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Trade: DYDX/USDT/720/DEMA/VWMA/1132

Strategy
DYDX/USDT/720/DEMA/VWMA/1132
Pair
DYDX_USDT
Interval
12h
Score
511987
Daily Profit
0.161435
Profit Factor
1.766714
Profitability
85.858586
Streak
13.021229
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-28 15:30
Expiration Time
2025-11-12 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 239085.7364 74816.287 164269.4494 140845.4092 -46081.9008 186927.3099
Total P&L (%) 239.0857 74.8163 164.2694 140.8454 -46.0819 186.9273
Avg Daily Profit (%) 0.1614 0.0505 0.1109 0.0594 -0.0417 0.0712
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70617 -79641 -38424 -171889 -202300 -56158
Profit Factor 1.7667 1.337 2.8283 1.272 0.8846 2.579
Total Trades 99 49 50 99 49 50
Winning Trades 85 41 44 85 41 44
Losing Trades 14 8 6 14 8 6
Profitability (%) 85.8586 83.6735 88 85.8586 83.6735 88
Ratio Avg Win / Avg Loss 0.291 0.2609 0.3857 0.2095 0.1726 0.3517
Largest Winning Trade 29777 29777 18330 24111 23567 24111
Largest Losing Trade -67305 -67305 -38424 -171889 -171889 -56158
Avg Bars in Trades 25 33 17 25 33 17
Avg Bars in Winners 11 9 12 11 9 12
Avg Bars in Losers 113 158 52 113 158 52
Bars Traded 2545 1658 886 2545 1658 886
Profit Streak 13.0212 80.0212 13.0212 13.0212 80.0212 13.0212
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511987 -121049 -216797 -109044 -575021 -270239
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062634227,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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": [
        [
            239085.736395316,
            74816.2869824033,
            164269.4494129127,
            140845.4091616412,
            -46081.9007624407,
            186927.3099240819
        ],
        [
            239.085736,
            74.816287,
            164.269449,
            140.845409,
            -46.081901,
            186.92731
        ],
        [
            0.161435,
            0.050517,
            0.110918,
            0.059368,
            -0.0417,
            0.071197
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70617,
            -79641,
            -38424,
            -171889,
            -202300,
            -56158
        ],
        [
            1.766714,
            1.337033,
            2.828335,
            1.271987,
            0.884639,
            2.579027
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            14,
            8,
            6,
            14,
            8,
            6
        ],
        [
            85.858586,
            83.673469,
            88,
            85.858586,
            83.673469,
            88
        ],
        [
            0.290988,
            0.260884,
            0.385682,
            0.209504,
            0.172612,
            0.351685
        ],
        [
            29777,
            29777,
            18330,
            24111,
            23567,
            24111
        ],
        [
            -67305,
            -67305,
            -38424,
            -171889,
            -171889,
            -56158
        ],
        [
            25,
            33,
            17,
            25,
            33,
            17
        ],
        [
            11,
            9,
            12,
            11,
            9,
            12
        ],
        [
            113,
            158,
            52,
            113,
            158,
            52
        ],
        [
            2545,
            1658,
            886,
            2545,
            1658,
            886
        ],
        [
            13.021229,
            80.021229,
            13.021229,
            13.021229,
            80.021229,
            13.021229
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511987,
            -121049,
            -216797,
            -109044,
            -575021,
            -270239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062634227,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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)