← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DYDX/USDT/360/VWAP/MIDPOINT/3226

Strategy
DYDX/USDT/360/VWAP/MIDPOINT/3226
Pair
DYDX_USDT
Interval
6h
Score
489530
Daily Profit
0.153599
Profit Factor
1.574450
Profitability
81.600000
Streak
42.885838
Best Strategy
Training Data Length
1490.000000
Evaluation Time
2025-10-08 00:15
Expiration Time
2025-11-21 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228861.9175 69005.187 159856.7305 115549.288 -58279.0873 173828.3753
Total P&L (%) 228.8619 69.0052 159.8567 115.5493 -58.2791 173.8284
Avg Daily Profit (%) 0.1536 0.0463 0.1073 0.0516 -0.0587 0.0676
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174391 -137508 -50602 -965360 -793644 -276623
Profit Factor 1.5745 1.2922 1.9854 1.0576 0.9499 1.2068
Total Trades 125 62 63 125 62 63
Winning Trades 102 49 53 102 49 53
Losing Trades 23 13 10 23 13 10
Profitability (%) 81.6 79.0323 84.127 81.6 79.0323 84.127
Ratio Avg Win / Avg Loss 0.355 0.3428 0.3746 0.2385 0.252 0.2277
Largest Winning Trade 72200 33603 72200 105001 89915 105001
Largest Losing Trade -59488 -59488 -50602 -393716 -393716 -276623
Avg Bars in Trades 42 51 33 42 51 33
Avg Bars in Winners 20 17 23 20 17 23
Avg Bars in Losers 140 180 89 140 180 89
Bars Traded 5300 3182 2118 5300 3182 2118
Profit Streak 42.8858 89.1358 42.8858 42.8858 89.1358 42.8858
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489530 -281723 -189655 -276580 -729747 -245678
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5960,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635789600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871736376,
    "expiration_time": 1763722080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "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": [
        [
            228861.9175107635,
            69005.1870119534,
            159856.7304988099,
            115549.2880425786,
            -58279.0872657125,
            173828.3753082913
        ],
        [
            228.861918,
            69.005187,
            159.85673,
            115.549288,
            -58.279087,
            173.828375
        ],
        [
            0.153599,
            0.046312,
            0.107286,
            0.051558,
            -0.058652,
            0.067629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174391,
            -137508,
            -50602,
            -965360,
            -793644,
            -276623
        ],
        [
            1.57445,
            1.292172,
            1.985423,
            1.057633,
            0.949941,
            1.206768
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            102,
            49,
            53,
            102,
            49,
            53
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            81.6,
            79.032258,
            84.126984,
            81.6,
            79.032258,
            84.126984
        ],
        [
            0.355023,
            0.342821,
            0.374608,
            0.238486,
            0.252025,
            0.227692
        ],
        [
            72200,
            33603,
            72200,
            105001,
            89915,
            105001
        ],
        [
            -59488,
            -59488,
            -50602,
            -393716,
            -393716,
            -276623
        ],
        [
            42,
            51,
            33,
            42,
            51,
            33
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            140,
            180,
            89,
            140,
            180,
            89
        ],
        [
            5300,
            3182,
            2118,
            5300,
            3182,
            2118
        ],
        [
            42.885838,
            89.135838,
            42.885838,
            42.885838,
            89.135838,
            42.885838
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489530,
            -281723,
            -189655,
            -276580,
            -729747,
            -245678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5960,
    "evaluation_days": 1490,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635789600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871736376,
    "expiration_time": 1763722080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "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)