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Trade: DYDX/USDT/720/HLC3/VWMA/1125

Strategy
DYDX/USDT/720/HLC3/VWMA/1125
Pair
DYDX_USDT
Interval
12h
Score
537032
Daily Profit
0.179823
Profit Factor
1.763552
Profitability
86.259542
Streak
26.436876
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-27 01:29
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 265599.2243 83011.7984 182587.4259 172206.9026 -68053.1983 240260.1009
Total P&L (%) 265.5992 83.0118 182.5874 172.2069 -68.0532 240.2601
Avg Daily Profit (%) 0.1798 0.0562 0.1236 0.0678 -0.0772 0.0829
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68490 -68490 -42628 -224915 -258723 -81267
Profit Factor 1.7636 1.3403 2.7572 1.2548 0.8717 2.6545
Total Trades 131 65 66 131 65 66
Winning Trades 113 55 58 113 55 58
Losing Trades 18 10 8 18 10 8
Profitability (%) 86.2595 84.6154 87.8788 86.2595 84.6154 87.8788
Ratio Avg Win / Avg Loss 0.2809 0.2437 0.3803 0.1999 0.1585 0.3661
Largest Winning Trade 21785 21785 15737 32672 32672 19315
Largest Losing Trade -68490 -68490 -42628 -224915 -224915 -81267
Avg Bars in Trades 20 26 13 20 26 13
Avg Bars in Winners 9 9 8 9 9 8
Avg Bars in Losers 89 123 46 89 123 46
Bars Traded 2641 1754 887 2641 1754 887
Profit Streak 26.4369 78.4369 26.4369 26.4369 78.4369 26.4369
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537032 -244853 -143726 -97333 -706426 -198162

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637323200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925746060,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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": [
        [
            265599.2243377648,
            83011.7984139721,
            182587.4259237926,
            172206.9026366888,
            -68053.1982775543,
            240260.100914243
        ],
        [
            265.599224,
            83.011798,
            182.587426,
            172.206903,
            -68.053198,
            240.260101
        ],
        [
            0.179823,
            0.056203,
            0.12362,
            0.067822,
            -0.077228,
            0.082942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68490,
            -68490,
            -42628,
            -224915,
            -258723,
            -81267
        ],
        [
            1.763552,
            1.340295,
            2.757233,
            1.254827,
            0.871733,
            2.654456
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            18,
            10,
            8,
            18,
            10,
            8
        ],
        [
            86.259542,
            84.615385,
            87.878788,
            86.259542,
            84.615385,
            87.878788
        ],
        [
            0.28092,
            0.24369,
            0.380308,
            0.199884,
            0.158497,
            0.366132
        ],
        [
            21785,
            21785,
            15737,
            32672,
            32672,
            19315
        ],
        [
            -68490,
            -68490,
            -42628,
            -224915,
            -224915,
            -81267
        ],
        [
            20,
            26,
            13,
            20,
            26,
            13
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            89,
            123,
            46,
            89,
            123,
            46
        ],
        [
            2641,
            1754,
            887,
            2641,
            1754,
            887
        ],
        [
            26.436876,
            78.436876,
            26.436876,
            26.436876,
            78.436876,
            26.436876
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537032,
            -244853,
            -143726,
            -97333,
            -706426,
            -198162
        ]
    ]
}
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": 1637323200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925746060,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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)