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Trade: DYDX/USDT/240/VWMA/SINWMA/5925

Strategy
DYDX/USDT/240/VWMA/SINWMA/5925
Pair
DYDX_USDT
Interval
4h
Score
498340
Daily Profit
0.316153
Profit Factor
1.598875
Profitability
56.353591
Streak
47.250329
Best Strategy
Training Data Length
1491.670000
Evaluation Time
2025-10-09 17:00
Expiration Time
2025-11-23 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471596.2407 179386.9873 292209.2534 1239654.3984 964776.1908 274878.2075
Total P&L (%) 471.5962 179.387 292.2093 1239.6544 964.7762 274.8782
Avg Daily Profit (%) 0.3162 0.1203 0.1959 0.1741 0.1587 0.0886
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275332 -145708 -187924 -2106086 -1096559 -1570085
Profit Factor 1.5989 1.4663 1.7256 1.2126 1.3683 1.0856
Total Trades 181 90 91 181 90 91
Winning Trades 102 49 53 102 49 53
Losing Trades 79 41 38 79 41 38
Profitability (%) 56.3536 54.4444 58.2418 56.3536 54.4444 58.2418
Ratio Avg Win / Avg Loss 1.2383 1.2269 1.2372 0.9392 1.1449 0.7783
Largest Winning Trade 63958 63958 53204 673208 673208 384240
Largest Losing Trade -34547 -32461 -34547 -723504 -443837 -723504
Avg Bars in Trades 48 39 58 48 39 58
Avg Bars in Winners 48 35 59 48 35 59
Avg Bars in Losers 49 43 56 49 43 56
Bars Traded 8832 3535 5297 8832 3535 5297
Profit Streak 47.2503 47.2503 56.5837 47.2503 47.2503 56.5837
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498340 -30109 428513 324652 339737 -200534
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8950,
    "evaluation_days": 1491.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632571200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018428455,
    "expiration_time": 1763877600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "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": [
        [
            471596.2407035386,
            179386.9872827819,
            292209.2534207563,
            1239654.3983715214,
            964776.1908277422,
            274878.207543779
        ],
        [
            471.596241,
            179.386987,
            292.209253,
            1239.654398,
            964.776191,
            274.878208
        ],
        [
            0.316153,
            0.120259,
            0.195894,
            0.174117,
            0.158696,
            0.088627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275332,
            -145708,
            -187924,
            -2106086,
            -1096559,
            -1570085
        ],
        [
            1.598875,
            1.466257,
            1.725569,
            1.212581,
            1.368299,
            1.085581
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            102,
            49,
            53,
            102,
            49,
            53
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            56.353591,
            54.444444,
            58.241758,
            56.353591,
            54.444444,
            58.241758
        ],
        [
            1.238345,
            1.226868,
            1.237201,
            0.939156,
            1.144904,
            0.778341
        ],
        [
            63958,
            63958,
            53204,
            673208,
            673208,
            384240
        ],
        [
            -34547,
            -32461,
            -34547,
            -723504,
            -443837,
            -723504
        ],
        [
            48,
            39,
            58,
            48,
            39,
            58
        ],
        [
            48,
            35,
            59,
            48,
            35,
            59
        ],
        [
            49,
            43,
            56,
            49,
            43,
            56
        ],
        [
            8832,
            3535,
            5297,
            8832,
            3535,
            5297
        ],
        [
            47.250329,
            47.250329,
            56.583663,
            47.250329,
            47.250329,
            56.583663
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498340,
            -30109,
            428513,
            324652,
            339737,
            -200534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8950,
    "evaluation_days": 1491.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632571200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018428455,
    "expiration_time": 1763877600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "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)