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Trade: DYDX/USDT/120/SUPERTREND/KCL/6645

Strategy
DYDX/USDT/120/SUPERTREND/KCL/6645
Pair
DYDX_USDT
Interval
2h
Score
373909
Daily Profit
0.190849
Profit Factor
1.599159
Profitability
63.414634
Streak
0.000000
Best Strategy
Training Data Length
1493.670000
Evaluation Time
2025-10-11 20:07
Expiration Time
2025-12-04 12:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285065.7877 29131.5522 255934.2355 166648.7215 -35713.8418 202362.5633
Total P&L (%) 285.0658 29.1316 255.9342 166.6487 -35.7138 202.3626
Avg Daily Profit (%) 0.1908 0.0195 0.1713 0.0657 -0.0296 0.0741
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98681 -28318 -114089 -540012 -157551 -519405
Profit Factor 1.5992 1.1941 1.7858 1.1199 0.907 1.2012
Total Trades 164 82 82 164 82 82
Winning Trades 104 50 54 104 50 54
Losing Trades 60 32 28 60 32 28
Profitability (%) 63.4146 60.9756 65.8537 63.4146 60.9756 65.8537
Ratio Avg Win / Avg Loss 0.9226 0.7642 0.926 0.6461 0.5805 0.6229
Largest Winning Trade 38620 19603 38620 152918 50910 152918
Largest Losing Trade -81520 -21173 -81520 -379133 -128152 -379133
Avg Bars in Trades 105 11 199 105 11 199
Avg Bars in Winners 76 9 138 76 9 138
Avg Bars in Losers 156 16 317 156 16 317
Bars Traded 17313 978 16335 17313 978 16335
Profit Streak 0 115.8803 0 0 115.8803 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373909 -180568 210959 -192905 -582694 -98312
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17924,
    "evaluation_days": 1493.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632232800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760202457151,
    "expiration_time": 1764844300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 245,
            "offset": 0,
            "multiplier": 1.86652
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            285065.78767573,
            29131.5521994493,
            255934.2354762805,
            166648.7215262756,
            -35713.8418037576,
            202362.5633300334
        ],
        [
            285.065788,
            29.131552,
            255.934235,
            166.648722,
            -35.713842,
            202.362563
        ],
        [
            0.190849,
            0.019503,
            0.171346,
            0.065683,
            -0.029576,
            0.074104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98681,
            -28318,
            -114089,
            -540012,
            -157551,
            -519405
        ],
        [
            1.599159,
            1.19412,
            1.78578,
            1.119927,
            0.906992,
            1.201237
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            104,
            50,
            54,
            104,
            50,
            54
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            63.414634,
            60.97561,
            65.853659,
            63.414634,
            60.97561,
            65.853659
        ],
        [
            0.922592,
            0.764237,
            0.92596,
            0.646112,
            0.580475,
            0.622864
        ],
        [
            38620,
            19603,
            38620,
            152918,
            50910,
            152918
        ],
        [
            -81520,
            -21173,
            -81520,
            -379133,
            -128152,
            -379133
        ],
        [
            105,
            11,
            199,
            105,
            11,
            199
        ],
        [
            76,
            9,
            138,
            76,
            9,
            138
        ],
        [
            156,
            16,
            317,
            156,
            16,
            317
        ],
        [
            17313,
            978,
            16335,
            17313,
            978,
            16335
        ],
        [
            0,
            115.880291,
            0,
            0,
            115.880291,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373909,
            -180568,
            210959,
            -192905,
            -582694,
            -98312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17924,
    "evaluation_days": 1493.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632232800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760202457151,
    "expiration_time": 1764844300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 245,
            "offset": 0,
            "multiplier": 1.86652
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)