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Trade: DYDX/USDT/120/VWMA/ZLMA/9161

Strategy
DYDX/USDT/120/VWMA/ZLMA/9161
Pair
DYDX_USDT
Interval
2h
Score
388158
Daily Profit
0.159421
Profit Factor
2.056490
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-05 04:19
Expiration Time
2025-11-27 14:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 355468.7137 118409.8264 237058.8873 437115.3933 434836.9581 2278.4353
Total P&L (%) 355.4687 118.4098 237.0589 437.1154 434.837 2.2784
Avg Daily Profit (%) 0.2391 0.0796 0.1594 0.1131 0.1128 0.0015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170372 -82095 -101493 -1926818 -1039533 -1083983
Profit Factor 1.7006 1.4184 2.0565 1.1137 1.2231 1.0012
Total Trades 86 43 43 86 43 43
Winning Trades 33 12 21 33 12 21
Losing Trades 53 31 22 53 31 22
Profitability (%) 38.3721 27.907 48.8372 38.3721 27.907 48.8372
Ratio Avg Win / Avg Loss 2.7312 3.6641 2.1544 1.7887 3.1596 1.0489
Largest Winning Trade 115820 115820 70589 1202342 1202342 276375
Largest Losing Trade -23193 -23193 -22387 -388009 -259830 -388009
Avg Bars in Trades 201 156 245 201 156 245
Avg Bars in Winners 334 285 361 334 285 361
Avg Bars in Losers 118 106 134 118 106 134
Bars Traded 17295 6734 10561 17295 6734 10561
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 247858 -101666 388158 -140637 -58597 -576170
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17844,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632636000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627152842,
    "expiration_time": 1764247564800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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": [
        [
            355468.7137317201,
            118409.8264073292,
            237058.8873243906,
            437115.3933317256,
            434836.9580614626,
            2278.4352702631
        ],
        [
            355.468714,
            118.409826,
            237.058887,
            437.115393,
            434.836958,
            2.278435
        ],
        [
            0.239051,
            0.07963,
            0.159421,
            0.113113,
            0.112827,
            0.001515
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170372,
            -82095,
            -101493,
            -1926818,
            -1039533,
            -1083983
        ],
        [
            1.700551,
            1.418365,
            2.05649,
            1.113691,
            1.223071,
            1.001202
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            33,
            12,
            21,
            33,
            12,
            21
        ],
        [
            53,
            31,
            22,
            53,
            31,
            22
        ],
        [
            38.372093,
            27.906977,
            48.837209,
            38.372093,
            27.906977,
            48.837209
        ],
        [
            2.731187,
            3.664109,
            2.154419,
            1.788655,
            3.159599,
            1.048878
        ],
        [
            115820,
            115820,
            70589,
            1202342,
            1202342,
            276375
        ],
        [
            -23193,
            -23193,
            -22387,
            -388009,
            -259830,
            -388009
        ],
        [
            201,
            156,
            245,
            201,
            156,
            245
        ],
        [
            334,
            285,
            361,
            334,
            285,
            361
        ],
        [
            118,
            106,
            134,
            118,
            106,
            134
        ],
        [
            17295,
            6734,
            10561,
            17295,
            6734,
            10561
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            247858,
            -101666,
            388158,
            -140637,
            -58597,
            -576170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17844,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632636000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627152842,
    "expiration_time": 1764247564800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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)