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Trade: DYDX/USDT/720/VWMA/HMA/2194

Strategy
DYDX/USDT/720/VWMA/HMA/2194
Pair
DYDX_USDT
Interval
12h
Score
314615
Daily Profit
0.158473
Profit Factor
1.312162
Profitability
55.303030
Streak
0.000000
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-28 15:30
Expiration Time
2025-11-12 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234698.8108 66636.6093 168062.2015 26367.1814 -123252.4156 149619.5971
Total P&L (%) 234.6988 66.6366 168.0622 26.3672 -123.2524 149.6196
Avg Daily Profit (%) 0.1585 0.045 0.1135 0.0158 0 0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120465 -85341 -69548 -236271 -149857 -147231
Profit Factor 1.3122 1.1971 1.4062 1.0209 0.7924 1.2233
Total Trades 132 66 66 132 66 66
Winning Trades 73 33 40 73 33 40
Losing Trades 59 33 26 59 33 26
Profitability (%) 55.303 50 60.6061 55.303 50 60.6061
Ratio Avg Win / Avg Loss 1.0605 1.1971 0.914 0.8251 0.7924 0.7952
Largest Winning Trade 80427 80427 59837 79740 69206 79740
Largest Losing Trade -36504 -34856 -36504 -109484 -79559 -109484
Avg Bars in Trades 21 15 27 21 15 27
Avg Bars in Winners 19 10 26 19 10 26
Avg Bars in Losers 24 21 29 24 21 29
Bars Traded 2865 1036 1829 2865 1036 1829
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314615 -260653 -164962 -373098 -704680 -235004
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062643152,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "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": [
        [
            234698.8107834277,
            66636.6093032295,
            168062.2014801981,
            26367.1814443525,
            -123252.4156149867,
            149619.5970593394
        ],
        [
            234.698811,
            66.636609,
            168.062201,
            26.367181,
            -123.252416,
            149.619597
        ],
        [
            0.158473,
            0.044994,
            0.113479,
            0.015803,
            0,
            0.061786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120465,
            -85341,
            -69548,
            -236271,
            -149857,
            -147231
        ],
        [
            1.312162,
            1.197104,
            1.406171,
            1.020864,
            0.792434,
            1.223329
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            55.30303,
            50,
            60.606061,
            55.30303,
            50,
            60.606061
        ],
        [
            1.060514,
            1.197104,
            0.914011,
            0.825082,
            0.792434,
            0.795164
        ],
        [
            80427,
            80427,
            59837,
            79740,
            69206,
            79740
        ],
        [
            -36504,
            -34856,
            -36504,
            -109484,
            -79559,
            -109484
        ],
        [
            21,
            15,
            27,
            21,
            15,
            27
        ],
        [
            19,
            10,
            26,
            19,
            10,
            26
        ],
        [
            24,
            21,
            29,
            24,
            21,
            29
        ],
        [
            2865,
            1036,
            1829,
            2865,
            1036,
            1829
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314615,
            -260653,
            -164962,
            -373098,
            -704680,
            -235004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634083200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062643152,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "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)