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Trade: DYDX/USDT/480/SUPERTREND/PWMA/6995

Strategy
DYDX/USDT/480/SUPERTREND/PWMA/6995
Pair
DYDX_USDT
Interval
8h
Score
457424
Daily Profit
0.283683
Profit Factor
1.535885
Profitability
60.389610
Streak
4.676791
Best Strategy
Training Data Length
1494.330000
Evaluation Time
2025-10-12 03:14
Expiration Time
2025-11-25 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 423916.6871 132155.5339 291761.1532 -1336399.5036 -410243.3823 -926156.1212
Total P&L (%) 423.9167 132.1555 291.7612 -1336.3995 -410.2434 -926.1561
Avg Daily Profit (%) 0.2837 0.0884 0.1952 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160327 -80379 -138004 -1417779 -495614 -1028103
Profit Factor 1.5359 1.3629 1.6835 0.4663 0.5826 0.3912
Total Trades 154 77 77 154 77 77
Winning Trades 93 43 50 73 37 36
Losing Trades 61 34 27 81 40 41
Profitability (%) 60.3896 55.8442 64.9351 47.4026 48.0519 46.7532
Ratio Avg Win / Avg Loss 1.0074 1.0776 0.9091 0.5174 0.6298 0.4456
Largest Winning Trade 47225 41216 47225 85569 85569 60996
Largest Losing Trade -133763 -40119 -133763 -372062 -182926 -372062
Avg Bars in Trades 28 26 30 28 26 30
Avg Bars in Winners 24 22 26 27 24 30
Avg Bars in Losers 34 32 37 29 29 29
Bars Traded 4376 2061 2315 4376 2061 2315
Profit Streak 4.6768 0 9.0101 0 13.3435 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457424 -115065 -31084 -580703 -622611 -623998
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4483,
    "evaluation_days": 1494.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633766400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760228074776,
    "expiration_time": 1764100512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 47,
            "offset": 0,
            "multiplier": 3.16273
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "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": [
        [
            423916.6871386216,
            132155.5339021523,
            291761.1532364694,
            -1336399.503558005,
            -410243.3823213121,
            -926156.121236693
        ],
        [
            423.916687,
            132.155534,
            291.761153,
            -1336.399504,
            -410.243382,
            -926.156121
        ],
        [
            0.283683,
            0.088438,
            0.195245,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160327,
            -80379,
            -138004,
            -1417779,
            -495614,
            -1028103
        ],
        [
            1.535885,
            1.362882,
            1.68348,
            0.466343,
            0.582601,
            0.391237
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            93,
            43,
            50,
            73,
            37,
            36
        ],
        [
            61,
            34,
            27,
            81,
            40,
            41
        ],
        [
            60.38961,
            55.844156,
            64.935065,
            47.402597,
            48.051948,
            46.753247
        ],
        [
            1.007408,
            1.077627,
            0.909079,
            0.517449,
            0.629839,
            0.445575
        ],
        [
            47225,
            41216,
            47225,
            85569,
            85569,
            60996
        ],
        [
            -133763,
            -40119,
            -133763,
            -372062,
            -182926,
            -372062
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            24,
            22,
            26,
            27,
            24,
            30
        ],
        [
            34,
            32,
            37,
            29,
            29,
            29
        ],
        [
            4376,
            2061,
            2315,
            4376,
            2061,
            2315
        ],
        [
            4.676791,
            0,
            9.010125,
            0,
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            0
        ],
        [
            1,
            0,
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            0,
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        ],
        [
            0.8,
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        ],
        [
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            -580703,
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            -623998
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4483,
    "evaluation_days": 1494.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633766400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760228074776,
    "expiration_time": 1764100512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 47,
            "offset": 0,
            "multiplier": 3.16273
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "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)