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Trade: DYDX/USDT/120/VWMA/SMA/8355

Strategy
DYDX/USDT/120/VWMA/SMA/8355
Pair
DYDX_USDT
Interval
2h
Score
399186
Daily Profit
0.322299
Profit Factor
1.825434
Profitability
46.456693
Streak
0.000000
Best Strategy
Training Data Length
1494.670000
Evaluation Time
2025-10-12 20:48
Expiration Time
2025-12-05 13:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481730.4428 196211.2469 285519.1959 1477234.1255 637919.9898 839314.1357
Total P&L (%) 481.7304 196.2112 285.5192 1477.2341 637.92 839.3141
Avg Daily Profit (%) 0.3223 0.1313 0.191 0.1847 0.1338 0.15
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151575 -60529 -114092 -1041883 -750624 -803686
Profit Factor 1.8254 1.7118 1.9272 1.3917 1.3462 1.4353
Total Trades 127 63 64 127 63 64
Winning Trades 59 26 33 59 26 33
Losing Trades 68 37 31 68 37 31
Profitability (%) 46.4567 41.2698 51.5625 46.4567 41.2698 51.5625
Ratio Avg Win / Avg Loss 2.1039 2.436 1.8104 1.604 1.9157 1.3483
Largest Winning Trade 84795 84795 65816 597528 597528 391898
Largest Losing Trade -36319 -22916 -36319 -289357 -289357 -210582
Avg Bars in Trades 139 107 170 139 107 170
Avg Bars in Winners 172 97 230 172 97 230
Avg Bars in Losers 110 114 106 110 114 106
Bars Traded 17667 6758 10909 17667 6758 10909
Profit Streak 0 19.1584 0 0 19.1584 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399186 -164324 -127773 310369 -162294 -130487
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17936,
    "evaluation_days": 1494.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632736800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291282639,
    "expiration_time": 1764933811200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 114,
            "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": [
        [
            481730.442836356,
            196211.2469261825,
            285519.1959101738,
            1477234.1255046146,
            637919.989827546,
            839314.1356770688
        ],
        [
            481.730443,
            196.211247,
            285.519196,
            1477.234126,
            637.91999,
            839.314136
        ],
        [
            0.322299,
            0.131274,
            0.191025,
            0.18471,
            0.133809,
            0.149977
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151575,
            -60529,
            -114092,
            -1041883,
            -750624,
            -803686
        ],
        [
            1.825434,
            1.711766,
            1.927189,
            1.391729,
            1.346169,
            1.435269
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            46.456693,
            41.269841,
            51.5625,
            46.456693,
            41.269841,
            51.5625
        ],
        [
            2.10389,
            2.435975,
            1.81039,
            1.604026,
            1.915702,
            1.348283
        ],
        [
            84795,
            84795,
            65816,
            597528,
            597528,
            391898
        ],
        [
            -36319,
            -22916,
            -36319,
            -289357,
            -289357,
            -210582
        ],
        [
            139,
            107,
            170,
            139,
            107,
            170
        ],
        [
            172,
            97,
            230,
            172,
            97,
            230
        ],
        [
            110,
            114,
            106,
            110,
            114,
            106
        ],
        [
            17667,
            6758,
            10909,
            17667,
            6758,
            10909
        ],
        [
            0,
            19.158364,
            0,
            0,
            19.158364,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399186,
            -164324,
            -127773,
            310369,
            -162294,
            -130487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17936,
    "evaluation_days": 1494.67,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632736800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291282639,
    "expiration_time": 1764933811200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 114,
            "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)