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Trade: DYDX/USDT/120/MIDPRICE/VWMA/9648

Strategy
DYDX/USDT/120/MIDPRICE/VWMA/9648
Pair
DYDX_USDT
Interval
2h
Score
345645
Daily Profit
0.206082
Profit Factor
1.450458
Profitability
47.200000
Streak
16.945235
Best Strategy
Training Data Length
1492.920000
Evaluation Time
2025-10-11 01:41
Expiration Time
2025-12-03 17:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307664.1789 78640.0147 229024.1643 123042.8361 179699.6859 -56656.8498
Total P&L (%) 307.6642 78.64 229.0242 123.0428 179.6997 -56.6569
Avg Daily Profit (%) 0.2061 0.0527 0.1534 0.0537 0.0689 -0.056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256315 -132397 -147524 -2411334 -1510391 -999520
Profit Factor 1.4505 1.2096 1.7442 1.0336 1.0842 0.9629
Total Trades 125 62 63 125 62 63
Winning Trades 59 25 34 59 25 34
Losing Trades 66 37 29 66 37 29
Profitability (%) 47.2 40.3226 53.9683 47.2 40.3226 53.9683
Ratio Avg Win / Avg Loss 1.6225 1.7902 1.4877 1.1562 1.6047 0.8213
Largest Winning Trade 143343 143343 58061 1408615 1408615 238137
Largest Losing Trade -32247 -23378 -32247 -364228 -364228 -337991
Avg Bars in Trades 139 111 167 139 111 167
Avg Bars in Winners 174 120 213 174 120 213
Avg Bars in Losers 108 105 112 108 105 112
Bars Traded 17449 6925 10524 17449 6925 10524
Profit Streak 16.9452 0 26.6952 16.9452 0 26.6952
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345645 -280152 -136206 -304897 -385903 -726402
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17915,
    "evaluation_days": 1492.92,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632945600000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760136068295,
    "expiration_time": 1764777168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "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": [
        [
            307664.1789352207,
            78640.0146583402,
            229024.1642768807,
            123042.8361475683,
            179699.6859042164,
            -56656.8497566477
        ],
        [
            307.664179,
            78.640015,
            229.024164,
            123.042836,
            179.699686,
            -56.65685
        ],
        [
            0.206082,
            0.052675,
            0.153407,
            0.053748,
            0.068919,
            -0.055983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256315,
            -132397,
            -147524,
            -2411334,
            -1510391,
            -999520
        ],
        [
            1.450458,
            1.209569,
            1.744171,
            1.033598,
            1.084226,
            0.962937
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            66,
            37,
            29,
            66,
            37,
            29
        ],
        [
            47.2,
            40.322581,
            53.968254,
            47.2,
            40.322581,
            53.968254
        ],
        [
            1.622546,
            1.790163,
            1.487675,
            1.156228,
            1.604654,
            0.821329
        ],
        [
            143343,
            143343,
            58061,
            1408615,
            1408615,
            238137
        ],
        [
            -32247,
            -23378,
            -32247,
            -364228,
            -364228,
            -337991
        ],
        [
            139,
            111,
            167,
            139,
            111,
            167
        ],
        [
            174,
            120,
            213,
            174,
            120,
            213
        ],
        [
            108,
            105,
            112,
            108,
            105,
            112
        ],
        [
            17449,
            6925,
            10524,
            17449,
            6925,
            10524
        ],
        [
            16.945235,
            0,
            26.695235,
            16.945235,
            0,
            26.695235
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            345645,
            -280152,
            -136206,
            -304897,
            -385903,
            -726402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17915,
    "evaluation_days": 1492.92,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632945600000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760136068295,
    "expiration_time": 1764777168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "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)