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Trade: DYDX/USDT/720/HWMA/VWMA/8641

Strategy
DYDX/USDT/720/HWMA/VWMA/8641
Pair
DYDX_USDT
Interval
12h
Score
500210
Daily Profit
0.199490
Profit Factor
1.753174
Profitability
75.833333
Streak
12.515679
Best Strategy
Training Data Length
1481.000000
Evaluation Time
2025-09-28 15:22
Expiration Time
2025-11-12 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295445.03 109786.0366 185658.9935 252521.1839 -87361.3986 339882.5825
Total P&L (%) 295.445 109.786 185.659 252.5212 -87.3614 339.8826
Avg Daily Profit (%) 0.1995 0.0741 0.1254 0.0851 -0.1396 0.1001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101409 -90785 -42628 -600422 -540961 -143120
Profit Factor 1.7532 1.4357 2.3232 1.2138 0.8949 1.9703
Total Trades 120 60 60 120 60 60
Winning Trades 91 43 48 91 43 48
Losing Trades 29 17 12 29 17 12
Profitability (%) 75.8333 71.6667 80 75.8333 71.6667 80
Ratio Avg Win / Avg Loss 0.5587 0.5676 0.5808 0.3868 0.3538 0.4926
Largest Winning Trade 36332 36332 25076 108007 108007 85419
Largest Losing Trade -65504 -65504 -42628 -471607 -471607 -143120
Avg Bars in Trades 21 28 14 21 28 14
Avg Bars in Winners 9 10 9 9 10 9
Avg Bars in Losers 57 74 33 57 74 33
Bars Traded 2553 1711 842 2553 1711 842
Profit Streak 12.5157 130.0157 12.5157 12.5157 130.0157 12.5157
Trades During Streak 3 10 1 3 10 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500210 -259229 -188410 -75704 -745287 -222808
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639958400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062154715,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.90089,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "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": [
        [
            295445.0300216282,
            109786.0365531708,
            185658.9934684576,
            252521.1838704062,
            -87361.3985852045,
            339882.5824556107
        ],
        [
            295.44503,
            109.786037,
            185.658993,
            252.521184,
            -87.361399,
            339.882582
        ],
        [
            0.19949,
            0.07413,
            0.125361,
            0.08511,
            -0.139566,
            0.100073
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101409,
            -90785,
            -42628,
            -600422,
            -540961,
            -143120
        ],
        [
            1.753174,
            1.435734,
            2.323205,
            1.21378,
            0.894865,
            1.97033
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            91,
            43,
            48,
            91,
            43,
            48
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            75.833333,
            71.666667,
            80,
            75.833333,
            71.666667,
            80
        ],
        [
            0.558704,
            0.567616,
            0.580801,
            0.386809,
            0.353784,
            0.492583
        ],
        [
            36332,
            36332,
            25076,
            108007,
            108007,
            85419
        ],
        [
            -65504,
            -65504,
            -42628,
            -471607,
            -471607,
            -143120
        ],
        [
            21,
            28,
            14,
            21,
            28,
            14
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            57,
            74,
            33,
            57,
            74,
            33
        ],
        [
            2553,
            1711,
            842,
            2553,
            1711,
            842
        ],
        [
            12.515679,
            130.015679,
            12.515679,
            12.51568,
            130.01568,
            12.51568
        ],
        [
            3,
            10,
            1,
            3,
            10,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500210,
            -259229,
            -188410,
            -75704,
            -745287,
            -222808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2962,
    "evaluation_days": 1481,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1639958400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759062154715,
    "expiration_time": 1762899552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.90089,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "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)