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Trade: DYDX/USDT/480/VWMA/HMA/3680

Strategy
DYDX/USDT/480/VWMA/HMA/3680
Pair
DYDX_USDT
Interval
8h
Score
484037
Daily Profit
0.169529
Profit Factor
2.290290
Profitability
58.974359
Streak
28.200543
Best Strategy
Training Data Length
1493.330000
Evaluation Time
2025-10-11 07:48
Expiration Time
2025-11-24 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333436.761 80273.3982 253163.3629 364687.959 -84221.6817 448909.6407
Total P&L (%) 333.4368 80.2734 253.1634 364.688 -84.2217 448.9096
Avg Daily Profit (%) 0.2233 0.0538 0.1695 0.1029 -0.1236 0.1141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110118 -62857 -85162 -831218 -614130 -634336
Profit Factor 1.7231 1.303 2.2903 1.1438 0.9355 1.3648
Total Trades 77 38 39 77 38 39
Winning Trades 35 12 23 35 12 23
Losing Trades 42 26 16 42 26 16
Profitability (%) 45.4545 31.5789 58.9744 45.4545 31.5789 58.9744
Ratio Avg Win / Avg Loss 2.0677 2.8232 1.5932 1.3726 2.0269 0.9495
Largest Winning Trade 113037 113037 68699 444134 444134 324328
Largest Losing Trade -31915 -31915 -27361 -294389 -118523 -294389
Avg Bars in Trades 56 43 69 56 43 69
Avg Bars in Winners 83 72 89 83 72 89
Avg Bars in Losers 34 30 40 34 30 40
Bars Traded 4363 1654 2709 4363 1654 2709
Profit Streak 14.5339 0 28.2005 14.5339 0 28.2005
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36368 -127070 484037 -165364 -585150 -40148
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4480,
    "evaluation_days": 1493.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633680000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158126895,
    "expiration_time": 1764011520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            333436.7610232407,
            80273.3981616776,
            253163.3628615632,
            364687.9589718827,
            -84221.6817083608,
            448909.6406802435
        ],
        [
            333.436761,
            80.273398,
            253.163363,
            364.687959,
            -84.221682,
            448.909641
        ],
        [
            0.223284,
            0.053755,
            0.169529,
            0.102923,
            -0.123576,
            0.11409
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110118,
            -62857,
            -85162,
            -831218,
            -614130,
            -634336
        ],
        [
            1.723116,
            1.303028,
            2.29029,
            1.143812,
            0.935484,
            1.364845
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            35,
            12,
            23,
            35,
            12,
            23
        ],
        [
            42,
            26,
            16,
            42,
            26,
            16
        ],
        [
            45.454545,
            31.578947,
            58.974359,
            45.454545,
            31.578947,
            58.974359
        ],
        [
            2.067739,
            2.823226,
            1.593245,
            1.372575,
            2.026883,
            0.949457
        ],
        [
            113037,
            113037,
            68699,
            444134,
            444134,
            324328
        ],
        [
            -31915,
            -31915,
            -27361,
            -294389,
            -118523,
            -294389
        ],
        [
            56,
            43,
            69,
            56,
            43,
            69
        ],
        [
            83,
            72,
            89,
            83,
            72,
            89
        ],
        [
            34,
            30,
            40,
            34,
            30,
            40
        ],
        [
            4363,
            1654,
            2709,
            4363,
            1654,
            2709
        ],
        [
            14.533876,
            0,
            28.200543,
            14.533876,
            0,
            28.200543
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36368,
            -127070,
            484037,
            -165364,
            -585150,
            -40148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4480,
    "evaluation_days": 1493.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633680000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158126895,
    "expiration_time": 1764011520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)