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Trade: DYDX/USDT/360/VWAP/DCM/6498

Strategy
DYDX/USDT/360/VWAP/DCM/6498
Pair
DYDX_USDT
Interval
6h
Score
390357
Daily Profit
0.195706
Profit Factor
1.501562
Profitability
50.314465
Streak
16.184667
Best Strategy
Training Data Length
1488.750000
Evaluation Time
2025-10-06 19:25
Expiration Time
2025-11-20 05:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291357.2319 99456.6581 191900.5738 184465.4542 -80697.8148 265163.269
Total P&L (%) 291.3572 99.4567 191.9006 184.4655 -80.6978 265.1633
Avg Daily Profit (%) 0.1957 0.0668 0.1289 0.0702 -0.1104 0.087
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116127 -70889 -61882 -501154 -336795 -315679
Profit Factor 1.5016 1.3764 1.606 1.0888 0.9112 1.2267
Total Trades 159 79 80 159 79 80
Winning Trades 80 41 39 80 41 39
Losing Trades 79 38 41 79 38 41
Profitability (%) 50.3145 51.8987 48.75 50.3145 51.8987 48.75
Ratio Avg Win / Avg Loss 1.4828 1.2757 1.6884 1.0751 0.8445 1.2896
Largest Winning Trade 136614 136614 65801 205746 205746 174227
Largest Losing Trade -43581 -31680 -43581 -155959 -103788 -155959
Avg Bars in Trades 35 29 42 35 29 42
Avg Bars in Winners 47 36 59 47 36 59
Avg Bars in Losers 23 22 25 23 22 25
Bars Traded 5709 2322 3387 5709 2322 3387
Profit Streak 16.1847 29.1847 16.1847 16.1847 29.1847 16.1847
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390357 -128610 -37267 -220093 -606206 -96491
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5955,
    "evaluation_days": 1488.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633694400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759767955246,
    "expiration_time": 1763610840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 118
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "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": [
        [
            291357.2318892087,
            99456.6580784188,
            191900.5738107899,
            184465.4541919603,
            -80697.8147645479,
            265163.2689565082
        ],
        [
            291.357232,
            99.456658,
            191.900574,
            184.465454,
            -80.697815,
            265.163269
        ],
        [
            0.195706,
            0.066805,
            0.1289,
            0.070247,
            -0.110431,
            0.087035
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116127,
            -70889,
            -61882,
            -501154,
            -336795,
            -315679
        ],
        [
            1.501562,
            1.376387,
            1.606016,
            1.088758,
            0.911205,
            1.226736
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            50.314465,
            51.898734,
            48.75,
            50.314465,
            51.898734,
            48.75
        ],
        [
            1.482792,
            1.275676,
            1.688376,
            1.075149,
            0.844532,
            1.289646
        ],
        [
            136614,
            136614,
            65801,
            205746,
            205746,
            174227
        ],
        [
            -43581,
            -31680,
            -43581,
            -155959,
            -103788,
            -155959
        ],
        [
            35,
            29,
            42,
            35,
            29,
            42
        ],
        [
            47,
            36,
            59,
            47,
            36,
            59
        ],
        [
            23,
            22,
            25,
            23,
            22,
            25
        ],
        [
            5709,
            2322,
            3387,
            5709,
            2322,
            3387
        ],
        [
            16.184667,
            29.184667,
            16.184667,
            16.184667,
            29.184667,
            16.184667
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390357,
            -128610,
            -37267,
            -220093,
            -606206,
            -96491
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5955,
    "evaluation_days": 1488.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633694400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759767955246,
    "expiration_time": 1763610840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 118
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "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)