← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/60/VWAP/KCU/4665

Strategy
DYDX/USDT/60/VWAP/KCU/4665
Pair
DYDX_USDT
Interval
1h
Score
427528
Daily Profit
0.160993
Profit Factor
1.378024
Profitability
73.544974
Streak
15.042210
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 04:00
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 167693.9837 111413.5922 56280.3916 43565.358 -20630.6461 64196.004
Total P&L (%) 167.694 111.4136 56.2804 43.5654 -20.6306 64.196
Avg Daily Profit (%) 0.161 0.107 0.054 0.0347 -0.0222 0.0476
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105683 -109783 -56142 -206927 -246723 -75244
Profit Factor 1.378 1.3458 1.4635 1.0674 0.9592 1.4583
Total Trades 189 94 95 189 94 95
Winning Trades 139 68 71 139 68 71
Losing Trades 50 26 24 50 26 24
Profitability (%) 73.545 72.3404 74.7368 73.545 72.3404 74.7368
Ratio Avg Win / Avg Loss 0.4957 0.5146 0.4947 0.384 0.3668 0.4929
Largest Winning Trade 26027 26027 10607 42685 42685 19107
Largest Losing Trade -63555 -63555 -52454 -180170 -180170 -70330
Avg Bars in Trades 125 222 29 125 222 29
Avg Bars in Winners 34 52 17 34 52 17
Avg Bars in Losers 376 667 62 376 667 62
Bars Traded 23687 20931 2756 23687 20931 2756
Profit Streak 15.0422 15.0422 75.0422 15.0422 15.0422 75.0422
Trades During Streak 7 3 10 7 3 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427528 -47133 -117154 -290752 -576418 -125209
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669590000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758934846976,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            167693.9837252941,
            111413.5921693208,
            56280.3915559735,
            43565.3579575262,
            -20630.6460671809,
            64196.004024707
        ],
        [
            167.693984,
            111.413592,
            56.280392,
            43.565358,
            -20.630646,
            64.196004
        ],
        [
            0.160993,
            0.106962,
            0.054032,
            0.034723,
            -0.02218,
            0.047619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105683,
            -109783,
            -56142,
            -206927,
            -246723,
            -75244
        ],
        [
            1.378024,
            1.345813,
            1.463489,
            1.06742,
            0.959236,
            1.45829
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            139,
            68,
            71,
            139,
            68,
            71
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            73.544974,
            72.340426,
            74.736842,
            73.544974,
            72.340426,
            74.736842
        ],
        [
            0.495692,
            0.514576,
            0.4947,
            0.383964,
            0.366767,
            0.492943
        ],
        [
            26027,
            26027,
            10607,
            42685,
            42685,
            19107
        ],
        [
            -63555,
            -63555,
            -52454,
            -180170,
            -180170,
            -70330
        ],
        [
            125,
            222,
            29,
            125,
            222,
            29
        ],
        [
            34,
            52,
            17,
            34,
            52,
            17
        ],
        [
            376,
            667,
            62,
            376,
            667,
            62
        ],
        [
            23687,
            20931,
            2756,
            23687,
            20931,
            2756
        ],
        [
            15.04221,
            15.04221,
            75.04221,
            15.04221,
            15.04221,
            75.04221
        ],
        [
            7,
            3,
            10,
            7,
            3,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427528,
            -47133,
            -117154,
            -290752,
            -576418,
            -125209
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669590000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758934846976,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)