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Trade: DYDX/USDT/720/OHLC4/VWMA/9446

Strategy
DYDX/USDT/720/OHLC4/VWMA/9446
Pair
DYDX_USDT
Interval
12h
Score
552730
Daily Profit
0.177632
Profit Factor
1.948963
Profitability
87.628866
Streak
14.216798
Best Strategy
Training Data Length
1489.500000
Evaluation Time
2025-10-07 08:12
Expiration Time
2025-11-20 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264582.4507 75844.6706 188737.7802 282396.3367 -79398.0362 361794.3729
Total P&L (%) 264.5825 75.8447 188.7378 282.3963 -79.398 361.7944
Avg Daily Profit (%) 0.1776 0.0509 0.1267 0.0901 -0.106 0.1028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64444 -66242 -37850 -408110 -470574 -131907
Profit Factor 1.949 1.3665 3.6258 1.2969 0.8922 2.6837
Total Trades 97 48 49 97 48 49
Winning Trades 85 40 45 85 40 45
Losing Trades 12 8 4 12 8 4
Profitability (%) 87.6289 83.3333 91.8367 87.6289 83.3333 91.8367
Ratio Avg Win / Avg Loss 0.2751 0.2733 0.3223 0.1831 0.1784 0.2386
Largest Winning Trade 24717 24717 16130 57182 57182 50359
Largest Losing Trade -64444 -64444 -37850 -398439 -398439 -131907
Avg Bars in Trades 26 35 17 26 35 17
Avg Bars in Winners 12 11 12 12 11 12
Avg Bars in Losers 126 153 73 126 153 73
Bars Traded 2563 1702 861 2563 1702 861
Profit Streak 14.2168 88.7168 14.2168 14.2168 88.7168 14.2168
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552730 -120339 -13358 -67288 -575028 -46951
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2979,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639310400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813931320,
    "expiration_time": 1763655984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "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": [
        [
            264582.4507255064,
            75844.6705508911,
            188737.7801746154,
            282396.3367289812,
            -79398.0361872902,
            361794.3729162714
        ],
        [
            264.582451,
            75.844671,
            188.73778,
            282.396337,
            -79.398036,
            361.794373
        ],
        [
            0.177632,
            0.05092,
            0.126712,
            0.09009,
            -0.106005,
            0.102768
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64444,
            -66242,
            -37850,
            -408110,
            -470574,
            -131907
        ],
        [
            1.948963,
            1.366515,
            3.625823,
            1.296882,
            0.892171,
            2.683737
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            12,
            8,
            4,
            12,
            8,
            4
        ],
        [
            87.628866,
            83.333333,
            91.836735,
            87.628866,
            83.333333,
            91.836735
        ],
        [
            0.275148,
            0.273303,
            0.322295,
            0.183089,
            0.178434,
            0.238554
        ],
        [
            24717,
            24717,
            16130,
            57182,
            57182,
            50359
        ],
        [
            -64444,
            -64444,
            -37850,
            -398439,
            -398439,
            -131907
        ],
        [
            26,
            35,
            17,
            26,
            35,
            17
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            126,
            153,
            73,
            126,
            153,
            73
        ],
        [
            2563,
            1702,
            861,
            2563,
            1702,
            861
        ],
        [
            14.216798,
            88.716798,
            14.216798,
            14.216798,
            88.716798,
            14.216798
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552730,
            -120339,
            -13358,
            -67288,
            -575028,
            -46951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2979,
    "evaluation_days": 1489.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639310400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813931320,
    "expiration_time": 1763655984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "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)