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

Trade: DYDX/USDT/720/VWAP/KCL/5830

Strategy
DYDX/USDT/720/VWAP/KCL/5830
Pair
DYDX_USDT
Interval
12h
Score
678804
Daily Profit
0.178196
Profit Factor
4.421635
Profitability
94.444444
Streak
532.566430
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 04:35
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310851.2871 47655.349 263195.9381 1019957.7939 -19847.3183 1039805.1122
Total P&L (%) 310.8513 47.6553 263.1959 1019.9578 -19.8473 1039.8051
Avg Daily Profit (%) 0.2105 0.0323 0.1782 0.1637 -0.015 0.1649
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72974 -46145 -76921 -650533 -429585 -679788
Profit Factor 2.742 1.4694 4.4216 1.7083 0.9739 2.5296
Total Trades 73 37 36 73 37 36
Winning Trades 62 28 34 62 28 34
Losing Trades 11 9 2 11 9 2
Profitability (%) 84.9315 75.6757 94.4444 84.9315 75.6757 94.4444
Ratio Avg Win / Avg Loss 0.4865 0.4723 0.2601 0.3031 0.313 0.1488
Largest Winning Trade 26038 14779 26038 175163 91658 175163
Largest Losing Trade -46145 -46145 -40503 -433926 -429585 -433926
Avg Bars in Trades 35 12 59 35 12 59
Avg Bars in Winners 22 5 35 22 5 35
Avg Bars in Losers 111 33 460 111 33 460
Bars Traded 2591 449 2142 2591 449 2142
Profit Streak 195.5664 195.5664 532.5664 195.5664 195.5664 532.5664
Trades During Streak 6 3 17 6 3 17
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60028 -146904 678804 -62006 -575806 597962
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636761600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936939555,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            310851.2870717018,
            47655.348965781,
            263195.9381059208,
            1019957.7938808366,
            -19847.3182913951,
            1039805.1121722311
        ],
        [
            310.851287,
            47.655349,
            263.195938,
            1019.957794,
            -19.847318,
            1039.805112
        ],
        [
            0.210461,
            0.032265,
            0.178196,
            0.1637,
            -0.014978,
            0.164892
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72974,
            -46145,
            -76921,
            -650533,
            -429585,
            -679788
        ],
        [
            2.742012,
            1.469406,
            4.421635,
            1.708297,
            0.973893,
            2.5296
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            11,
            9,
            2,
            11,
            9,
            2
        ],
        [
            84.931507,
            75.675676,
            94.444444,
            84.931507,
            75.675676,
            94.444444
        ],
        [
            0.486486,
            0.472309,
            0.260096,
            0.303085,
            0.313037,
            0.1488
        ],
        [
            26038,
            14779,
            26038,
            175163,
            91658,
            175163
        ],
        [
            -46145,
            -46145,
            -40503,
            -433926,
            -429585,
            -433926
        ],
        [
            35,
            12,
            59,
            35,
            12,
            59
        ],
        [
            22,
            5,
            35,
            22,
            5,
            35
        ],
        [
            111,
            33,
            460,
            111,
            33,
            460
        ],
        [
            2591,
            449,
            2142,
            2591,
            449,
            2142
        ],
        [
            195.56643,
            195.56643,
            532.56643,
            195.56643,
            195.56643,
            532.56643
        ],
        [
            6,
            3,
            17,
            6,
            3,
            17
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60028,
            -146904,
            678804,
            -62006,
            -575806,
            597962
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1636761600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936939555,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)