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Trade: DYDX/USDT/720/VWAP/EMA/4728

Strategy
DYDX/USDT/720/VWAP/EMA/4728
Pair
DYDX_USDT
Interval
12h
Score
527920
Daily Profit
0.154767
Profit Factor
1.701199
Profitability
85.964912
Streak
38.179128
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 07:17
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 229905.7386 58847.1136 171058.6251 175986.6421 -38548.5211 214535.1632
Total P&L (%) 229.9057 58.8471 171.0586 175.9866 -38.5485 214.5352
Avg Daily Profit (%) 0.1548 0.0396 0.1152 0.0684 -0.0328 0.0772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60156 -60316 -33965 -199829 -247837 -97275
Profit Factor 1.7012 1.2532 2.7913 1.2286 0.9281 1.9193
Total Trades 114 57 57 114 57 57
Winning Trades 98 49 49 98 49 49
Losing Trades 16 8 8 16 8 8
Profitability (%) 85.9649 85.9649 85.9649 85.9649 85.9649 85.9649
Ratio Avg Win / Avg Loss 0.2777 0.2046 0.4557 0.2006 0.1515 0.3134
Largest Winning Trade 34793 34793 26092 35984 35984 34528
Largest Losing Trade -59631 -59631 -33965 -195477 -195477 -97275
Avg Bars in Trades 22 29 15 22 29 15
Avg Bars in Winners 7 7 8 7 7 8
Avg Bars in Losers 112 161 62 112 161 62
Bars Traded 2562 1654 908 2562 1654 908
Profit Streak 38.1791 84.6791 38.1791 38.1791 84.6791 38.1791
Trades During Streak 9 6 4 9 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527920 -316409 -210522 -96690 -754588 -262847
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": 1637928000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759465076650,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "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": [
        [
            229905.7386207395,
            58847.1135509274,
            171058.6250698122,
            175986.6420789893,
            -38548.5211281409,
            214535.1632071302
        ],
        [
            229.905739,
            58.847114,
            171.058625,
            175.986642,
            -38.548521,
            214.535163
        ],
        [
            0.154767,
            0.039614,
            0.115152,
            0.068363,
            -0.032773,
            0.077171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60156,
            -60316,
            -33965,
            -199829,
            -247837,
            -97275
        ],
        [
            1.701199,
            1.253233,
            2.791345,
            1.228601,
            0.928143,
            1.919271
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            85.964912,
            85.964912,
            85.964912,
            85.964912,
            85.964912,
            85.964912
        ],
        [
            0.277747,
            0.204609,
            0.45573,
            0.200588,
            0.151534,
            0.31335
        ],
        [
            34793,
            34793,
            26092,
            35984,
            35984,
            34528
        ],
        [
            -59631,
            -59631,
            -33965,
            -195477,
            -195477,
            -97275
        ],
        [
            22,
            29,
            15,
            22,
            29,
            15
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            112,
            161,
            62,
            112,
            161,
            62
        ],
        [
            2562,
            1654,
            908,
            2562,
            1654,
            908
        ],
        [
            38.179128,
            84.679128,
            38.179128,
            38.179128,
            84.679128,
            38.179128
        ],
        [
            9,
            6,
            4,
            9,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527920,
            -316409,
            -210522,
            -96690,
            -754588,
            -262847
        ]
    ]
}
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": 1637928000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759465076650,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "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)