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Trade: DYDX/USDT/720/SUPERTREND/SINWMA/8497

Strategy
DYDX/USDT/720/SUPERTREND/SINWMA/8497
Pair
DYDX_USDT
Interval
12h
Score
336582
Daily Profit
0.156376
Profit Factor
1.405694
Profitability
60.439560
Streak
63.948671
Best Strategy
Training Data Length
1493.500000
Evaluation Time
2025-10-11 13:46
Expiration Time
2025-11-24 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233547.6732 30132.1897 203415.4835 42423.8478 -60909.3535 103333.2012
Total P&L (%) 233.5477 30.1322 203.4155 42.4238 -60.9094 103.3332
Avg Daily Profit (%) 0.1564 0.0202 0.1362 0.0237 -0.0629 0.0475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92671 -69229 -82057 -97853 -87060 -129694
Profit Factor 1.4057 1.1039 1.7119 1.0769 0.7785 1.3739
Total Trades 91 45 46 91 45 46
Winning Trades 55 26 29 55 26 29
Losing Trades 36 19 17 36 19 17
Profitability (%) 60.4396 57.7778 63.0435 60.4396 57.7778 63.0435
Ratio Avg Win / Avg Loss 0.9201 0.8067 1.0035 0.7049 0.5689 0.8054
Largest Winning Trade 50471 40773 50471 47772 21109 47772
Largest Losing Trade -62658 -45621 -62658 -74093 -56487 -74093
Avg Bars in Trades 31 25 36 31 25 36
Avg Bars in Winners 25 20 29 25 20 29
Avg Bars in Losers 40 32 48 40 32 48
Bars Traded 2846 1168 1678 2846 1168 1678
Profit Streak 63.9487 139.4487 63.9487 63.9487 139.4487 63.9487
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336582 -274138 -6334 -297756 -578043 -127828
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2987,
    "evaluation_days": 1493.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634860800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760179565223,
    "expiration_time": 1764011952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 86,
            "offset": 0,
            "multiplier": 2.97539
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "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": [
        [
            233547.6731723777,
            30132.1897104495,
            203415.4834619281,
            42423.8477684151,
            -60909.3534726814,
            103333.2012410965
        ],
        [
            233.547673,
            30.13219,
            203.415483,
            42.423848,
            -60.909353,
            103.333201
        ],
        [
            0.156376,
            0.020176,
            0.136201,
            0.023681,
            -0.062872,
            0.047529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92671,
            -69229,
            -82057,
            -97853,
            -87060,
            -129694
        ],
        [
            1.405694,
            1.103932,
            1.711863,
            1.076943,
            0.778484,
            1.37385
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            60.43956,
            57.777778,
            63.043478,
            60.43956,
            57.777778,
            63.043478
        ],
        [
            0.920091,
            0.806719,
            1.003506,
            0.704908,
            0.568892,
            0.80536
        ],
        [
            50471,
            40773,
            50471,
            47772,
            21109,
            47772
        ],
        [
            -62658,
            -45621,
            -62658,
            -74093,
            -56487,
            -74093
        ],
        [
            31,
            25,
            36,
            31,
            25,
            36
        ],
        [
            25,
            20,
            29,
            25,
            20,
            29
        ],
        [
            40,
            32,
            48,
            40,
            32,
            48
        ],
        [
            2846,
            1168,
            1678,
            2846,
            1168,
            1678
        ],
        [
            63.948671,
            139.448671,
            63.948671,
            63.948672,
            139.448672,
            63.948672
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336582,
            -274138,
            -6334,
            -297756,
            -578043,
            -127828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2987,
    "evaluation_days": 1493.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634860800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760179565223,
    "expiration_time": 1764011952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 86,
            "offset": 0,
            "multiplier": 2.97539
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "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)