← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: DYDX/USDT/120/VWMA/T3/1440

Strategy
DYDX/USDT/120/VWMA/T3/1440
Pair
DYDX_USDT
Interval
2h
Score
370348
Daily Profit
0.169214
Profit Factor
1.215564
Profitability
62.000000
Streak
11.755289
Best Strategy
Training Data Length
1491.000000
Evaluation Time
2025-10-09 05:07
Expiration Time
2025-12-01 18:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 252297.7933 70888.3746 181409.4187 77966.1866 58582.0498 19384.1368
Total P&L (%) 252.2978 70.8884 181.4094 77.9662 58.5821 19.3841
Avg Daily Profit (%) 0.1692 0.0475 0.1217 0.0387 0.0309 0.0119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202663 -92700 -169008 -715663 -243261 -642603
Profit Factor 1.2156 1.1275 1.2952 1.0258 1.0445 1.0114
Total Trades 350 175 175 350 175 175
Winning Trades 217 106 111 217 106 111
Losing Trades 133 69 64 133 69 64
Profitability (%) 62 60.5714 63.4286 62 60.5714 63.4286
Ratio Avg Win / Avg Loss 0.745 0.734 0.7468 0.6287 0.6799 0.5831
Largest Winning Trade 27764 27399 27764 157820 134914 157820
Largest Losing Trade -35385 -29250 -35385 -226399 -96510 -226399
Avg Bars in Trades 50 43 58 50 43 58
Avg Bars in Winners 37 29 44 37 29 44
Avg Bars in Losers 72 64 81 72 64 81
Bars Traded 17803 7581 10222 17803 7581 10222
Profit Streak 11.7553 12.5053 11.7553 11.7553 12.5053 11.7553
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370348 -208065 -28572 -330044 -322361 -390334
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17892,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631671200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975656979,
    "expiration_time": 1764605606400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 60,
            "offset": 0,
            "a": 0.66558
        }
    }
}
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": [
        [
            252297.7933004183,
            70888.3745609897,
            181409.4187394285,
            77966.186581249,
            58582.0498114202,
            19384.1367698291
        ],
        [
            252.297793,
            70.888375,
            181.409419,
            77.966187,
            58.58205,
            19.384137
        ],
        [
            0.169214,
            0.047544,
            0.12167,
            0.038668,
            0.03093,
            0.011884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202663,
            -92700,
            -169008,
            -715663,
            -243261,
            -642603
        ],
        [
            1.215564,
            1.127547,
            1.295154,
            1.025791,
            1.044472,
            1.011364
        ],
        [
            350,
            175,
            175,
            350,
            175,
            175
        ],
        [
            217,
            106,
            111,
            217,
            106,
            111
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            62,
            60.571429,
            63.428571,
            62,
            60.571429,
            63.428571
        ],
        [
            0.745023,
            0.733969,
            0.746756,
            0.62871,
            0.679892,
            0.583129
        ],
        [
            27764,
            27399,
            27764,
            157820,
            134914,
            157820
        ],
        [
            -35385,
            -29250,
            -35385,
            -226399,
            -96510,
            -226399
        ],
        [
            50,
            43,
            58,
            50,
            43,
            58
        ],
        [
            37,
            29,
            44,
            37,
            29,
            44
        ],
        [
            72,
            64,
            81,
            72,
            64,
            81
        ],
        [
            17803,
            7581,
            10222,
            17803,
            7581,
            10222
        ],
        [
            11.755289,
            12.505289,
            11.755289,
            11.755289,
            12.505289,
            11.755289
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370348,
            -208065,
            -28572,
            -330044,
            -322361,
            -390334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17892,
    "evaluation_days": 1491,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1631671200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975656979,
    "expiration_time": 1764605606400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 60,
            "offset": 0,
            "a": 0.66558
        }
    }
}

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)