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Trade: DYDX/USDT/720/VWAP/BBL/1428

Strategy
DYDX/USDT/720/VWAP/BBL/1428
Pair
DYDX_USDT
Interval
12h
Score
445016
Daily Profit
0.150344
Profit Factor
1.620804
Profitability
75.630252
Streak
7.353413
Best Strategy
Training Data Length
1485.500000
Evaluation Time
2025-10-03 11:28
Expiration Time
2025-11-16 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223335.685 11504.3808 211831.3042 113769.0477 -105703.4703 219472.5181
Total P&L (%) 223.3357 11.5044 211.8313 113.769 -105.7035 219.4725
Avg Daily Profit (%) 0.1503 0.0077 0.1426 0.0512 0 0.0782
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103750 -65337 -91345 -319026 -231345 -173435
Profit Factor 1.6208 1.0687 2.1019 1.1734 0.692 1.701
Total Trades 119 60 59 119 60 59
Winning Trades 90 40 50 90 40 50
Losing Trades 29 20 9 29 20 9
Profitability (%) 75.6303 66.6667 84.7458 75.6303 66.6667 84.7458
Ratio Avg Win / Avg Loss 0.5223 0.5343 0.3783 0.3781 0.346 0.3062
Largest Winning Trade 28939 15210 28939 42864 25571 42864
Largest Losing Trade -75646 -52480 -75646 -190815 -190815 -155693
Avg Bars in Trades 23 12 35 23 12 35
Avg Bars in Winners 11 5 15 11 5 15
Avg Bars in Losers 62 25 143 62 25 143
Bars Traded 2798 733 2065 2798 733 2065
Profit Streak 7.3534 96.3534 0 7.3534 96.3534 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445016 -614283 -173785 -151224 -746960 -260397
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637064000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480134873,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 138,
            "offset": 0,
            "std": 1.25374
        }
    }
}
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": [
        [
            223335.6850103777,
            11504.3807816129,
            211831.3042287647,
            113769.0477194687,
            -105703.4703373212,
            219472.5180567901
        ],
        [
            223.335685,
            11.504381,
            211.831304,
            113.769048,
            -105.70347,
            219.472518
        ],
        [
            0.150344,
            0.007744,
            0.142599,
            0.051156,
            0,
            0.07822
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103750,
            -65337,
            -91345,
            -319026,
            -231345,
            -173435
        ],
        [
            1.620804,
            1.068681,
            2.101861,
            1.173358,
            0.691985,
            1.700991
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            29,
            20,
            9,
            29,
            20,
            9
        ],
        [
            75.630252,
            66.666667,
            84.745763,
            75.630252,
            66.666667,
            84.745763
        ],
        [
            0.522259,
            0.534341,
            0.378335,
            0.378082,
            0.345992,
            0.306178
        ],
        [
            28939,
            15210,
            28939,
            42864,
            25571,
            42864
        ],
        [
            -75646,
            -52480,
            -75646,
            -190815,
            -190815,
            -155693
        ],
        [
            23,
            12,
            35,
            23,
            12,
            35
        ],
        [
            11,
            5,
            15,
            11,
            5,
            15
        ],
        [
            62,
            25,
            143,
            62,
            25,
            143
        ],
        [
            2798,
            733,
            2065,
            2798,
            733,
            2065
        ],
        [
            7.353413,
            96.353413,
            0,
            7.353413,
            96.353413,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445016,
            -614283,
            -173785,
            -151224,
            -746960,
            -260397
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2971,
    "evaluation_days": 1485.5,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637064000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480134873,
    "expiration_time": 1763300016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 138,
            "offset": 0,
            "std": 1.25374
        }
    }
}

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)