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Trade: DYDX/USDT/120/VWMA/WMA/6645

Strategy
DYDX/USDT/120/VWMA/WMA/6645
Pair
DYDX_USDT
Interval
2h
Score
367918
Daily Profit
0.217354
Profit Factor
1.378374
Profitability
49.509804
Streak
27.919744
Best Strategy
Training Data Length
1489.750000
Evaluation Time
2025-10-07 23:04
Expiration Time
2025-11-30 11:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323803.3137 100570.0514 223233.2622 118636.8065 -28663.0992 147299.9056
Total P&L (%) 323.8033 100.5701 223.2333 118.6368 -28.6631 147.2999
Avg Daily Profit (%) 0.2174 0.0675 0.1498 0.0525 -0.0227 0.0608
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237202 -88945 -184162 -436756 -290868 -369067
Profit Factor 1.3784 1.2726 1.4585 1.0841 0.9556 1.1925
Total Trades 204 102 102 204 102 102
Winning Trades 101 51 50 101 51 50
Losing Trades 103 51 52 103 51 52
Profitability (%) 49.5098 50 49.0196 49.5098 50 49.0196
Ratio Avg Win / Avg Loss 1.4057 1.2726 1.5168 1.1055 0.9556 1.2402
Largest Winning Trade 56748 56748 46532 142817 93606 142817
Largest Losing Trade -71476 -33730 -71476 -226423 -151698 -226423
Avg Bars in Trades 86 58 113 86 58 113
Avg Bars in Winners 95 57 133 95 57 133
Avg Bars in Losers 77 59 94 77 59 94
Bars Traded 17597 5978 11619 17597 5978 11619
Profit Streak 27.9197 28.1697 27.9197 27.9197 28.1697 27.9197
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367918 -102620 325039 -248949 -580519 -120607
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17877,
    "evaluation_days": 1489.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632693600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759867465899,
    "expiration_time": 1764493718400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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": [
        [
            323803.3136570671,
            100570.051431143,
            223233.2622259244,
            118636.8064549938,
            -28663.0991527254,
            147299.9056077196
        ],
        [
            323.803314,
            100.570051,
            223.233262,
            118.636806,
            -28.663099,
            147.299906
        ],
        [
            0.217354,
            0.067508,
            0.149846,
            0.052522,
            -0.022669,
            0.060796
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237202,
            -88945,
            -184162,
            -436756,
            -290868,
            -369067
        ],
        [
            1.378374,
            1.272633,
            1.458486,
            1.084061,
            0.955648,
            1.192534
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            49.509804,
            50,
            49.019608,
            49.509804,
            50,
            49.019608
        ],
        [
            1.405668,
            1.272633,
            1.516826,
            1.105527,
            0.955648,
            1.240235
        ],
        [
            56748,
            56748,
            46532,
            142817,
            93606,
            142817
        ],
        [
            -71476,
            -33730,
            -71476,
            -226423,
            -151698,
            -226423
        ],
        [
            86,
            58,
            113,
            86,
            58,
            113
        ],
        [
            95,
            57,
            133,
            95,
            57,
            133
        ],
        [
            77,
            59,
            94,
            77,
            59,
            94
        ],
        [
            17597,
            5978,
            11619,
            17597,
            5978,
            11619
        ],
        [
            27.919744,
            28.169744,
            27.919744,
            27.919744,
            28.169744,
            27.919744
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367918,
            -102620,
            325039,
            -248949,
            -580519,
            -120607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17877,
    "evaluation_days": 1489.75,
    "actual_first_datapoint_time": 1631152800000,
    "first_datapoint_time": 1632693600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759867465899,
    "expiration_time": 1764493718400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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)