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Trade: DYDX/USDT/240/HILO/VWMA/4941

Strategy
DYDX/USDT/240/HILO/VWMA/4941
Pair
DYDX_USDT
Interval
4h
Score
529968
Daily Profit
0.400458
Profit Factor
1.405053
Profitability
53.658537
Streak
5.458080
Best Strategy
Training Data Length
1476.670000
Evaluation Time
2025-09-27 13:59
Expiration Time
2025-11-07 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 591344.0179 263351.6782 327992.3397 3092996.3521 628645.6257 2464350.7264
Total P&L (%) 591.344 263.3517 327.9923 3092.9964 628.6456 2464.3507
Avg Daily Profit (%) 0.4005 0.1783 0.2221 0.2348 0.1346 0.2199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134079 -132832 -50518 -2731158 -2882990 -1429891
Profit Factor 1.4051 1.2986 1.5675 1.1314 1.0473 1.2403
Total Trades 533 266 267 533 266 267
Winning Trades 286 125 161 286 125 161
Losing Trades 247 141 106 247 141 106
Profitability (%) 53.6585 46.9925 60.2996 53.6585 46.9925 60.2996
Ratio Avg Win / Avg Loss 1.2135 1.4648 1.032 0.9771 1.1814 0.8166
Largest Winning Trade 79188 79188 25845 646115 646115 639526
Largest Losing Trade -25826 -25826 -23074 -791295 -616935 -791295
Avg Bars in Trades 16 22 10 16 22 10
Avg Bars in Winners 16 23 10 16 23 10
Avg Bars in Losers 16 20 11 16 20 11
Bars Traded 8790 5880 2910 8790 5880 2910
Profit Streak 5.4581 0 6.2914 5.4581 0 6.2914
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529968 268395 456333 -65096 -181484 338678
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631736000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758970778155,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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": [
        [
            591344.0179144773,
            263351.6782386322,
            327992.3396758455,
            3092996.3521321556,
            628645.625692832,
            2464350.726439324
        ],
        [
            591.344018,
            263.351678,
            327.99234,
            3092.996352,
            628.645626,
            2464.350726
        ],
        [
            0.400458,
            0.178342,
            0.222116,
            0.234826,
            0.134583,
            0.219945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134079,
            -132832,
            -50518,
            -2731158,
            -2882990,
            -1429891
        ],
        [
            1.405053,
            1.298596,
            1.567509,
            1.13138,
            1.047313,
            1.240297
        ],
        [
            533,
            266,
            267,
            533,
            266,
            267
        ],
        [
            286,
            125,
            161,
            286,
            125,
            161
        ],
        [
            247,
            141,
            106,
            247,
            141,
            106
        ],
        [
            53.658537,
            46.992481,
            60.299625,
            53.658537,
            46.992481,
            60.299625
        ],
        [
            1.213455,
            1.464816,
            1.032025,
            0.977101,
            1.181369,
            0.816593
        ],
        [
            79188,
            79188,
            25845,
            646115,
            646115,
            639526
        ],
        [
            -25826,
            -25826,
            -23074,
            -791295,
            -616935,
            -791295
        ],
        [
            16,
            22,
            10,
            16,
            22,
            10
        ],
        [
            16,
            23,
            10,
            16,
            23,
            10
        ],
        [
            16,
            20,
            11,
            16,
            20,
            11
        ],
        [
            8790,
            5880,
            2910,
            8790,
            5880,
            2910
        ],
        [
            5.45808,
            0,
            6.291414,
            5.45808,
            0,
            6.291414
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            529968,
            268395,
            456333,
            -65096,
            -181484,
            338678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8860,
    "evaluation_days": 1476.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1631736000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758970778155,
    "expiration_time": 1762542720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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)