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Trade: DYDX/USDT/720/HL2/VWMA/9190

Strategy
DYDX/USDT/720/HL2/VWMA/9190
Pair
DYDX_USDT
Interval
12h
Score
500118
Daily Profit
0.165236
Profit Factor
1.793883
Profitability
80.991736
Streak
12.811255
Best Strategy
Training Data Length
1477.000000
Evaluation Time
2025-09-28 10:28
Expiration Time
2025-11-07 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244053.1878 75716.9115 168336.2763 171983.7301 -88512.3574 260496.0875
Total P&L (%) 244.0532 75.7169 168.3363 171.9837 -88.5124 260.4961
Avg Daily Profit (%) 0.1652 0.0513 0.114 0.0678 -0.1464 0.0869
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67296 -68053 -40638 -303701 -358492 -97699
Profit Factor 1.7939 1.337 3.0343 1.2239 0.8529 2.5643
Total Trades 121 60 61 121 60 61
Winning Trades 98 49 49 98 49 49
Losing Trades 23 11 12 23 11 12
Profitability (%) 80.9917 81.6667 80.3279 80.9917 81.6667 80.3279
Ratio Avg Win / Avg Loss 0.421 0.3001 0.7431 0.2872 0.1915 0.628
Largest Winning Trade 24717 24717 15737 41740 41740 35451
Largest Losing Trade -67296 -67296 -40638 -303701 -303701 -97699
Avg Bars in Trades 21 27 14 21 27 14
Avg Bars in Winners 9 7 11 9 7 11
Avg Bars in Losers 70 118 26 70 118 26
Bars Traded 2544 1661 883 2544 1661 883
Profit Streak 12.8113 79.8113 12.8113 12.8113 79.8113 12.8113
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500118 -289200 -194695 -98555 -744168 -231757
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759044492450,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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": [
        [
            244053.1878205732,
            75716.9114963086,
            168336.2763242644,
            171983.7300682175,
            -88512.3574167418,
            260496.0874849592
        ],
        [
            244.053188,
            75.716911,
            168.336276,
            171.98373,
            -88.512357,
            260.496087
        ],
        [
            0.165236,
            0.051264,
            0.113972,
            0.067766,
            -0.146399,
            0.086856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67296,
            -68053,
            -40638,
            -303701,
            -358492,
            -97699
        ],
        [
            1.793883,
            1.337017,
            3.034306,
            1.223911,
            0.852863,
            2.564315
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            80.991736,
            81.666667,
            80.327869,
            80.991736,
            81.666667,
            80.327869
        ],
        [
            0.421013,
            0.300147,
            0.743095,
            0.287244,
            0.191459,
            0.627995
        ],
        [
            24717,
            24717,
            15737,
            41740,
            41740,
            35451
        ],
        [
            -67296,
            -67296,
            -40638,
            -303701,
            -303701,
            -97699
        ],
        [
            21,
            27,
            14,
            21,
            27,
            14
        ],
        [
            9,
            7,
            11,
            9,
            7,
            11
        ],
        [
            70,
            118,
            26,
            70,
            118,
            26
        ],
        [
            2544,
            1661,
            883,
            2544,
            1661,
            883
        ],
        [
            12.811255,
            79.811255,
            12.811255,
            12.811255,
            79.811255,
            12.811255
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500118,
            -289200,
            -194695,
            -98555,
            -744168,
            -231757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2954,
    "evaluation_days": 1477,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759044492450,
    "expiration_time": 1762543584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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)