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Trade: DYDX/USDT/240/RMA/VWAP/4809

Strategy
DYDX/USDT/240/RMA/VWAP/4809
Pair
DYDX_USDT
Interval
4h
Score
339286
Daily Profit
0.161489
Profit Factor
1.458262
Profitability
48.951049
Streak
0.000000
Best Strategy
Training Data Length
1490.830000
Evaluation Time
2025-10-08 21:16
Expiration Time
2025-11-22 11:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240752.9699 59693.7186 181059.2512 145354.173 55772.7775 89581.3955
Total P&L (%) 240.753 59.6937 181.0593 145.3542 55.7728 89.5814
Avg Daily Profit (%) 0.1615 0.04 0.1214 0.0602 0.0297 0.0429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138768 -45045 -114226 -351298 -101845 -296960
Profit Factor 1.4583 1.2315 1.6768 1.127 1.1059 1.145
Total Trades 143 71 72 143 71 72
Winning Trades 70 32 38 70 32 38
Losing Trades 73 39 34 73 39 34
Profitability (%) 48.951 45.0704 52.7778 48.951 45.0704 52.7778
Ratio Avg Win / Avg Loss 1.5208 1.5009 1.5003 1.1753 1.3478 1.0244
Largest Winning Trade 83074 83074 71919 137363 137363 93056
Largest Losing Trade -39238 -38089 -39238 -167860 -84799 -167860
Avg Bars in Trades 60 38 81 60 38 81
Avg Bars in Winners 87 43 124 87 43 124
Avg Bars in Losers 34 35 33 34 35 33
Bars Traded 8659 2763 5896 8659 2763 5896
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 339286 -228204 -106517 -193364 -346996 -275473
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8945,
    "evaluation_days": 1490.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634443200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759947377920,
    "expiration_time": 1763803440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 35
        }
    }
}
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": [
        [
            240752.9698699617,
            59693.7186498767,
            181059.2512200852,
            145354.1729971105,
            55772.777503974,
            89581.3954931363
        ],
        [
            240.75297,
            59.693719,
            181.059251,
            145.354173,
            55.772778,
            89.581395
        ],
        [
            0.161489,
            0.040041,
            0.121449,
            0.060222,
            0.029735,
            0.042915
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138768,
            -45045,
            -114226,
            -351298,
            -101845,
            -296960
        ],
        [
            1.458262,
            1.231503,
            1.676835,
            1.127002,
            1.105922,
            1.144964
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            48.951049,
            45.070423,
            52.777778,
            48.951049,
            45.070423,
            52.777778
        ],
        [
            1.520759,
            1.500895,
            1.500326,
            1.175302,
            1.347842,
            1.024441
        ],
        [
            83074,
            83074,
            71919,
            137363,
            137363,
            93056
        ],
        [
            -39238,
            -38089,
            -39238,
            -167860,
            -84799,
            -167860
        ],
        [
            60,
            38,
            81,
            60,
            38,
            81
        ],
        [
            87,
            43,
            124,
            87,
            43,
            124
        ],
        [
            34,
            35,
            33,
            34,
            35,
            33
        ],
        [
            8659,
            2763,
            5896,
            8659,
            2763,
            5896
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339286,
            -228204,
            -106517,
            -193364,
            -346996,
            -275473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8945,
    "evaluation_days": 1490.83,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1634443200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759947377920,
    "expiration_time": 1763803440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 35
        }
    }
}

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)