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Trade: DYDX/USDT/360/MIDPRICE/VWMA/8826

Strategy
DYDX/USDT/360/MIDPRICE/VWMA/8826
Pair
DYDX_USDT
Interval
6h
Score
442938
Daily Profit
0.242993
Profit Factor
1.977580
Profitability
60.784314
Streak
0.000000
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 11:21
Expiration Time
2025-11-16 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360966.2949 97179.243 263787.0519 226455.0966 55653.2339 170801.8627
Total P&L (%) 360.9663 97.1792 263.7871 226.4551 55.6532 170.8019
Avg Daily Profit (%) 0.243 0.0654 0.1776 0.0797 0.0298 0.0671
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137192 -56016 -92834 -1131101 -410825 -759939
Profit Factor 1.9776 1.5372 2.4004 1.1324 1.0747 1.1769
Total Trades 102 51 51 102 51 51
Winning Trades 62 28 34 62 28 34
Losing Trades 40 23 17 40 23 17
Profitability (%) 60.7843 54.902 66.6667 60.7843 54.902 66.6667
Ratio Avg Win / Avg Loss 1.2759 1.2627 1.2002 0.7306 0.8828 0.5884
Largest Winning Trade 49202 39220 49202 152136 113612 152136
Largest Losing Trade -91297 -20337 -91297 -745317 -242769 -745317
Avg Bars in Trades 54 31 76 54 31 76
Avg Bars in Winners 46 26 63 46 26 63
Avg Bars in Losers 65 36 103 65 36 103
Bars Traded 5510 1588 3922 5510 1588 3922
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 442938 -283467 -167003 -161442 -473446 -308866
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5942,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635573600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759479681286,
    "expiration_time": 1763321616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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": [
        [
            360966.2949006528,
            97179.2430104871,
            263787.0518901658,
            226455.0966056726,
            55653.2338593172,
            170801.8627463555
        ],
        [
            360.966295,
            97.179243,
            263.787052,
            226.455097,
            55.653234,
            170.801863
        ],
        [
            0.242993,
            0.065419,
            0.177575,
            0.079676,
            0.02979,
            0.067085
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137192,
            -56016,
            -92834,
            -1131101,
            -410825,
            -759939
        ],
        [
            1.97758,
            1.537246,
            2.400438,
            1.132412,
            1.074736,
            1.176893
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            60.784314,
            54.901961,
            66.666667,
            60.784314,
            54.901961,
            66.666667
        ],
        [
            1.275858,
            1.262737,
            1.200219,
            0.730588,
            0.882819,
            0.588446
        ],
        [
            49202,
            39220,
            49202,
            152136,
            113612,
            152136
        ],
        [
            -91297,
            -20337,
            -91297,
            -745317,
            -242769,
            -745317
        ],
        [
            54,
            31,
            76,
            54,
            31,
            76
        ],
        [
            46,
            26,
            63,
            46,
            26,
            63
        ],
        [
            65,
            36,
            103,
            65,
            36,
            103
        ],
        [
            5510,
            1588,
            3922,
            5510,
            1588,
            3922
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442938,
            -283467,
            -167003,
            -161442,
            -473446,
            -308866
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5942,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635573600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759479681286,
    "expiration_time": 1763321616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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)