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Trade: DYDX/USDT/720/VWAP/MIDPOINT/7251

Strategy
DYDX/USDT/720/VWAP/MIDPOINT/7251
Pair
DYDX_USDT
Interval
12h
Score
439631
Daily Profit
0.148475
Profit Factor
1.699895
Profitability
88.235294
Streak
7.786507
Best Strategy
Training Data Length
1483.000000
Evaluation Time
2025-09-30 21:52
Expiration Time
2025-11-14 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220188.9094 62528.1495 157660.76 82436.9051 -50065.7329 132502.638
Total P&L (%) 220.1889 62.5281 157.6608 82.4369 -50.0657 132.5026
Avg Daily Profit (%) 0.1485 0.0422 0.1063 0.0406 -0.0468 0.0569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135489 -108135 -53447 -636019 -501532 -205361
Profit Factor 1.6999 1.3226 2.3053 1.0768 0.9248 1.3248
Total Trades 85 42 43 85 42 43
Winning Trades 75 38 37 75 38 37
Losing Trades 10 4 6 10 4 6
Profitability (%) 88.2353 90.4762 86.0465 88.2353 90.4762 86.0465
Ratio Avg Win / Avg Loss 0.2267 0.1392 0.3738 0.1436 0.0973 0.2148
Largest Winning Trade 31448 20586 31448 75054 75054 70873
Largest Losing Trade -61750 -61750 -53447 -438501 -438501 -205361
Avg Bars in Trades 29 40 19 29 40 19
Avg Bars in Winners 14 17 12 14 17 12
Avg Bars in Losers 143 265 62 143 265 62
Bars Traded 2548 1709 839 2548 1709 839
Profit Streak 7.7865 143.7865 7.7865 7.7865 143.7865 7.7865
Trades During Streak 2 9 1 2 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439631 -132042 -43963 -269844 -574288 -112875
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2966,
    "evaluation_days": 1483,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638187200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759258354244,
    "expiration_time": 1763077536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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": [
        [
            220188.9094439748,
            62528.1494532376,
            157660.7599907369,
            82436.9050764589,
            -50065.7329003142,
            132502.6379767734
        ],
        [
            220.188909,
            62.528149,
            157.66076,
            82.436905,
            -50.065733,
            132.502638
        ],
        [
            0.148475,
            0.042163,
            0.106312,
            0.04055,
            -0.046817,
            0.05691
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135489,
            -108135,
            -53447,
            -636019,
            -501532,
            -205361
        ],
        [
            1.699895,
            1.322614,
            2.305298,
            1.076801,
            0.924767,
            1.324836
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            10,
            4,
            6,
            10,
            4,
            6
        ],
        [
            88.235294,
            90.47619,
            86.046512,
            88.235294,
            90.47619,
            86.046512
        ],
        [
            0.226653,
            0.139222,
            0.373832,
            0.143573,
            0.097344,
            0.214838
        ],
        [
            31448,
            20586,
            31448,
            75054,
            75054,
            70873
        ],
        [
            -61750,
            -61750,
            -53447,
            -438501,
            -438501,
            -205361
        ],
        [
            29,
            40,
            19,
            29,
            40,
            19
        ],
        [
            14,
            17,
            12,
            14,
            17,
            12
        ],
        [
            143,
            265,
            62,
            143,
            265,
            62
        ],
        [
            2548,
            1709,
            839,
            2548,
            1709,
            839
        ],
        [
            7.786507,
            143.786507,
            7.786507,
            7.786507,
            143.786507,
            7.786507
        ],
        [
            2,
            9,
            1,
            2,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439631,
            -132042,
            -43963,
            -269844,
            -574288,
            -112875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2966,
    "evaluation_days": 1483,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1638187200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759258354244,
    "expiration_time": 1763077536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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)