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Trade: DYDX/USDT/360/VWAP/MIDPOINT/8249

Strategy
DYDX/USDT/360/VWAP/MIDPOINT/8249
Pair
DYDX_USDT
Interval
6h
Score
663237
Daily Profit
0.147804
Profit Factor
5.916926
Profitability
78.947368
Streak
263.909321
Best Strategy
Training Data Length
1493.000000
Evaluation Time
2025-10-11 00:49
Expiration Time
2025-11-24 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299088.1566 117308.4821 181779.6745 910428.165 103321.1797 807106.9852
Total P&L (%) 299.0882 117.3085 181.7797 910.4282 103.3212 807.107
Avg Daily Profit (%) 0.2003 0.0786 0.1218 0.155 0.0475 0.1478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61362 -80165 -13458 -675057 -775342 -80473
Profit Factor 3.1303 2.0548 7.2279 1.815 1.1084 5.9169
Total Trades 75 37 38 75 37 38
Winning Trades 62 32 30 62 32 30
Losing Trades 13 5 8 13 5 8
Profitability (%) 82.6667 86.4865 78.9474 82.6667 86.4865 78.9474
Ratio Avg Win / Avg Loss 0.6563 0.3211 1.9274 0.3806 0.1732 1.5778
Largest Winning Trade 50939 50939 32942 185774 159440 185774
Largest Losing Trade -50992 -50992 -13458 -562444 -562444 -80473
Avg Bars in Trades 61 74 49 61 74 49
Avg Bars in Winners 34 36 32 34 36 32
Avg Bars in Losers 192 317 114 192 317 114
Bars Traded 4631 2747 1884 4631 2747 1884
Profit Streak 153.6593 153.6593 263.9093 153.6593 153.6593 263.9093
Trades During Streak 19 9 10 19 9 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44290 -80858 -16664 -46799 -226297 663237
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5972,
    "evaluation_days": 1493,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638856800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132965305,
    "expiration_time": 1763989056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "offset": 223
        }
    }
}
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": [
        [
            299088.1565716838,
            117308.4821103197,
            181779.6744613638,
            910428.1649507456,
            103321.1797073075,
            807106.9852434378
        ],
        [
            299.088157,
            117.308482,
            181.779674,
            910.428165,
            103.32118,
            807.106985
        ],
        [
            0.200327,
            0.078572,
            0.121755,
            0.15504,
            0.047541,
            0.147804
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61362,
            -80165,
            -13458,
            -675057,
            -775342,
            -80473
        ],
        [
            3.130277,
            2.054831,
            7.227877,
            1.81495,
            1.108416,
            5.916926
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            13,
            5,
            8,
            13,
            5,
            8
        ],
        [
            82.666667,
            86.486486,
            78.947368,
            82.666667,
            86.486486,
            78.947368
        ],
        [
            0.656348,
            0.321067,
            1.927434,
            0.380554,
            0.17319,
            1.577847
        ],
        [
            50939,
            50939,
            32942,
            185774,
            159440,
            185774
        ],
        [
            -50992,
            -50992,
            -13458,
            -562444,
            -562444,
            -80473
        ],
        [
            61,
            74,
            49,
            61,
            74,
            49
        ],
        [
            34,
            36,
            32,
            34,
            36,
            32
        ],
        [
            192,
            317,
            114,
            192,
            317,
            114
        ],
        [
            4631,
            2747,
            1884,
            4631,
            2747,
            1884
        ],
        [
            153.659321,
            153.659321,
            263.909321,
            153.659321,
            153.659321,
            263.909321
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -44290,
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            -16664,
            -46799,
            -226297,
            663237
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5972,
    "evaluation_days": 1493,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638856800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132965305,
    "expiration_time": 1763989056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "offset": 223
        }
    }
}

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)