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Trade: DYDX/USDT/120/DCM/VWMA/1464

Strategy
DYDX/USDT/120/DCM/VWMA/1464
Pair
DYDX_USDT
Interval
2h
Score
342229
Daily Profit
0.204872
Profit Factor
1.245899
Profitability
57.227139
Streak
21.775397
Best Strategy
Training Data Length
1494.250000
Evaluation Time
2025-10-12 09:36
Expiration Time
2025-12-05 03:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306129.8526 125188.2231 180941.6295 54864.5618 9869.8353 44994.7265
Total P&L (%) 306.1299 125.1882 180.9416 54.8646 9.8698 44.9947
Avg Daily Profit (%) 0.2049 0.0838 0.1211 0.0293 0.0063 0.0249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -268800 -214267 -105579 -188997 -128881 -70407
Profit Factor 1.2459 1.1929 1.3037 1.1173 1.0428 1.1897
Total Trades 339 169 170 339 169 170
Winning Trades 194 91 103 194 91 103
Losing Trades 145 78 67 145 78 67
Profitability (%) 57.2271 53.8462 60.5882 57.2271 53.8462 60.5882
Ratio Avg Win / Avg Loss 0.9312 1.0225 0.848 0.8351 0.8938 0.7739
Largest Winning Trade 64690 64690 34686 58668 58668 29882
Largest Losing Trade -41460 -41460 -37827 -49994 -49994 -43570
Avg Bars in Trades 52 48 55 52 48 55
Avg Bars in Winners 45 45 45 45 45 45
Avg Bars in Losers 61 52 72 61 52 72
Bars Traded 17707 8220 9487 17707 8220 9487
Profit Streak 21.7754 26.6921 21.7754 21.7754 26.6921 21.7754
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342229 -87633 -30653 -244229 -523478 -172666
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17931,
    "evaluation_days": 1494.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632376800000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760250994274,
    "expiration_time": 1764896515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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": [
        [
            306129.8526199627,
            125188.223107157,
            180941.6295128059,
            54864.5617684764,
            9869.8352821257,
            44994.7264863506
        ],
        [
            306.129853,
            125.188223,
            180.94163,
            54.864562,
            9.869835,
            44.994726
        ],
        [
            0.204872,
            0.08378,
            0.121092,
            0.029275,
            0.006299,
            0.024867
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -268800,
            -214267,
            -105579,
            -188997,
            -128881,
            -70407
        ],
        [
            1.245899,
            1.192863,
            1.303676,
            1.117263,
            1.042779,
            1.189726
        ],
        [
            339,
            169,
            170,
            339,
            169,
            170
        ],
        [
            194,
            91,
            103,
            194,
            91,
            103
        ],
        [
            145,
            78,
            67,
            145,
            78,
            67
        ],
        [
            57.227139,
            53.846154,
            60.588235,
            57.227139,
            53.846154,
            60.588235
        ],
        [
            0.931213,
            1.022454,
            0.848022,
            0.835068,
            0.89381,
            0.7739
        ],
        [
            64690,
            64690,
            34686,
            58668,
            58668,
            29882
        ],
        [
            -41460,
            -41460,
            -37827,
            -49994,
            -49994,
            -43570
        ],
        [
            52,
            48,
            55,
            52,
            48,
            55
        ],
        [
            45,
            45,
            45,
            45,
            45,
            45
        ],
        [
            61,
            52,
            72,
            61,
            52,
            72
        ],
        [
            17707,
            8220,
            9487,
            17707,
            8220,
            9487
        ],
        [
            21.775397,
            26.692063,
            21.775397,
            21.775397,
            26.692063,
            21.775397
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342229,
            -87633,
            -30653,
            -244229,
            -523478,
            -172666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17931,
    "evaluation_days": 1494.25,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632376800000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760250994274,
    "expiration_time": 1764896515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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)