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Trade: DYDX/USDT/120/VWAP/HWMA/3787

Strategy
DYDX/USDT/120/VWAP/HWMA/3787
Pair
DYDX_USDT
Interval
2h
Score
556322
Daily Profit
0.365315
Profit Factor
1.219060
Profitability
49.749583
Streak
0.000000
Best Strategy
Training Data Length
1476.580000
Evaluation Time
2025-09-27 19:45
Expiration Time
2025-11-16 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539416.4852 273953.9941 265462.4911 1157929.1061 1103943.1014 53986.0047
Total P&L (%) 539.4165 273.954 265.4625 1157.9291 1103.9431 53.986
Avg Daily Profit (%) 0.3653 0.1855 0.1798 0.1716 0.1687 0.0292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158204 -110888 -108330 -3135432 -1345820 -2387038
Profit Factor 1.2191 1.2238 1.2144 1.0447 1.0903 1.004
Total Trades 1198 599 599 1198 599 599
Winning Trades 596 299 297 596 299 297
Losing Trades 602 300 302 602 300 302
Profitability (%) 49.7496 49.9165 49.5826 49.7496 49.9165 49.5826
Ratio Avg Win / Avg Loss 1.2313 1.2278 1.2349 1.0552 1.0939 1.0209
Largest Winning Trade 42439 42439 40171 449184 449184 418708
Largest Losing Trade -34237 -23785 -34237 -783395 -390411 -783395
Avg Bars in Trades 14 14 15 14 14 15
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 17677 8660 9017 17677 8660 9017
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 556322 357646 349149 -157136 -110647 -368380
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631152800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758991536722,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15987
        }
    }
}
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": [
        [
            539416.4851607953,
            273953.9941071668,
            265462.4910536299,
            1157929.1060893137,
            1103943.1014162921,
            53986.0046730233
        ],
        [
            539.416485,
            273.953994,
            265.462491,
            1157.929106,
            1103.943101,
            53.986005
        ],
        [
            0.365315,
            0.185533,
            0.179782,
            0.171628,
            0.168652,
            0.02924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158204,
            -110888,
            -108330,
            -3135432,
            -1345820,
            -2387038
        ],
        [
            1.21906,
            1.223753,
            1.214418,
            1.044711,
            1.090264,
            1.00395
        ],
        [
            1198,
            599,
            599,
            1198,
            599,
            599
        ],
        [
            596,
            299,
            297,
            596,
            299,
            297
        ],
        [
            602,
            300,
            302,
            602,
            300,
            302
        ],
        [
            49.749583,
            49.916528,
            49.582638,
            49.749583,
            49.916528,
            49.582638
        ],
        [
            1.231332,
            1.227846,
            1.234863,
            1.055228,
            1.09391,
            1.020851
        ],
        [
            42439,
            42439,
            40171,
            449184,
            449184,
            418708
        ],
        [
            -34237,
            -23785,
            -34237,
            -783395,
            -390411,
            -783395
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            17677,
            8660,
            9017,
            17677,
            8660,
            9017
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556322,
            357646,
            349149,
            -157136,
            -110647,
            -368380
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17719,
    "evaluation_days": 1476.58,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631152800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758991536722,
    "expiration_time": 1763315164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15987
        }
    }
}

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)