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Trade: DYDX/USDT/360/VWAP/HMA/6589

Strategy
DYDX/USDT/360/VWAP/HMA/6589
Pair
DYDX_USDT
Interval
6h
Score
430315
Daily Profit
0.188659
Profit Factor
1.317250
Profitability
71.268657
Streak
20.124843
Best Strategy
Training Data Length
1488.250000
Evaluation Time
2025-10-06 05:59
Expiration Time
2025-11-19 17:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280771.8576 60351.1589 220420.6987 80122.5714 -128360.4538 208483.0252
Total P&L (%) 280.7719 60.3512 220.4207 80.1226 -128.3605 208.483
Avg Daily Profit (%) 0.1887 0.0406 0.1481 0.0395 0 0.0757
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101999 -79187 -84162 -440147 -295628 -374072
Profit Factor 1.3173 1.1353 1.5021 1.0258 0.9173 1.1343
Total Trades 268 134 134 268 134 134
Winning Trades 191 89 102 191 89 102
Losing Trades 77 45 32 77 45 32
Profitability (%) 71.2687 66.4179 76.1194 71.2687 66.4179 76.1194
Ratio Avg Win / Avg Loss 0.531 0.574 0.4713 0.4136 0.4638 0.3559
Largest Winning Trade 26605 26605 25987 90226 90226 73573
Largest Losing Trade -68460 -35707 -68460 -313120 -156336 -313120
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 12 10 13 12 10 13
Avg Bars in Losers 44 38 52 44 38 52
Bars Traded 5723 2632 3091 5723 2632 3091
Profit Streak 20.1248 28.1248 20.1248 20.1248 28.1248 20.1248
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430315 -209527 310315 -327960 -577561 -161978
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5953,
    "evaluation_days": 1488.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635033600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759719586442,
    "expiration_time": 1763566344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "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": [
        [
            280771.8576220535,
            60351.1589252633,
            220420.6986967896,
            80122.5713586247,
            -128360.4538106194,
            208483.0251692439
        ],
        [
            280.771858,
            60.351159,
            220.420699,
            80.122571,
            -128.360454,
            208.483025
        ],
        [
            0.188659,
            0.040552,
            0.148107,
            0.039549,
            0,
            0.075721
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101999,
            -79187,
            -84162,
            -440147,
            -295628,
            -374072
        ],
        [
            1.31725,
            1.1353,
            1.50214,
            1.025819,
            0.917255,
            1.13433
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            191,
            89,
            102,
            191,
            89,
            102
        ],
        [
            77,
            45,
            32,
            77,
            45,
            32
        ],
        [
            71.268657,
            66.41791,
            76.119403,
            71.268657,
            66.41791,
            76.119403
        ],
        [
            0.531038,
            0.574028,
            0.471259,
            0.41355,
            0.46378,
            0.355868
        ],
        [
            26605,
            26605,
            25987,
            90226,
            90226,
            73573
        ],
        [
            -68460,
            -35707,
            -68460,
            -313120,
            -156336,
            -313120
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            12,
            10,
            13,
            12,
            10,
            13
        ],
        [
            44,
            38,
            52,
            44,
            38,
            52
        ],
        [
            5723,
            2632,
            3091,
            5723,
            2632,
            3091
        ],
        [
            20.124843,
            28.124843,
            20.124843,
            20.124843,
            28.124843,
            20.124843
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430315,
            -209527,
            310315,
            -327960,
            -577561,
            -161978
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5953,
    "evaluation_days": 1488.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635033600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759719586442,
    "expiration_time": 1763566344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "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)