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Trade: DYDX/USDT/720/VWAP/BBL/6255

Strategy
DYDX/USDT/720/VWAP/BBL/6255
Pair
DYDX_USDT
Interval
12h
Score
426303
Daily Profit
0.155398
Profit Factor
1.381654
Profitability
72.781065
Streak
31.209595
Best Strategy
Training Data Length
1487.000000
Evaluation Time
2025-10-04 20:01
Expiration Time
2025-11-18 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 231077.0207 16440.2914 214636.7293 -237359.3419 -289472.657 52113.3151
Total P&L (%) 231.077 16.4403 214.6367 -237.3593 -289.4727 52.1133
Avg Daily Profit (%) 0.1554 0.0111 0.1443 0 0 0.0282
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224181 -82671 -184292 -797280 -349700 -598040
Profit Factor 1.3817 1.0617 1.6334 0.832 0.5311 1.0655
Total Trades 169 85 84 169 85 84
Winning Trades 123 54 69 70 34 36
Losing Trades 46 31 15 99 51 48
Profitability (%) 72.7811 63.5294 82.1429 41.4201 40 42.8571
Ratio Avg Win / Avg Loss 0.5167 0.6095 0.3551 1.1767 0.7967 1.4207
Largest Winning Trade 26843 21785 26843 121476 55524 121476
Largest Losing Trade -116907 -29840 -116907 -322872 -172186 -322872
Avg Bars in Trades 17 7 26 17 7 26
Avg Bars in Winners 10 4 15 18 8 28
Avg Bars in Losers 34 13 78 15 7 25
Bars Traded 2885 636 2249 2885 636 2249
Profit Streak 31.2096 31.2096 33.7096 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426303 -338248 206464 -581284 -584715 -307661
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633176000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597309003,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 48,
            "offset": 52,
            "std": 1.28224
        }
    }
}
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": [
        [
            231077.0207212545,
            16440.2914091283,
            214636.7293121259,
            -237359.341916971,
            -289472.6570373049,
            52113.315120334
        ],
        [
            231.077021,
            16.440291,
            214.636729,
            -237.359342,
            -289.472657,
            52.113315
        ],
        [
            0.155398,
            0.011056,
            0.144342,
            0,
            0,
            0.028212
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224181,
            -82671,
            -184292,
            -797280,
            -349700,
            -598040
        ],
        [
            1.381654,
            1.061664,
            1.633424,
            0.831982,
            0.53113,
            1.065525
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            123,
            54,
            69,
            70,
            34,
            36
        ],
        [
            46,
            31,
            15,
            99,
            51,
            48
        ],
        [
            72.781065,
            63.529412,
            82.142857,
            41.420118,
            40,
            42.857143
        ],
        [
            0.516716,
            0.609474,
            0.355092,
            1.176661,
            0.796695,
            1.4207
        ],
        [
            26843,
            21785,
            26843,
            121476,
            55524,
            121476
        ],
        [
            -116907,
            -29840,
            -116907,
            -322872,
            -172186,
            -322872
        ],
        [
            17,
            7,
            26,
            17,
            7,
            26
        ],
        [
            10,
            4,
            15,
            18,
            8,
            28
        ],
        [
            34,
            13,
            78,
            15,
            7,
            25
        ],
        [
            2885,
            636,
            2249,
            2885,
            636,
            2249
        ],
        [
            31.209595,
            31.209595,
            33.709595,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426303,
            -338248,
            206464,
            -581284,
            -584715,
            -307661
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2974,
    "evaluation_days": 1487,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633176000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597309003,
    "expiration_time": 1763433504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 48,
            "offset": 52,
            "std": 1.28224
        }
    }
}

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)