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Trade: ALGO/USDT/480/VWMA/DCM/2482

Strategy
ALGO/USDT/480/VWMA/DCM/2482
Pair
ALGO_USDT
Interval
8h
Score
319641
Daily Profit
0.185590
Profit Factor
2.896548
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
2295.000000
Evaluation Time
2025-10-03 03:28
Expiration Time
2025-12-10 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518961.6863 425928.9363 93032.7501 551813.4755 282929.2367 268884.2388
Total P&L (%) 518.9617 425.9289 93.0328 551.8135 282.9292 268.8842
Avg Daily Profit (%) 0.2261 0.1856 0.0405 0.0817 0.0585 0.0569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150861 -127087 -65531 -556492 -453697 -321465
Profit Factor 2.1805 2.8965 1.4327 1.3752 1.3569 1.3967
Total Trades 65 33 32 65 33 32
Winning Trades 28 13 15 28 13 15
Losing Trades 37 20 17 37 20 17
Profitability (%) 43.0769 39.3939 46.875 43.0769 39.3939 46.875
Ratio Avg Win / Avg Loss 2.8814 4.4562 1.6237 1.8173 2.0875 1.5829
Largest Winning Trade 262196 262196 45663 423032 423032 179288
Largest Losing Trade -36174 -36174 -33781 -158375 -127151 -158375
Avg Bars in Trades 99 90 107 99 90 107
Avg Bars in Winners 148 136 158 148 136 158
Avg Bars in Losers 61 60 62 61 60 62
Bars Traded 6436 2986 3450 6436 2986 3450
Profit Streak 0 0 83.6866 0 0 83.6866
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126560 319641 -137440 -220751 -117383 -115852
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565740800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451323464,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "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": [
        [
            518961.6863428812,
            425928.9362794472,
            93032.7500634339,
            551813.4755423771,
            282929.2367325061,
            268884.2388098708
        ],
        [
            518.961686,
            425.928936,
            93.03275,
            551.813476,
            282.929237,
            268.884239
        ],
        [
            0.226127,
            0.18559,
            0.040537,
            0.081715,
            0.058522,
            0.056893
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150861,
            -127087,
            -65531,
            -556492,
            -453697,
            -321465
        ],
        [
            2.180513,
            2.896548,
            1.432658,
            1.37524,
            1.356897,
            1.396693
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            43.076923,
            39.393939,
            46.875,
            43.076923,
            39.393939,
            46.875
        ],
        [
            2.881392,
            4.456227,
            1.623679,
            1.817281,
            2.087533,
            1.582919
        ],
        [
            262196,
            262196,
            45663,
            423032,
            423032,
            179288
        ],
        [
            -36174,
            -36174,
            -33781,
            -158375,
            -127151,
            -158375
        ],
        [
            99,
            90,
            107,
            99,
            90,
            107
        ],
        [
            148,
            136,
            158,
            148,
            136,
            158
        ],
        [
            61,
            60,
            62,
            61,
            60,
            62
        ],
        [
            6436,
            2986,
            3450,
            6436,
            2986,
            3450
        ],
        [
            0,
            0,
            83.686614,
            0,
            0,
            83.686614
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126560,
            319641,
            -137440,
            -220751,
            -117383,
            -115852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565740800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451323464,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "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)