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Trade: DYDX/USDT/360/SUPERTREND/ZLMA/2348

Strategy
DYDX/USDT/360/SUPERTREND/ZLMA/2348
Pair
DYDX_USDT
Interval
6h
Score
346882
Daily Profit
0.192005
Profit Factor
1.364601
Profitability
60.365854
Streak
16.906012
Best Strategy
Training Data Length
1491.250000
Evaluation Time
2025-10-09 06:44
Expiration Time
2025-11-22 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286327.4545 93721.7704 192605.6841 135756.1729 50204.739 85551.4339
Total P&L (%) 286.3275 93.7218 192.6057 135.7562 50.2047 85.5514
Avg Daily Profit (%) 0.192 0.0628 0.1292 0.0575 0.0273 0.0415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -270456 -72118 -198338 -403985 -88335 -326501
Profit Factor 1.3646 1.2533 1.4638 1.1293 1.114 1.1404
Total Trades 164 82 82 164 82 82
Winning Trades 99 49 50 99 49 50
Losing Trades 65 33 32 65 33 32
Profitability (%) 60.3659 59.7561 60.9756 60.3659 59.7561 60.9756
Ratio Avg Win / Avg Loss 0.896 0.844 0.9368 0.7415 0.7502 0.7298
Largest Winning Trade 67336 67336 58709 103876 103876 80969
Largest Losing Trade -45314 -20296 -45314 -121331 -44446 -121331
Avg Bars in Trades 34 20 49 34 20 49
Avg Bars in Winners 36 16 56 36 16 56
Avg Bars in Losers 31 25 37 31 25 37
Bars Traded 5691 1657 4034 5691 1657 4034
Profit Streak 16.906 16.906 61.906 16.906 16.906 61.906
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346882 -112943 -22961 -192797 -256648 -207075
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634277600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981479437,
    "expiration_time": 1763833320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 118,
            "offset": 0,
            "multiplier": 3.80657
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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": [
        [
            286327.4544695026,
            93721.7703989144,
            192605.6840705881,
            135756.1729068023,
            50204.7390316653,
            85551.433875137
        ],
        [
            286.327454,
            93.72177,
            192.605684,
            135.756173,
            50.204739,
            85.551434
        ],
        [
            0.192005,
            0.062848,
            0.129157,
            0.057527,
            0.027285,
            0.041461
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -270456,
            -72118,
            -198338,
            -403985,
            -88335,
            -326501
        ],
        [
            1.364601,
            1.253272,
            1.463805,
            1.129299,
            1.113962,
            1.140387
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            60.365854,
            59.756098,
            60.97561,
            60.365854,
            59.756098,
            60.97561
        ],
        [
            0.89595,
            0.844041,
            0.936835,
            0.741459,
            0.750219,
            0.729848
        ],
        [
            67336,
            67336,
            58709,
            103876,
            103876,
            80969
        ],
        [
            -45314,
            -20296,
            -45314,
            -121331,
            -44446,
            -121331
        ],
        [
            34,
            20,
            49,
            34,
            20,
            49
        ],
        [
            36,
            16,
            56,
            36,
            16,
            56
        ],
        [
            31,
            25,
            37,
            31,
            25,
            37
        ],
        [
            5691,
            1657,
            4034,
            5691,
            1657,
            4034
        ],
        [
            16.906012,
            16.906012,
            61.906012,
            16.906012,
            16.906012,
            61.906012
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346882,
            -112943,
            -22961,
            -192797,
            -256648,
            -207075
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5965,
    "evaluation_days": 1491.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634277600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981479437,
    "expiration_time": 1763833320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 118,
            "offset": 0,
            "multiplier": 3.80657
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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)