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Trade: DYDX/USDT/720/VWMA/HILO/1826

Strategy
DYDX/USDT/720/VWMA/HILO/1826
Pair
DYDX_USDT
Interval
12h
Score
375792
Daily Profit
0.182030
Profit Factor
1.318512
Profitability
52.073733
Streak
11.247628
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-26 20:56
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268858.7014 51579.17 217279.5314 100225.8853 310448.7804 -210222.8951
Total P&L (%) 268.8587 51.5792 217.2795 100.2259 310.4488 -210.2229
Avg Daily Profit (%) 0.182 0.0349 0.1471 0.047 0.0957 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124887 -79180 -104461 -1191814 -321004 -1017433
Profit Factor 1.3185 1.1416 1.4528 1.0273 1.2313 0.9099
Total Trades 217 108 109 217 108 109
Winning Trades 113 50 63 113 50 63
Losing Trades 104 58 46 104 58 46
Profitability (%) 52.0737 46.2963 57.7982 52.0737 46.2963 57.7982
Ratio Avg Win / Avg Loss 1.2135 1.3243 1.0607 0.9454 1.4283 0.6644
Largest Winning Trade 37562 30160 37562 303813 303813 125333
Largest Losing Trade -69050 -36056 -69050 -665907 -162983 -665907
Avg Bars in Trades 13 6 20 13 6 20
Avg Bars in Winners 11 5 16 11 5 16
Avg Bars in Losers 15 7 25 15 7 25
Bars Traded 2914 718 2196 2914 718 2196
Profit Streak 11.2476 27.2476 11.2476 11.2476 27.2476 11.2476
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375792 -213104 216633 -319548 -66497 -579116

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909395114,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            268858.7013704086,
            51579.1699569515,
            217279.5314134564,
            100225.8853146662,
            310448.7803668913,
            -210222.8950522244
        ],
        [
            268.858701,
            51.57917,
            217.279531,
            100.225885,
            310.44878,
            -210.222895
        ],
        [
            0.18203,
            0.034922,
            0.147109,
            0.047017,
            0.09565,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124887,
            -79180,
            -104461,
            -1191814,
            -321004,
            -1017433
        ],
        [
            1.318512,
            1.141621,
            1.452759,
            1.027262,
            1.231306,
            0.909939
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            113,
            50,
            63,
            113,
            50,
            63
        ],
        [
            104,
            58,
            46,
            104,
            58,
            46
        ],
        [
            52.073733,
            46.296296,
            57.798165,
            52.073733,
            46.296296,
            57.798165
        ],
        [
            1.213498,
            1.32428,
            1.060744,
            0.945445,
            1.428315,
            0.6644
        ],
        [
            37562,
            30160,
            37562,
            303813,
            303813,
            125333
        ],
        [
            -69050,
            -36056,
            -69050,
            -665907,
            -162983,
            -665907
        ],
        [
            13,
            6,
            20,
            13,
            6,
            20
        ],
        [
            11,
            5,
            16,
            11,
            5,
            16
        ],
        [
            15,
            7,
            25,
            15,
            7,
            25
        ],
        [
            2914,
            718,
            2196,
            2914,
            718,
            2196
        ],
        [
            11.247628,
            27.247629,
            11.247629,
            11.247629,
            27.247629,
            11.247629
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375792,
            -213104,
            216633,
            -319548,
            -66497,
            -579116
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632398400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909395114,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)