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Trade: DYDX/USDT/120/VWMA/BBM/8662

Strategy
DYDX/USDT/120/VWMA/BBM/8662
Pair
DYDX_USDT
Interval
2h
Score
337295
Daily Profit
0.148854
Profit Factor
1.849484
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-26 15:14
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348917.5001 129123.0653 219794.4348 370173.0225 294245.0207 75928.0018
Total P&L (%) 348.9175 129.1231 219.7944 370.173 294.245 75.928
Avg Daily Profit (%) 0.2363 0.0874 0.1489 0.1049 0.0929 0.0383
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138367 -61063 -91679 -773096 -367489 -585742
Profit Factor 1.6687 1.4909 1.8495 1.1642 1.2829 1.0626
Total Trades 81 40 41 81 40 41
Winning Trades 33 12 21 33 12 21
Losing Trades 48 28 20 48 28 20
Profitability (%) 40.7407 30 51.2195 40.7407 30 51.2195
Ratio Avg Win / Avg Loss 2.4272 3.4787 1.7614 1.6934 2.9934 1.012
Largest Winning Trade 102418 102418 70129 485705 485705 149946
Largest Losing Trade -28557 -25582 -28557 -174451 -119728 -174451
Avg Bars in Trades 211 163 258 211 163 258
Avg Bars in Winners 336 289 362 336 289 362
Avg Bars in Losers 125 109 149 125 109 149
Bars Traded 17127 6532 10595 17127 6532 10595
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -8786 -81598 337295 -111606 -75536 -293314

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632794400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758888896284,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 4.66421
        }
    }
}
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": [
        [
            348917.5000579132,
            129123.0652995422,
            219794.4347583711,
            370173.0225025889,
            294245.0207126583,
            75928.0017899306
        ],
        [
            348.9175,
            129.123065,
            219.794435,
            370.173023,
            294.245021,
            75.928002
        ],
        [
            0.236301,
            0.087447,
            0.148854,
            0.104887,
            0.092947,
            0.038265
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138367,
            -61063,
            -91679,
            -773096,
            -367489,
            -585742
        ],
        [
            1.668696,
            1.49087,
            1.849484,
            1.164223,
            1.282868,
            1.06255
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            33,
            12,
            21,
            33,
            12,
            21
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            40.740741,
            30,
            51.219512,
            40.740741,
            30,
            51.219512
        ],
        [
            2.427193,
            3.478696,
            1.761413,
            1.693415,
            2.993359,
            1.011953
        ],
        [
            102418,
            102418,
            70129,
            485705,
            485705,
            149946
        ],
        [
            -28557,
            -25582,
            -28557,
            -174451,
            -119728,
            -174451
        ],
        [
            211,
            163,
            258,
            211,
            163,
            258
        ],
        [
            336,
            289,
            362,
            336,
            289,
            362
        ],
        [
            125,
            109,
            149,
            125,
            109,
            149
        ],
        [
            17127,
            6532,
            10595,
            17127,
            6532,
            10595
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8786,
            -81598,
            337295,
            -111606,
            -75536,
            -293314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632794400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758888896284,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 4.66421
        }
    }
}

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)