← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/360/SUPERTREND/PWMA/4360

Strategy
DYDX/USDT/360/SUPERTREND/PWMA/4360
Pair
DYDX_USDT
Interval
6h
Score
415565
Daily Profit
0.335325
Profit Factor
1.534406
Profitability
61.792453
Streak
0.000000
Best Strategy
Training Data Length
1482.250000
Evaluation Time
2025-09-30 08:21
Expiration Time
2025-11-13 13:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497035.3731 188201.9921 308833.3811 1096422.4875 510734.4166 585688.0709
Total P&L (%) 497.0354 188.202 308.8334 1096.4225 510.7344 585.6881
Avg Daily Profit (%) 0.3353 0.127 0.2084 0.1676 0.1222 0.13
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96845 -53620 -97111 -1061684 -430273 -858444
Profit Factor 1.5344 1.4076 1.6594 1.2296 1.2514 1.2135
Total Trades 212 106 106 212 106 106
Winning Trades 131 64 67 131 64 67
Losing Trades 81 42 39 81 42 39
Profitability (%) 61.7925 60.3774 63.2075 61.7925 60.3774 63.2075
Ratio Avg Win / Avg Loss 0.9488 0.9237 0.9659 0.7603 0.8212 0.7063
Largest Winning Trade 44450 44450 43010 402954 345892 402954
Largest Losing Trade -49160 -42239 -49160 -485304 -326940 -485304
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 25 23 26 25 23 26
Avg Bars in Losers 31 31 30 31 31 30
Bars Traded 5820 2862 2958 5820 2862 2958
Profit Streak 0 0 18.4734 0 0 18.4734
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415565 -23087 372165 311892 -30049 -18925
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5929,
    "evaluation_days": 1482.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632657600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209701372,
    "expiration_time": 1763032392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 17,
            "offset": 0,
            "multiplier": 4.67889
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "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": [
        [
            497035.3731430155,
            188201.9920906302,
            308833.3810523852,
            1096422.4875130905,
            510734.4166493338,
            585688.0708637566
        ],
        [
            497.035373,
            188.201992,
            308.833381,
            1096.422488,
            510.734417,
            585.688071
        ],
        [
            0.335325,
            0.12697,
            0.208354,
            0.167583,
            0.122152,
            0.129972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96845,
            -53620,
            -97111,
            -1061684,
            -430273,
            -858444
        ],
        [
            1.534406,
            1.40759,
            1.659439,
            1.229588,
            1.251377,
            1.213454
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            131,
            64,
            67,
            131,
            64,
            67
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            61.792453,
            60.377358,
            63.207547,
            61.792453,
            60.377358,
            63.207547
        ],
        [
            0.948755,
            0.923731,
            0.965942,
            0.76028,
            0.821216,
            0.706339
        ],
        [
            44450,
            44450,
            43010,
            402954,
            345892,
            402954
        ],
        [
            -49160,
            -42239,
            -49160,
            -485304,
            -326940,
            -485304
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            25,
            23,
            26,
            25,
            23,
            26
        ],
        [
            31,
            31,
            30,
            31,
            31,
            30
        ],
        [
            5820,
            2862,
            2958,
            5820,
            2862,
            2958
        ],
        [
            0,
            0,
            18.473395,
            0,
            0,
            18.473395
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415565,
            -23087,
            372165,
            311892,
            -30049,
            -18925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5929,
    "evaluation_days": 1482.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632657600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209701372,
    "expiration_time": 1763032392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 17,
            "offset": 0,
            "multiplier": 4.67889
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "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)