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Trade: DYDX/USDT/480/SUPERTREND/LINREG/2416

Strategy
DYDX/USDT/480/SUPERTREND/LINREG/2416
Pair
DYDX_USDT
Interval
8h
Score
432555
Daily Profit
0.220082
Profit Factor
1.480121
Profitability
56.363636
Streak
15.532861
Best Strategy
Training Data Length
1485.330000
Evaluation Time
2025-10-03 07:47
Expiration Time
2025-11-16 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326893.8634 96778.3871 230115.4763 425479.9319 325081.9662 100397.9656
Total P&L (%) 326.8939 96.7784 230.1155 425.4799 325.082 100.398
Avg Daily Profit (%) 0.2201 0.0652 0.1549 0.1118 0.0975 0.0468
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63649 -82455 -67015 -560708 -370282 -421378
Profit Factor 1.4801 1.2931 1.6563 1.1255 1.2284 1.051
Total Trades 165 82 83 165 82 83
Winning Trades 93 44 49 93 44 49
Losing Trades 72 38 34 72 38 34
Profitability (%) 56.3636 53.6585 59.0361 56.3636 53.6585 59.0361
Ratio Avg Win / Avg Loss 1.1459 1.1167 1.1493 0.8714 1.0609 0.7293
Largest Winning Trade 68596 68596 57163 200881 190865 200881
Largest Losing Trade -43908 -28238 -43908 -229655 -106531 -229655
Avg Bars in Trades 26 17 34 26 17 34
Avg Bars in Winners 27 18 36 27 18 36
Avg Bars in Losers 23 17 31 23 17 31
Bars Traded 4290 1446 2844 4290 1446 2844
Profit Streak 15.5329 17.8662 15.5329 15.5329 17.8662 15.5329
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432555 -109030 394577 -124893 -66335 -294741
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 1485.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634716800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466839190,
    "expiration_time": 1763299584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 99,
            "offset": 0,
            "multiplier": 2.50931
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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": [
        [
            326893.8633537358,
            96778.3870595764,
            230115.4762941594,
            425479.9318634256,
            325081.9662260584,
            100397.9656373675
        ],
        [
            326.893863,
            96.778387,
            230.115476,
            425.479932,
            325.081966,
            100.397966
        ],
        [
            0.220082,
            0.065156,
            0.154925,
            0.111764,
            0.097474,
            0.046811
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63649,
            -82455,
            -67015,
            -560708,
            -370282,
            -421378
        ],
        [
            1.480121,
            1.293072,
            1.656279,
            1.1255,
            1.228405,
            1.051041
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            56.363636,
            53.658537,
            59.036145,
            56.363636,
            53.658537,
            59.036145
        ],
        [
            1.1459,
            1.116744,
            1.149255,
            0.871355,
            1.060895,
            0.729294
        ],
        [
            68596,
            68596,
            57163,
            200881,
            190865,
            200881
        ],
        [
            -43908,
            -28238,
            -43908,
            -229655,
            -106531,
            -229655
        ],
        [
            26,
            17,
            34,
            26,
            17,
            34
        ],
        [
            27,
            18,
            36,
            27,
            18,
            36
        ],
        [
            23,
            17,
            31,
            23,
            17,
            31
        ],
        [
            4290,
            1446,
            2844,
            4290,
            1446,
            2844
        ],
        [
            15.532861,
            17.866194,
            15.532861,
            15.532861,
            17.866194,
            15.532861
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432555,
            -109030,
            394577,
            -124893,
            -66335,
            -294741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 1485.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634716800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466839190,
    "expiration_time": 1763299584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 99,
            "offset": 0,
            "multiplier": 2.50931
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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)