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Trade: DYDX/USDT/120/VWMA/SWMA/9762

Strategy
DYDX/USDT/120/VWMA/SWMA/9762
Pair
DYDX_USDT
Interval
2h
Score
359829
Daily Profit
0.155772
Profit Factor
1.585450
Profitability
55.294118
Streak
18.076300
Best Strategy
Training Data Length
1481.250000
Evaluation Time
2025-09-29 10:49
Expiration Time
2025-11-21 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303849.511 73112.555 230736.956 228004.0946 -24714.2316 252718.3263
Total P&L (%) 303.8495 73.1126 230.737 228.0041 -24.7142 252.7183
Avg Daily Profit (%) 0.2051 0.0494 0.1558 0.0802 -0.0192 0.0851
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167010 -79558 -117511 -246303 -127266 -194165
Profit Factor 1.3957 1.1956 1.5855 1.2005 0.9563 1.4415
Total Trades 171 86 85 171 86 85
Winning Trades 86 39 47 86 39 47
Losing Trades 85 47 38 85 47 38
Profitability (%) 50.2924 45.3488 55.2941 50.2924 45.3488 55.2941
Ratio Avg Win / Avg Loss 1.3795 1.4409 1.2819 1.1865 1.1524 1.1655
Largest Winning Trade 72153 72153 53810 97886 79296 97886
Largest Losing Trade -28207 -22970 -28207 -99644 -59492 -99644
Avg Bars in Trades 102 84 120 102 84 120
Avg Bars in Winners 118 92 140 118 92 140
Avg Bars in Losers 85 77 95 85 77 95
Bars Traded 17486 7250 10236 17486 7250 10236
Profit Streak 0 0 18.0763 0 0 18.0763
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333623 -134463 359829 -85430 -581244 -77422
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17775,
    "evaluation_days": 1481.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632571200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759132192362,
    "expiration_time": 1763732880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 81,
            "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": [
        [
            303849.5110188115,
            73112.5550158462,
            230736.9560029652,
            228004.094628542,
            -24714.2316377955,
            252718.3262663373
        ],
        [
            303.849511,
            73.112555,
            230.736956,
            228.004095,
            -24.714232,
            252.718326
        ],
        [
            0.20513,
            0.049359,
            0.155772,
            0.080225,
            -0.019163,
            0.085133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167010,
            -79558,
            -117511,
            -246303,
            -127266,
            -194165
        ],
        [
            1.395714,
            1.195628,
            1.58545,
            1.20048,
            0.956252,
            1.441536
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            86,
            39,
            47,
            86,
            39,
            47
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            50.292398,
            45.348837,
            55.294118,
            50.292398,
            45.348837,
            55.294118
        ],
        [
            1.379484,
            1.440885,
            1.281853,
            1.186521,
            1.152407,
            1.165497
        ],
        [
            72153,
            72153,
            53810,
            97886,
            79296,
            97886
        ],
        [
            -28207,
            -22970,
            -28207,
            -99644,
            -59492,
            -99644
        ],
        [
            102,
            84,
            120,
            102,
            84,
            120
        ],
        [
            118,
            92,
            140,
            118,
            92,
            140
        ],
        [
            85,
            77,
            95,
            85,
            77,
            95
        ],
        [
            17486,
            7250,
            10236,
            17486,
            7250,
            10236
        ],
        [
            0,
            0,
            18.0763,
            0,
            0,
            18.0763
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333623,
            -134463,
            359829,
            -85430,
            -581244,
            -77422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17775,
    "evaluation_days": 1481.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632571200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759132192362,
    "expiration_time": 1763732880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 81,
            "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)