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Trade: DYDX/USDT/240/SUPERTREND/PWMA/8565

Strategy
DYDX/USDT/240/SUPERTREND/PWMA/8565
Pair
DYDX_USDT
Interval
4h
Score
430046
Daily Profit
0.320905
Profit Factor
1.560185
Profitability
61.502347
Streak
7.596128
Best Strategy
Training Data Length
1489.500000
Evaluation Time
2025-10-07 13:18
Expiration Time
2025-11-21 02:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477987.9772 167142.4218 310845.5554 764994.5698 465970.8135 299023.7563
Total P&L (%) 477.988 167.1424 310.8456 764.9946 465.9708 299.0238
Avg Daily Profit (%) 0.3209 0.1122 0.2087 0.145 0.1164 0.093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130341 -71596 -114081 -349811 -149838 -299376
Profit Factor 1.5602 1.426 1.6744 1.3915 1.573 1.2622
Total Trades 213 107 106 213 107 106
Winning Trades 131 65 66 131 65 66
Losing Trades 82 42 40 82 42 40
Profitability (%) 61.5023 60.7477 62.2642 61.5023 60.7477 62.2642
Ratio Avg Win / Avg Loss 0.9766 0.9214 1.0148 0.871 1.0164 0.7649
Largest Winning Trade 41881 38443 41881 161248 161248 132044
Largest Losing Trade -80855 -33610 -80855 -227210 -144422 -227210
Avg Bars in Trades 41 32 49 41 32 49
Avg Bars in Winners 34 26 42 34 26 42
Avg Bars in Losers 51 42 60 51 42 60
Bars Traded 8737 3516 5220 8737 3516 5220
Profit Streak 7.5961 31.0961 0 7.5961 31.0961 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430046 -41416 398666 113246 -33215 -69369
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8937,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759832305470,
    "expiration_time": 1763684784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 218,
            "offset": 0,
            "multiplier": 4.79968
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "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": [
        [
            477987.9771989959,
            167142.421837669,
            310845.5553613271,
            764994.5697896235,
            465970.8134733562,
            299023.7563162673
        ],
        [
            477.987977,
            167.142422,
            310.845555,
            764.99457,
            465.970813,
            299.023756
        ],
        [
            0.320905,
            0.112214,
            0.208691,
            0.144956,
            0.116441,
            0.09295
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130341,
            -71596,
            -114081,
            -349811,
            -149838,
            -299376
        ],
        [
            1.560185,
            1.42598,
            1.674436,
            1.391539,
            1.572992,
            1.262165
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            82,
            42,
            40,
            82,
            42,
            40
        ],
        [
            61.502347,
            60.747664,
            62.264151,
            61.502347,
            60.747664,
            62.264151
        ],
        [
            0.976604,
            0.921403,
            1.014809,
            0.871039,
            1.016395,
            0.764949
        ],
        [
            41881,
            38443,
            41881,
            161248,
            161248,
            132044
        ],
        [
            -80855,
            -33610,
            -80855,
            -227210,
            -144422,
            -227210
        ],
        [
            41,
            32,
            49,
            41,
            32,
            49
        ],
        [
            34,
            26,
            42,
            34,
            26,
            42
        ],
        [
            51,
            42,
            60,
            51,
            42,
            60
        ],
        [
            8737,
            3516,
            5220,
            8737,
            3516,
            5220
        ],
        [
            7.596128,
            31.096128,
            0,
            7.596128,
            31.096128,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            430046,
            -41416,
            398666,
            113246,
            -33215,
            -69369
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8937,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633305600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759832305470,
    "expiration_time": 1763684784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 218,
            "offset": 0,
            "multiplier": 4.79968
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "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)