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Trade: DYDX/USDT/120/VWMA/SWMA/9679

Strategy
DYDX/USDT/120/VWMA/SWMA/9679
Pair
DYDX_USDT
Interval
2h
Score
383608
Daily Profit
0.254172
Profit Factor
1.437701
Profitability
63.451777
Streak
4.809492
Best Strategy
Training Data Length
1489.170000
Evaluation Time
2025-10-07 08:25
Expiration Time
2025-11-29 20:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378505.9664 153939.5427 224566.4237 -131674.9293 729706.2451 -861381.1744
Total P&L (%) 378.506 153.9395 224.5664 -131.6749 729.7062 -861.3812
Avg Daily Profit (%) 0.2542 0.1034 0.1508 0 0.1422 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152908 -109336 -111267 -1891171 -631594 -2001746
Profit Factor 1.4377 1.365 1.5069 0.9761 1.3752 0.7582
Total Trades 197 99 98 197 99 98
Winning Trades 125 56 69 120 54 66
Losing Trades 72 43 29 77 45 32
Profitability (%) 63.4518 56.5657 70.4082 60.9137 54.5455 67.3469
Ratio Avg Win / Avg Loss 0.8281 1.0482 0.6333 0.6263 1.146 0.3676
Largest Winning Trade 85840 85840 35549 670909 670909 242622
Largest Losing Trade -103184 -34045 -103184 -1447665 -283677 -1447665
Avg Bars in Trades 89 91 87 89 91 87
Avg Bars in Winners 58 57 59 70 73 68
Avg Bars in Losers 143 136 154 118 113 126
Bars Traded 17656 9104 8552 17656 9104 8552
Profit Streak 4.8095 5.3095 0 0 0 12.8095
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383608 -53223 342446 -578331 -1964 -577933
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17870,
    "evaluation_days": 1489.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632031200000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759814740088,
    "expiration_time": 1764441504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "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": [
        [
            378505.9664049504,
            153939.5426879838,
            224566.4237169667,
            -131674.9292771379,
            729706.2450873642,
            -861381.1743645013
        ],
        [
            378.505966,
            153.939543,
            224.566424,
            -131.674929,
            729.706245,
            -861.381174
        ],
        [
            0.254172,
            0.103373,
            0.1508,
            0,
            0.142187,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152908,
            -109336,
            -111267,
            -1891171,
            -631594,
            -2001746
        ],
        [
            1.437701,
            1.365034,
            1.50687,
            0.97609,
            1.375171,
            0.758181
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            125,
            56,
            69,
            120,
            54,
            66
        ],
        [
            72,
            43,
            29,
            77,
            45,
            32
        ],
        [
            63.451777,
            56.565657,
            70.408163,
            60.913706,
            54.545455,
            67.346939
        ],
        [
            0.828116,
            1.048151,
            0.633322,
            0.626324,
            1.145976,
            0.367603
        ],
        [
            85840,
            85840,
            35549,
            670909,
            670909,
            242622
        ],
        [
            -103184,
            -34045,
            -103184,
            -1447665,
            -283677,
            -1447665
        ],
        [
            89,
            91,
            87,
            89,
            91,
            87
        ],
        [
            58,
            57,
            59,
            70,
            73,
            68
        ],
        [
            143,
            136,
            154,
            118,
            113,
            126
        ],
        [
            17656,
            9104,
            8552,
            17656,
            9104,
            8552
        ],
        [
            4.809492,
            5.309492,
            0,
            0,
            0,
            12.809492
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383608,
            -53223,
            342446,
            -578331,
            -1964,
            -577933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17870,
    "evaluation_days": 1489.17,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632031200000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759814740088,
    "expiration_time": 1764441504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "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)