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Trade: ALGO/USDT/120/VWMA/BBU/4527

Strategy
ALGO/USDT/120/VWMA/BBU/4527
Pair
ALGO_USDT
Interval
2h
Score
462917
Daily Profit
0.182708
Profit Factor
2.005215
Profitability
55.172414
Streak
90.307329
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-09-29 10:22
Expiration Time
2025-12-13 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413681.283 380565.9939 33115.2891 46847.4951 17625.6778 29221.8173
Total P&L (%) 413.6813 380.566 33.1153 46.8475 17.6257 29.2218
Avg Daily Profit (%) 0.1986 0.1827 0.0159 0.0184 0.0078 0.0123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210512 -212760 -19295 -559627 -557423 -87578
Profit Factor 1.9024 2.0052 1.4147 1.043 1.0198 1.1481
Total Trades 59 29 30 59 29 30
Winning Trades 33 16 17 33 16 17
Losing Trades 26 13 13 26 13 13
Profitability (%) 55.9322 55.1724 56.6667 55.9322 55.1724 56.6667
Ratio Avg Win / Avg Loss 1.4988 1.6292 1.0818 0.8218 0.8286 0.878
Largest Winning Trade 309210 309210 18469 241439 241439 66944
Largest Losing Trade -56219 -56219 -19295 -299667 -299667 -87578
Avg Bars in Trades 401 808 8 401 808 8
Avg Bars in Winners 283 575 8 283 575 8
Avg Bars in Losers 552 1095 9 552 1095 9
Bars Traded 23715 23453 262 23715 23453 262
Profit Streak 0 90.3073 0 0 90.3073 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168620 462917 -172563 -523395 -389744 -237758
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1579492800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759130553231,
    "expiration_time": 1765604304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.12585
        }
    }
}
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": [
        [
            413681.2830304744,
            380565.9939214212,
            33115.2891090531,
            46847.4950591469,
            17625.6777780928,
            29221.817281054
        ],
        [
            413.681283,
            380.565994,
            33.115289,
            46.847495,
            17.625678,
            29.221817
        ],
        [
            0.198606,
            0.182708,
            0.015898,
            0.018448,
            0.007794,
            0.012308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210512,
            -212760,
            -19295,
            -559627,
            -557423,
            -87578
        ],
        [
            1.902357,
            2.005215,
            1.4147,
            1.043047,
            1.019782,
            1.148106
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            55.932203,
            55.172414,
            56.666667,
            55.932203,
            55.172414,
            56.666667
        ],
        [
            1.498827,
            1.629237,
            1.08183,
            0.821794,
            0.828573,
            0.877963
        ],
        [
            309210,
            309210,
            18469,
            241439,
            241439,
            66944
        ],
        [
            -56219,
            -56219,
            -19295,
            -299667,
            -299667,
            -87578
        ],
        [
            401,
            808,
            8,
            401,
            808,
            8
        ],
        [
            283,
            575,
            8,
            283,
            575,
            8
        ],
        [
            552,
            1095,
            9,
            552,
            1095,
            9
        ],
        [
            23715,
            23453,
            262,
            23715,
            23453,
            262
        ],
        [
            0,
            90.307329,
            0,
            0,
            90.307329,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168620,
            462917,
            -172563,
            -523395,
            -389744,
            -237758
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1579492800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759130553231,
    "expiration_time": 1765604304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.12585
        }
    }
}

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)