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Trade: DYDX/USDT/120/VWMA/PWMA/2824

Strategy
DYDX/USDT/120/VWMA/PWMA/2824
Pair
DYDX_USDT
Interval
2h
Score
346964
Daily Profit
0.194570
Profit Factor
1.214147
Profitability
53.589744
Streak
0.000000
Best Strategy
Training Data Length
1492.750000
Evaluation Time
2025-10-10 22:59
Expiration Time
2025-12-03 13:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290444.7544 129906.7608 160537.9936 -116905.1317 -34864.6792 -82040.4525
Total P&L (%) 290.4448 129.9068 160.538 -116.9051 -34.8647 -82.0405
Avg Daily Profit (%) 0.1946 0.087 0.1075 0 -0.0287 -0.115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174251 -89090 -153786 -214902 -54543 -95069
Profit Factor 1.2141 1.2079 1.2195 0.7616 0.8229 0.7205
Total Trades 390 195 195 390 195 195
Winning Trades 209 95 114 179 99 80
Losing Trades 181 100 81 211 96 115
Profitability (%) 53.5897 48.7179 58.4615 45.8974 50.7692 41.0256
Ratio Avg Win / Avg Loss 1.0515 1.2715 0.8665 0.8978 0.798 1.0358
Largest Winning Trade 78087 78087 33520 101728 25134 101728
Largest Losing Trade -107274 -37026 -107274 -98969 -31095 -98969
Avg Bars in Trades 45 43 47 45 43 47
Avg Bars in Winners 36 32 39 55 54 57
Avg Bars in Losers 55 53 57 36 32 40
Bars Traded 17718 8512 9206 17718 8512 9206
Profit Streak 0 0 0 12.833 12.833 17.083
Trades During Streak 0 0 0 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346964 -77285 -49925 -578734 -579131 -580657
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17913,
    "evaluation_days": 1492.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632124800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760126366963,
    "expiration_time": 1764762249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "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": [
        [
            290444.7543970559,
            129906.7607702228,
            160537.9936268332,
            -116905.1316628736,
            -34864.6791519943,
            -82040.4525108794
        ],
        [
            290.444754,
            129.906761,
            160.537994,
            -116.905132,
            -34.864679,
            -82.040453
        ],
        [
            0.19457,
            0.087025,
            0.107545,
            0,
            -0.028715,
            -0.11496
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174251,
            -89090,
            -153786,
            -214902,
            -54543,
            -95069
        ],
        [
            1.214147,
            1.207901,
            1.219482,
            0.761631,
            0.822909,
            0.720536
        ],
        [
            390,
            195,
            195,
            390,
            195,
            195
        ],
        [
            209,
            95,
            114,
            179,
            99,
            80
        ],
        [
            181,
            100,
            81,
            211,
            96,
            115
        ],
        [
            53.589744,
            48.717949,
            58.461538,
            45.897436,
            50.769231,
            41.025641
        ],
        [
            1.051486,
            1.271474,
            0.866474,
            0.897788,
            0.797972,
            1.03577
        ],
        [
            78087,
            78087,
            33520,
            101728,
            25134,
            101728
        ],
        [
            -107274,
            -37026,
            -107274,
            -98969,
            -31095,
            -98969
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            36,
            32,
            39,
            55,
            54,
            57
        ],
        [
            55,
            53,
            57,
            36,
            32,
            40
        ],
        [
            17718,
            8512,
            9206,
            17718,
            8512,
            9206
        ],
        [
            0,
            0,
            0,
            12.832951,
            12.832951,
            17.082951
        ],
        [
            0,
            0,
            0,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346964,
            -77285,
            -49925,
            -578734,
            -579131,
            -580657
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17913,
    "evaluation_days": 1492.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632124800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760126366963,
    "expiration_time": 1764762249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "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)