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Trade: DYDX/USDT/120/VWMA/SSF/7541

Strategy
DYDX/USDT/120/VWMA/SSF/7541
Pair
DYDX_USDT
Interval
2h
Score
371057
Daily Profit
0.150658
Profit Factor
1.817628
Profitability
55.319149
Streak
0.000000
Best Strategy
Training Data Length
1490.420000
Evaluation Time
2025-10-08 14:21
Expiration Time
2025-12-01 03:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348042.451 123499.2945 224543.1566 408504.4509 179678.064 228826.3869
Total P&L (%) 348.0425 123.4993 224.5432 408.5045 179.6781 228.8264
Avg Daily Profit (%) 0.2335 0.0829 0.1507 0.1092 0.069 0.0799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115830 -59868 -94806 -797869 -514629 -539095
Profit Factor 1.6449 1.466 1.8176 1.1241 1.1145 1.1328
Total Trades 95 48 47 95 48 47
Winning Trades 42 16 26 42 16 26
Losing Trades 53 32 21 53 32 21
Profitability (%) 44.2105 33.3333 55.3191 44.2105 33.3333 55.3191
Ratio Avg Win / Avg Loss 2.0758 2.932 1.4681 1.4185 2.2289 0.915
Largest Winning Trade 86895 86895 70667 479570 479570 304632
Largest Losing Trade -35598 -21268 -35598 -271844 -163135 -271844
Avg Bars in Trades 184 143 226 184 143 226
Avg Bars in Winners 250 183 291 250 183 291
Avg Bars in Losers 132 123 146 132 123 146
Bars Traded 17512 6871 10641 17512 6871 10641
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 324876 -86507 371057 -133285 -200659 -161599
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17885,
    "evaluation_days": 1490.42,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632787200000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759922481845,
    "expiration_time": 1764553392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            348042.4510237555,
            123499.2944697139,
            224543.1565540419,
            408504.4508986489,
            179678.0639564675,
            228826.3869421813
        ],
        [
            348.042451,
            123.499294,
            224.543157,
            408.504451,
            179.678064,
            228.826387
        ],
        [
            0.23352,
            0.082862,
            0.150658,
            0.109177,
            0.069029,
            0.079899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115830,
            -59868,
            -94806,
            -797869,
            -514629,
            -539095
        ],
        [
            1.644934,
            1.465986,
            1.817628,
            1.12407,
            1.11447,
            1.132816
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            42,
            16,
            26,
            42,
            16,
            26
        ],
        [
            53,
            32,
            21,
            53,
            32,
            21
        ],
        [
            44.210526,
            33.333333,
            55.319149,
            44.210526,
            33.333333,
            55.319149
        ],
        [
            2.075751,
            2.931972,
            1.468084,
            1.418469,
            2.22894,
            0.914967
        ],
        [
            86895,
            86895,
            70667,
            479570,
            479570,
            304632
        ],
        [
            -35598,
            -21268,
            -35598,
            -271844,
            -163135,
            -271844
        ],
        [
            184,
            143,
            226,
            184,
            143,
            226
        ],
        [
            250,
            183,
            291,
            250,
            183,
            291
        ],
        [
            132,
            123,
            146,
            132,
            123,
            146
        ],
        [
            17512,
            6871,
            10641,
            17512,
            6871,
            10641
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324876,
            -86507,
            371057,
            -133285,
            -200659,
            -161599
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17885,
    "evaluation_days": 1490.42,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632787200000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759922481845,
    "expiration_time": 1764553392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 2
        }
    }
}

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)