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Trade: DYDX/USDT/30/VWMA/SINWMA/1575

Strategy
DYDX/USDT/30/VWMA/SINWMA/1575
Pair
DYDX_USDT
Interval
30m
Score
336608
Daily Profit
0.194502
Profit Factor
1.208648
Profitability
63.513514
Streak
11.628623
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 05:35
Expiration Time
2025-12-13 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101302.3907 16898.8953 84403.4954 55342.8612 -20881.7211 76224.5823
Total P&L (%) 101.3024 16.8989 84.4035 55.3429 -20.8817 76.2246
Avg Daily Profit (%) 0.1945 0.0324 0.1621 0.0846 -0.045 0.1088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68243 -81867 -60257 -132938 -114449 -103670
Profit Factor 1.2086 1.0582 1.4326 1.0819 0.9492 1.2887
Total Trades 222 111 111 222 111 111
Winning Trades 141 69 72 141 69 72
Losing Trades 81 42 39 81 42 39
Profitability (%) 63.5135 62.1622 64.8649 63.5135 62.1622 64.8649
Ratio Avg Win / Avg Loss 0.6943 0.6441 0.776 0.6215 0.5778 0.698
Largest Winning Trade 14864 14864 14836 21318 18959 21318
Largest Losing Trade -32544 -32544 -25415 -53093 -53093 -44360
Avg Bars in Trades 110 109 112 110 109 112
Avg Bars in Winners 72 66 78 72 66 78
Avg Bars in Losers 177 178 175 177 178 175
Bars Traded 24617 12105 12512 24617 12105 12512
Profit Streak 11.6286 11.6286 14.5453 11.6286 11.6286 14.5453
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336608 -314844 313105 -209116 -578940 -47158
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714114800000,
    "first_datapoint_time": 1714386600000,
    "last_datapoint_time": 1759113000000,
    "evaluation_time": 1759113313015,
    "expiration_time": 1765593000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 152,
            "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": [
        [
            101302.3906910403,
            16898.8952809723,
            84403.4954100679,
            55342.8612227482,
            -20881.721111777,
            76224.5823345252
        ],
        [
            101.302391,
            16.898895,
            84.403495,
            55.342861,
            -20.881721,
            76.224582
        ],
        [
            0.194502,
            0.032446,
            0.162056,
            0.084605,
            -0.044962,
            0.108845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68243,
            -81867,
            -60257,
            -132938,
            -114449,
            -103670
        ],
        [
            1.208648,
            1.058193,
            1.432563,
            1.081943,
            0.949235,
            1.288686
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            63.513514,
            62.162162,
            64.864865,
            63.513514,
            62.162162,
            64.864865
        ],
        [
            0.694329,
            0.644117,
            0.775972,
            0.621542,
            0.577795,
            0.698038
        ],
        [
            14864,
            14864,
            14836,
            21318,
            18959,
            21318
        ],
        [
            -32544,
            -32544,
            -25415,
            -53093,
            -53093,
            -44360
        ],
        [
            110,
            109,
            112,
            110,
            109,
            112
        ],
        [
            72,
            66,
            78,
            72,
            66,
            78
        ],
        [
            177,
            178,
            175,
            177,
            178,
            175
        ],
        [
            24617,
            12105,
            12512,
            24617,
            12105,
            12512
        ],
        [
            11.628623,
            11.628623,
            14.545289,
            11.628623,
            11.628623,
            14.54529
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336608,
            -314844,
            313105,
            -209116,
            -578940,
            -47158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714114800000,
    "first_datapoint_time": 1714386600000,
    "last_datapoint_time": 1759113000000,
    "evaluation_time": 1759113313015,
    "expiration_time": 1765593000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 152,
            "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)