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Trade: DYDX/USDT/720/OHLC4/VWMA/4320

Strategy
DYDX/USDT/720/OHLC4/VWMA/4320
Pair
DYDX_USDT
Interval
12h
Score
575821
Daily Profit
0.223357
Profit Factor
2.031199
Profitability
87.596899
Streak
38.098899
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 333136.7455 114892.4927 218244.2529 482957.1119 -22624.8446 505581.9565
Total P&L (%) 333.1367 114.8925 218.2443 482.9571 -22.6248 505.582
Avg Daily Profit (%) 0.2234 0.077 0.1463 0.1183 -0.0172 0.1208
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67305 -67305 -38424 -459333 -533288 -131611
Profit Factor 2.0312 1.4763 3.6673 1.4066 0.9762 3.1266
Total Trades 129 64 65 129 64 65
Winning Trades 113 56 57 113 56 57
Losing Trades 16 8 8 16 8 8
Profitability (%) 87.5969 87.5 87.6923 87.5969 87.5 87.6923
Ratio Avg Win / Avg Loss 0.2876 0.2109 0.5147 0.1992 0.1395 0.4388
Largest Winning Trade 29777 29777 17204 67290 67290 38531
Largest Losing Trade -67305 -67305 -38424 -459333 -459333 -131611
Avg Bars in Trades 20 27 13 20 27 13
Avg Bars in Winners 10 10 9 10 10 9
Avg Bars in Losers 95 148 41 95 148 41
Bars Traded 2664 1774 890 2664 1774 890
Profit Streak 38.0989 90.5989 38.0989 38.0989 90.5989 38.0989
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 575821 -223441 -119000 -28953 -713616 -153426
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": 1637366400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976544847,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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": [
        [
            333136.7455151601,
            114892.4926575819,
            218244.2528575782,
            482957.1119075941,
            -22624.8446082247,
            505581.9565158185
        ],
        [
            333.136746,
            114.892493,
            218.244253,
            482.957112,
            -22.624845,
            505.581957
        ],
        [
            0.223357,
            0.077032,
            0.146325,
            0.118269,
            -0.017196,
            0.120825
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67305,
            -67305,
            -38424,
            -459333,
            -533288,
            -131611
        ],
        [
            2.031199,
            1.476269,
            3.667255,
            1.40661,
            0.976185,
            3.1266
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            87.596899,
            87.5,
            87.692308,
            87.596899,
            87.5,
            87.692308
        ],
        [
            0.287603,
            0.210896,
            0.514702,
            0.199166,
            0.139455,
            0.438821
        ],
        [
            29777,
            29777,
            17204,
            67290,
            67290,
            38531
        ],
        [
            -67305,
            -67305,
            -38424,
            -459333,
            -459333,
            -131611
        ],
        [
            20,
            27,
            13,
            20,
            27,
            13
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            95,
            148,
            41,
            95,
            148,
            41
        ],
        [
            2664,
            1774,
            890,
            2664,
            1774,
            890
        ],
        [
            38.098899,
            90.598899,
            38.098899,
            38.098899,
            90.598899,
            38.098899
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            575821,
            -223441,
            -119000,
            -28953,
            -713616,
            -153426
        ]
    ]
}
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": 1637366400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759976544847,
    "expiration_time": 1763833968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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)