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Trade: DYDX/USDT/360/SUPERTREND/MIDPRICE/8407

Strategy
DYDX/USDT/360/SUPERTREND/MIDPRICE/8407
Pair
DYDX_USDT
Interval
6h
Score
422361
Daily Profit
0.311853
Profit Factor
1.357711
Profitability
50.636943
Streak
5.053657
Best Strategy
Training Data Length
1476.750000
Evaluation Time
2025-09-27 04:17
Expiration Time
2025-11-07 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460528.9505 201006.5181 259522.4324 754595.4735 405898.0409 348697.4326
Total P&L (%) 460.529 201.0065 259.5224 754.5955 405.898 348.6974
Avg Daily Profit (%) 0.3119 0.1361 0.1757 0.1454 0.1098 0.1017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73677 -72338 -97844 -348033 -163773 -298248
Profit Factor 1.3577 1.3206 1.3929 1.2038 1.2377 1.1749
Total Trades 314 157 157 314 157 157
Winning Trades 159 77 82 159 77 82
Losing Trades 155 80 75 155 80 75
Profitability (%) 50.6369 49.0446 52.2293 50.6369 49.0446 52.2293
Ratio Avg Win / Avg Loss 1.3236 1.3721 1.274 1.1736 1.2859 1.0746
Largest Winning Trade 53226 53226 45863 176987 164356 176987
Largest Losing Trade -43029 -25149 -43029 -129851 -92804 -129851
Avg Bars in Trades 18 17 19 18 17 19
Avg Bars in Winners 18 17 19 18 17 19
Avg Bars in Losers 18 18 19 18 18 19
Bars Traded 5865 2800 3065 5865 2800 3065
Profit Streak 5.0537 0 9.3037 5.0537 0 9.3037
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422361 -10937 344365 132334 -46476 -83884
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631836800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935835941,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 2.61938
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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": [
        [
            460528.9505451907,
            201006.5181012457,
            259522.4324439453,
            754595.4734932091,
            405898.0408679642,
            348697.4326252448
        ],
        [
            460.528951,
            201.006518,
            259.522432,
            754.595473,
            405.898041,
            348.697433
        ],
        [
            0.311853,
            0.136114,
            0.175739,
            0.145388,
            0.10984,
            0.101706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73677,
            -72338,
            -97844,
            -348033,
            -163773,
            -298248
        ],
        [
            1.357711,
            1.320641,
            1.392892,
            1.203844,
            1.237699,
            1.174855
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            159,
            77,
            82,
            159,
            77,
            82
        ],
        [
            155,
            80,
            75,
            155,
            80,
            75
        ],
        [
            50.636943,
            49.044586,
            52.229299,
            50.636943,
            49.044586,
            52.229299
        ],
        [
            1.323554,
            1.372094,
            1.273987,
            1.173559,
            1.285921,
            1.074562
        ],
        [
            53226,
            53226,
            45863,
            176987,
            164356,
            176987
        ],
        [
            -43029,
            -25149,
            -43029,
            -129851,
            -92804,
            -129851
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            5865,
            2800,
            3065,
            5865,
            2800,
            3065
        ],
        [
            5.053657,
            0,
            9.303657,
            5.053657,
            0,
            9.303657
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422361,
            -10937,
            344365,
            132334,
            -46476,
            -83884
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5907,
    "evaluation_days": 1476.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631836800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935835941,
    "expiration_time": 1762542936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 2.61938
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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)