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Trade: DYDX/USDT/480/VWMA/SSF/6164

Strategy
DYDX/USDT/480/VWMA/SSF/6164
Pair
DYDX_USDT
Interval
8h
Score
346057
Daily Profit
0.179926
Profit Factor
1.300277
Profitability
57.671958
Streak
16.247384
Best Strategy
Training Data Length
1482.330000
Evaluation Time
2025-09-30 08:56
Expiration Time
2025-11-13 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266710.3647 87839.0034 178871.3613 -8861.41 692367.5046 -701228.9145
Total P&L (%) 266.7104 87.839 178.8714 -8.8614 692.3675 -701.2289
Avg Daily Profit (%) 0.1799 0.0593 0.1207 -0.0063 0.1397 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -391412 -162002 -269045 -1654198 -380754 -1672089
Profit Factor 1.3003 1.2395 1.343 0.9971 1.8147 0.6849
Total Trades 189 95 94 189 95 94
Winning Trades 109 52 57 109 52 57
Losing Trades 80 43 37 80 43 37
Profitability (%) 57.672 54.7368 60.6383 57.672 54.7368 60.6383
Ratio Avg Win / Avg Loss 0.9543 1.025 0.8718 0.7318 1.5006 0.4446
Largest Winning Trade 41077 36332 41077 443007 443007 365984
Largest Losing Trade -82399 -31099 -82399 -1329300 -239386 -1329300
Avg Bars in Trades 23 14 32 23 14 32
Avg Bars in Winners 18 10 25 18 10 25
Avg Bars in Losers 30 19 42 30 19 42
Bars Traded 4390 1368 3022 4390 1368 3022
Profit Streak 16.2474 25.2474 16.2474 16.2474 25.2474 16.2474
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346057 -112468 -31582 -577033 -1021 -579126
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 1482.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632499200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211773963,
    "expiration_time": 1763032608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            266710.3647488229,
            87839.0034297283,
            178871.3613190947,
            -8861.4099523543,
            692367.5045824319,
            -701228.9145347864
        ],
        [
            266.710365,
            87.839003,
            178.871361,
            -8.86141,
            692.367505,
            -701.228915
        ],
        [
            0.179926,
            0.059257,
            0.120669,
            -0.006259,
            0.139733,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -391412,
            -162002,
            -269045,
            -1654198,
            -380754,
            -1672089
        ],
        [
            1.300277,
            1.239488,
            1.343036,
            0.997119,
            1.814667,
            0.684946
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            57.671958,
            54.736842,
            60.638298,
            57.671958,
            54.736842,
            60.638298
        ],
        [
            0.954332,
            1.024961,
            0.871795,
            0.73183,
            1.50059,
            0.444614
        ],
        [
            41077,
            36332,
            41077,
            443007,
            443007,
            365984
        ],
        [
            -82399,
            -31099,
            -82399,
            -1329300,
            -239386,
            -1329300
        ],
        [
            23,
            14,
            32,
            23,
            14,
            32
        ],
        [
            18,
            10,
            25,
            18,
            10,
            25
        ],
        [
            30,
            19,
            42,
            30,
            19,
            42
        ],
        [
            4390,
            1368,
            3022,
            4390,
            1368,
            3022
        ],
        [
            16.247384,
            25.247384,
            16.247384,
            16.247384,
            25.247384,
            16.247384
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
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        ],
        [
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            -31582,
            -577033,
            -1021,
            -579126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 1482.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632499200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211773963,
    "expiration_time": 1763032608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 2
        }
    }
}

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)