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Trade: DYDX/USDT/720/OHLC4/VWMA/7772

Strategy
DYDX/USDT/720/OHLC4/VWMA/7772
Pair
DYDX_USDT
Interval
12h
Score
524466
Daily Profit
0.176057
Profit Factor
1.902445
Profitability
85.321101
Streak
18.037664
Best Strategy
Training Data Length
1492.500000
Evaluation Time
2025-10-10 15:54
Expiration Time
2025-11-23 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262764.5371 82850.0823 179914.4548 234446.4751 -77167.9159 311614.391
Total P&L (%) 262.7645 82.8501 179.9145 234.4465 -77.1679 311.6144
Avg Daily Profit (%) 0.1761 0.0555 0.1205 0.0809 -0.0989 0.0948
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67296 -67296 -38424 -341858 -397905 -108160
Profit Factor 1.9024 1.3852 3.3651 1.2765 0.8838 2.693
Total Trades 109 54 55 109 54 55
Winning Trades 93 46 47 93 46 47
Losing Trades 16 8 8 16 8 8
Profitability (%) 85.3211 85.1852 85.4545 85.3211 85.1852 85.4545
Ratio Avg Win / Avg Loss 0.3273 0.2409 0.5728 0.2196 0.1537 0.4584
Largest Winning Trade 24717 24717 15737 46985 46985 25436
Largest Losing Trade -67296 -67296 -38424 -341858 -341858 -108160
Avg Bars in Trades 23 30 16 23 30 16
Avg Bars in Winners 11 9 12 11 9 12
Avg Bars in Losers 94 150 37 94 150 37
Bars Traded 2549 1659 890 2549 1659 890
Profit Streak 18.0377 92.0377 18.0377 18.0377 92.0377 18.0377
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 524466 -294072 -203215 -80316 -754996 -238777
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2985,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760100854187,
    "expiration_time": 1763922960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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": [
        [
            262764.5371066887,
            82850.0823145683,
            179914.4547921203,
            234446.4751184689,
            -77167.915898719,
            311614.3910171879
        ],
        [
            262.764537,
            82.850082,
            179.914455,
            234.446475,
            -77.167916,
            311.614391
        ],
        [
            0.176057,
            0.055511,
            0.120546,
            0.080924,
            -0.098913,
            0.094847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67296,
            -67296,
            -38424,
            -341858,
            -397905,
            -108160
        ],
        [
            1.902445,
            1.385173,
            3.365083,
            1.276483,
            0.883766,
            2.692997
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            85.321101,
            85.185185,
            85.454545,
            85.321101,
            85.185185,
            85.454545
        ],
        [
            0.327302,
            0.2409,
            0.57278,
            0.21961,
            0.153698,
            0.458383
        ],
        [
            24717,
            24717,
            15737,
            46985,
            46985,
            25436
        ],
        [
            -67296,
            -67296,
            -38424,
            -341858,
            -341858,
            -108160
        ],
        [
            23,
            30,
            16,
            23,
            30,
            16
        ],
        [
            11,
            9,
            12,
            11,
            9,
            12
        ],
        [
            94,
            150,
            37,
            94,
            150,
            37
        ],
        [
            2549,
            1659,
            890,
            2549,
            1659,
            890
        ],
        [
            18.037664,
            92.037664,
            18.037664,
            18.037664,
            92.037664,
            18.037664
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
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            1.45
        ],
        [
            524466,
            -294072,
            -203215,
            -80316,
            -754996,
            -238777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2985,
    "evaluation_days": 1492.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760100854187,
    "expiration_time": 1763922960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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)