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Trade: DYDX/USDT/720/HL2/VWMA/1184

Strategy
DYDX/USDT/720/HL2/VWMA/1184
Pair
DYDX_USDT
Interval
12h
Score
506221
Daily Profit
0.152336
Profit Factor
1.703358
Profitability
81.196581
Streak
17.853435
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 11:28
Expiration Time
2025-11-16 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 226294.4947 66456.3409 159838.1539 122001.6844 -68079.2192 190080.9036
Total P&L (%) 226.2945 66.4563 159.8382 122.0017 -68.0792 190.0809
Avg Daily Profit (%) 0.1523 0.0447 0.1076 0.0537 -0.0768 0.0717
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68728 -71828 -40638 -210834 -245254 -69384
Profit Factor 1.7034 1.2789 2.9145 1.2164 0.847 2.597
Total Trades 117 58 59 117 58 59
Winning Trades 95 46 49 95 46 49
Losing Trades 22 12 10 22 12 10
Profitability (%) 81.1966 79.3103 83.0508 81.1966 79.3103 83.0508
Ratio Avg Win / Avg Loss 0.3945 0.3336 0.5948 0.2817 0.2209 0.53
Largest Winning Trade 24717 24717 15737 27813 27813 23080
Largest Losing Trade -67305 -67305 -40638 -202862 -202862 -69384
Avg Bars in Trades 21 28 15 21 28 15
Avg Bars in Winners 10 8 12 10 8 12
Avg Bars in Losers 71 105 30 71 105 30
Bars Traded 2549 1648 901 2549 1648 901
Profit Streak 17.8534 84.8534 17.8534 17.8534 84.8534 17.8534
Trades During Streak 4 8 2 4 8 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506221 -309495 -217704 -116900 -755168 -266158
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638057600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480136834,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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": [
        [
            226294.4947457768,
            66456.3408559593,
            159838.1538898175,
            122001.684363675,
            -68079.2191882722,
            190080.9035519471
        ],
        [
            226.294495,
            66.456341,
            159.838154,
            122.001684,
            -68.079219,
            190.080904
        ],
        [
            0.152336,
            0.044737,
            0.107599,
            0.053701,
            -0.076841,
            0.071718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68728,
            -71828,
            -40638,
            -210834,
            -245254,
            -69384
        ],
        [
            1.703358,
            1.278941,
            2.914469,
            1.216365,
            0.846961,
            2.59704
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            95,
            46,
            49,
            95,
            46,
            49
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            81.196581,
            79.310345,
            83.050847,
            81.196581,
            79.310345,
            83.050847
        ],
        [
            0.394462,
            0.333637,
            0.59479,
            0.281685,
            0.220946,
            0.530008
        ],
        [
            24717,
            24717,
            15737,
            27813,
            27813,
            23080
        ],
        [
            -67305,
            -67305,
            -40638,
            -202862,
            -202862,
            -69384
        ],
        [
            21,
            28,
            15,
            21,
            28,
            15
        ],
        [
            10,
            8,
            12,
            10,
            8,
            12
        ],
        [
            71,
            105,
            30,
            71,
            105,
            30
        ],
        [
            2549,
            1648,
            901,
            2549,
            1648,
            901
        ],
        [
            17.853435,
            84.853436,
            17.853435,
            17.853436,
            84.853436,
            17.853436
        ],
        [
            4,
            8,
            2,
            4,
            8,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506221,
            -309495,
            -217704,
            -116900,
            -755168,
            -266158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638057600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480136834,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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)