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Trade: DYDX/USDT/720/DEMA/VWMA/2036

Strategy
DYDX/USDT/720/DEMA/VWMA/2036
Pair
DYDX_USDT
Interval
12h
Score
549170
Daily Profit
0.157624
Profit Factor
1.855706
Profitability
88.888889
Streak
90.598874
Best Strategy
Training Data Length
1491.500000
Evaluation Time
2025-10-09 05:22
Expiration Time
2025-11-22 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235095.8927 50489.7569 184606.1358 240095.3237 -21991.3406 262086.6643
Total P&L (%) 235.0959 50.4898 184.6061 240.0953 -21.9913 262.0867
Avg Daily Profit (%) 0.1576 0.0339 0.1238 0.0821 -0.0167 0.0863
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61156 -61187 -36851 -192483 -231239 -66061
Profit Factor 1.8557 1.2649 3.1945 1.4381 0.9461 2.8759
Total Trades 99 49 50 99 49 50
Winning Trades 88 43 45 88 43 45
Losing Trades 11 6 5 11 6 5
Profitability (%) 88.8889 87.7551 90 88.8889 87.7551 90
Ratio Avg Win / Avg Loss 0.232 0.1765 0.3549 0.1798 0.132 0.3195
Largest Winning Trade 26092 21264 26092 41476 41476 37652
Largest Losing Trade -61156 -61156 -36851 -192483 -192483 -66061
Avg Bars in Trades 25 35 17 25 35 17
Avg Bars in Winners 10 9 11 10 9 11
Avg Bars in Losers 151 220 69 151 220 69
Bars Traded 2569 1716 852 2569 1716 852
Profit Streak 90.5989 90.5989 293.0989 90.5989 90.5989 293.0989
Trades During Streak 13 6 11 13 6 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549170 -144540 -197852 -76823 -574550 -248420
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640736000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976542732,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "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": [
        [
            235095.8927093944,
            50489.7568681212,
            184606.1358412733,
            240095.3236648078,
            -21991.3406433864,
            262086.6643081944
        ],
        [
            235.095893,
            50.489757,
            184.606136,
            240.095324,
            -21.991341,
            262.086664
        ],
        [
            0.157624,
            0.033852,
            0.123772,
            0.082102,
            -0.01665,
            0.086307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61156,
            -61187,
            -36851,
            -192483,
            -231239,
            -66061
        ],
        [
            1.855706,
            1.264874,
            3.19453,
            1.438128,
            0.946138,
            2.875918
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            11,
            6,
            5,
            11,
            6,
            5
        ],
        [
            88.888889,
            87.755102,
            90,
            88.888889,
            87.755102,
            90
        ],
        [
            0.231963,
            0.176494,
            0.354948,
            0.179766,
            0.132019,
            0.319546
        ],
        [
            26092,
            21264,
            26092,
            41476,
            41476,
            37652
        ],
        [
            -61156,
            -61156,
            -36851,
            -192483,
            -192483,
            -66061
        ],
        [
            25,
            35,
            17,
            25,
            35,
            17
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            151,
            220,
            69,
            151,
            220,
            69
        ],
        [
            2569,
            1716,
            852,
            2569,
            1716,
            852
        ],
        [
            90.598874,
            90.598874,
            293.098874,
            90.598874,
            90.598874,
            293.098874
        ],
        [
            13,
            6,
            11,
            13,
            6,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549170,
            -144540,
            -197852,
            -76823,
            -574550,
            -248420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2983,
    "evaluation_days": 1491.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1640736000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976542732,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "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)