss 0.918 1.1478 0.7075 0.7009 1.1084 0.4659
Largest Winning Trade 52949 52949 42311 90927 71141 90927
Largest Losing Trade -78466 -29482 -78466 -235118 -61298 -235118
Avg Bars in Trades 26 19 33 26 19 33
Avg Bars in Winners 24 15 32 24 15 32
Avg Bars in Losers 29 25 35 29 25 35
Bars Traded 2850 1057 1793 2850 1057 1793
Profit Streak 142.2109 142.2109 150.2109 142.2109 142.2109 150.2109
Trades During Streak 10 5 6 10 5 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445427 -240393 -168249 -69912 -269771 -419699
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2977,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634212800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727020162,
    "expiration_time": 1763566992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 71,
            "offset": 0,
            "multiplier": 2.77134
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 66,
            "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": [
        [
            387913.5601566036,
            143144.4217955619,
            244769.1383610415,
            285416.993971494,
            202433.7847098289,
            82983.209261665
        ],
        [
            387.91356,
            143.144422,
            244.769138,
            285.416994,
            202.433785,
            82.983209
        ],
        [
            0.260607,
            0.096167,
            0.16444,
            0.09068,
            0.074377,
            0.040601
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158600,
            -68760,
            -113108,
            -278479,
            -112229,
            -353818
        ],
        [
            1.624182,
            1.546989,
            1.680331,
            1.240015,
            1.493867,
            1.106489
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            63.888889,
            57.407407,
            70.37037,
            63.888889,
            57.407407,
            70.37037
        ],
        [
            0.918016,
            1.147766,
            0.707508,
            0.700878,
            1.108353,
            0.46589
        ],
        [
            52949,
            52949,
            42311,
            90927,
            71141,
            90927
        ],
        [
            -78466,
            -29482,
            -78466,
            -235118,
            -61298,
            -235118
        ],
        [
            26,
            19,
            33,
            26,
            19,
            33
        ],
        [
            24,
            15,
            32,
            24,
            15,
            32
        ],
        [
            29,
            25,
            35,
            29,
            25,
            35
        ],
        [
            2850,
            1057,
            1793,
            2850,
            1057,
            1793
        ],
        [
            142.210881,
            142.210881,
            150.210881,
            142.210881,
            142.210881,
            150.210881
        ],
        [
            10,
            5,
            6,
            10,
            5,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445427,
            -240393,
            -168249,
            -69912,
            -269771,
            -419699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2977,
    "evaluation_days": 1488.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634212800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759727020162,
    "expiration_time": 1763566992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 71,
            "offset": 0,
            "multiplier": 2.77134
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 66,
            "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)