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Trade: DYDX/USDT/30/VWMA/T3/1821

Strategy
DYDX/USDT/30/VWMA/T3/1821
Pair
DYDX_USDT
Interval
30m
Score
311932
Daily Profit
0.271074
Profit Factor
1.320663
Profitability
61.797753
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-07 06:04
Expiration Time
2025-12-21 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141183.6718 45245.755 95937.9168 104965.7503 52678.3213 52287.429
Total P&L (%) 141.1837 45.2458 95.9379 104.9658 52.6783 52.2874
Avg Daily Profit (%) 0.2711 0.0869 0.1842 0.1379 0.0813 0.0808
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94216 -86959 -72072 -219805 -132340 -191676
Profit Factor 1.3207 1.204 1.4391 1.1182 1.1265 1.1109
Total Trades 178 89 89 178 89 89
Winning Trades 110 53 57 110 53 57
Losing Trades 68 36 32 68 36 32
Profitability (%) 61.7978 59.5506 64.0449 61.7978 59.5506 64.0449
Ratio Avg Win / Avg Loss 0.8164 0.8178 0.8079 0.6913 0.7652 0.6237
Largest Winning Trade 35099 35099 25359 60729 60729 43213
Largest Losing Trade -34538 -24138 -34538 -107164 -46764 -107164
Avg Bars in Trades 138 123 153 138 123 153
Avg Bars in Winners 126 100 150 126 100 150
Avg Bars in Losers 157 157 157 157 157 157
Bars Traded 24642 11014 13628 24642 11014 13628
Profit Streak 0 10.9403 0 0 10.9403 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311932 -79906 286789 -99223 -167660 -185251
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714806000000,
    "first_datapoint_time": 1715171400000,
    "last_datapoint_time": 1759804200000,
    "evaluation_time": 1759806244897,
    "expiration_time": 1766284200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.78065
        }
    }
}
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": [
        [
            141183.6718349272,
            45245.7550337063,
            95937.916801221,
            104965.7502968753,
            52678.3213257325,
            52287.428971143
        ],
        [
            141.183672,
            45.245755,
            95.937917,
            104.96575,
            52.678321,
            52.287429
        ],
        [
            0.271074,
            0.086872,
            0.184202,
            0.137889,
            0.081281,
            0.080788
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94216,
            -86959,
            -72072,
            -219805,
            -132340,
            -191676
        ],
        [
            1.320663,
            1.204012,
            1.439061,
            1.118211,
            1.126477,
            1.110908
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            110,
            53,
            57,
            110,
            53,
            57
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            61.797753,
            59.550562,
            64.044944,
            61.797753,
            59.550562,
            64.044944
        ],
        [
            0.81641,
            0.817819,
            0.807894,
            0.691258,
            0.765154,
            0.623668
        ],
        [
            35099,
            35099,
            25359,
            60729,
            60729,
            43213
        ],
        [
            -34538,
            -24138,
            -34538,
            -107164,
            -46764,
            -107164
        ],
        [
            138,
            123,
            153,
            138,
            123,
            153
        ],
        [
            126,
            100,
            150,
            126,
            100,
            150
        ],
        [
            157,
            157,
            157,
            157,
            157,
            157
        ],
        [
            24642,
            11014,
            13628,
            24642,
            11014,
            13628
        ],
        [
            0,
            10.940334,
            0,
            0,
            10.940334,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311932,
            -79906,
            286789,
            -99223,
            -167660,
            -185251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714806000000,
    "first_datapoint_time": 1715171400000,
    "last_datapoint_time": 1759804200000,
    "evaluation_time": 1759806244897,
    "expiration_time": 1766284200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.78065
        }
    }
}

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)