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Trade: ALGO/USDT/480/VWMA/JMA/5523

Strategy
ALGO/USDT/480/VWMA/JMA/5523
Pair
ALGO_USDT
Interval
8h
Score
477379
Daily Profit
0.250832
Profit Factor
1.436118
Profitability
53.312303
Streak
39.229487
Best Strategy
Training Data Length
2290.330000
Evaluation Time
2025-09-28 08:30
Expiration Time
2025-12-05 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 574489.1269 459958.2838 114530.8431 198921.9827 130355.5976 68566.3851
Total P&L (%) 574.4891 459.9583 114.5308 198.922 130.3556 68.5664
Avg Daily Profit (%) 0.2508 0.2008 0.05 0.0478 0.0364 0.0228
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160115 -117133 -197680 -129905 -60892 -117389
Profit Factor 1.4361 1.7385 1.1649 1.2546 1.403 1.1497
Total Trades 317 159 158 317 159 158
Winning Trades 169 78 91 169 78 91
Losing Trades 148 81 67 148 81 67
Profitability (%) 53.3123 49.0566 57.5949 53.3123 49.0566 57.5949
Ratio Avg Win / Avg Loss 1.2577 1.8054 0.8577 1.0987 1.4569 0.8465
Largest Winning Trade 285904 285904 59965 93330 93330 52898
Largest Losing Trade -52400 -23159 -52400 -62404 -25750 -62404
Avg Bars in Trades 21 15 26 21 15 26
Avg Bars in Winners 24 17 31 24 17 31
Avg Bars in Losers 16 14 19 16 14 19
Bars Traded 6699 2542 4157 6699 2542 4157
Profit Streak 39.2295 39.2295 44.2295 39.2295 39.2295 44.2295
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477379 435606 -163961 -125364 -142330 -217020
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6871,
    "evaluation_days": 2290.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562112000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037427670,
    "expiration_time": 1764954144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 34,
            "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": [
        [
            574489.1268928277,
            459958.2838325517,
            114530.8430602759,
            198921.9826758702,
            130355.5976194807,
            68566.3850563897
        ],
        [
            574.489127,
            459.958284,
            114.530843,
            198.921983,
            130.355598,
            68.566385
        ],
        [
            0.250832,
            0.200826,
            0.050006,
            0.047822,
            0.03644,
            0.022801
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160115,
            -117133,
            -197680,
            -129905,
            -60892,
            -117389
        ],
        [
            1.436118,
            1.738532,
            1.164917,
            1.254576,
            1.402961,
            1.149744
        ],
        [
            317,
            159,
            158,
            317,
            159,
            158
        ],
        [
            169,
            78,
            91,
            169,
            78,
            91
        ],
        [
            148,
            81,
            67,
            148,
            81,
            67
        ],
        [
            53.312303,
            49.056604,
            57.594937,
            53.312303,
            49.056604,
            57.594937
        ],
        [
            1.257666,
            1.805398,
            0.857686,
            1.098682,
            1.456921,
            0.846515
        ],
        [
            285904,
            285904,
            59965,
            93330,
            93330,
            52898
        ],
        [
            -52400,
            -23159,
            -52400,
            -62404,
            -25750,
            -62404
        ],
        [
            21,
            15,
            26,
            21,
            15,
            26
        ],
        [
            24,
            17,
            31,
            24,
            17,
            31
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            6699,
            2542,
            4157,
            6699,
            2542,
            4157
        ],
        [
            39.229487,
            39.229487,
            44.229487,
            39.229487,
            39.229487,
            44.229487
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477379,
            435606,
            -163961,
            -125364,
            -142330,
            -217020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6871,
    "evaluation_days": 2290.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562112000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037427670,
    "expiration_time": 1764954144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 34,
            "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)