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Trade: ATOM/USDT/15/VWMA/MIDPOINT/3199

Strategy
ATOM/USDT/15/VWMA/MIDPOINT/3199
Pair
ATOM_USDT
Interval
15m
Score
437340
Daily Profit
0.401021
Profit Factor
1.786421
Profitability
65.263158
Streak
12.254723
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 19:51
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104433.9183 40931.6676 63502.2507 142522.5145 62265.5949 80256.9196
Total P&L (%) 104.4339 40.9317 63.5023 142.5225 62.2656 80.2569
Avg Daily Profit (%) 0.401 0.1572 0.2438 0.3408 0.1861 0.2265
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24557 -18889 -21439 -38680 -26680 -38327
Profit Factor 1.7864 1.695 1.8593 1.6807 1.6959 1.6694
Total Trades 95 47 48 95 47 48
Winning Trades 62 29 33 62 29 33
Losing Trades 33 18 15 33 18 15
Profitability (%) 65.2632 61.7021 68.75 65.2632 61.7021 68.75
Ratio Avg Win / Avg Loss 0.9508 1.0521 0.8451 0.8946 1.0526 0.7588
Largest Winning Trade 15671 8970 15671 20831 12812 20831
Largest Losing Trade -20404 -18889 -20404 -31905 -26680 -31905
Avg Bars in Trades 254 261 247 254 261 247
Avg Bars in Winners 226 244 210 226 244 210
Avg Bars in Losers 306 288 328 306 288 328
Bars Traded 24144 12279 11865 24144 12279 11865
Profit Streak 12.2547 21.7756 12.2547 12.2547 21.7756 12.2547
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437340 304790 362041 411456 372190 359109
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736619300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758991908055,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 195
        }
    }
}
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": [
        [
            104433.9183341828,
            40931.66763873,
            63502.2506954529,
            142522.5144824096,
            62265.5948919165,
            80256.9195904931
        ],
        [
            104.433918,
            40.931668,
            63.502251,
            142.522514,
            62.265595,
            80.25692
        ],
        [
            0.401021,
            0.157176,
            0.243846,
            0.34077,
            0.186051,
            0.226511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24557,
            -18889,
            -21439,
            -38680,
            -26680,
            -38327
        ],
        [
            1.786421,
            1.694993,
            1.859285,
            1.680695,
            1.695853,
            1.669382
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            65.263158,
            61.702128,
            68.75,
            65.263158,
            61.702128,
            68.75
        ],
        [
            0.950837,
            1.052065,
            0.845129,
            0.894563,
            1.052598,
            0.75881
        ],
        [
            15671,
            8970,
            15671,
            20831,
            12812,
            20831
        ],
        [
            -20404,
            -18889,
            -20404,
            -31905,
            -26680,
            -31905
        ],
        [
            254,
            261,
            247,
            254,
            261,
            247
        ],
        [
            226,
            244,
            210,
            226,
            244,
            210
        ],
        [
            306,
            288,
            328,
            306,
            288,
            328
        ],
        [
            24144,
            12279,
            11865,
            24144,
            12279,
            11865
        ],
        [
            12.254723,
            21.775556,
            12.254723,
            12.254723,
            21.775556,
            12.254723
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437340,
            304790,
            362041,
            411456,
            372190,
            359109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736619300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758991908055,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 195
        }
    }
}

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)