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Trade: ATOM/USDT/5/VWAP/TEMA/8434

Strategy
ATOM/USDT/5/VWAP/TEMA/8434
Pair
ATOM_USDT
Interval
5m
Score
309146
Daily Profit
0.714592
Profit Factor
1.332149
Profitability
40.551181
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 01:35
Expiration Time
2025-12-27 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62033.7052 31051.8919 30981.8133 38939.4155 31619.2234 7320.1921
Total P&L (%) 62.0337 31.0519 30.9818 38.9394 31.6192 7.3202
Avg Daily Profit (%) 0.7146 0.3577 0.3569 0.3796 0.317 0.0814
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51676 -33366 -27737 -43953 -28574 -22052
Profit Factor 1.3321 1.3124 1.3546 1.2393 1.3801 1.092
Total Trades 254 127 127 254 127 127
Winning Trades 103 51 52 103 51 52
Losing Trades 151 76 75 151 76 75
Profitability (%) 40.5512 40.1575 40.9449 40.5512 40.1575 40.9449
Ratio Avg Win / Avg Loss 1.953 1.9558 1.9537 1.8168 2.0566 1.575
Largest Winning Trade 62637 62637 52771 58595 58595 32313
Largest Losing Trade -10912 -5660 -10912 -17019 -5325 -17019
Avg Bars in Trades 95 98 92 95 98 92
Avg Bars in Winners 139 157 120 139 157 120
Avg Bars in Losers 65 58 72 65 58 72
Bars Traded 24239 12510 11729 24239 12510 11729
Profit Streak 0 2.2261 0 0 2.2261 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 309146 -169 64137 121349 -53 -373922
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752808500000,
    "first_datapoint_time": 1752862500000,
    "last_datapoint_time": 1760308200000,
    "evaluation_time": 1760308538257,
    "expiration_time": 1766788200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 181,
            "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": [
        [
            62033.7051886646,
            31051.8919227617,
            30981.8132659029,
            38939.4154750413,
            31619.2233596312,
            7320.1921154102
        ],
        [
            62.033705,
            31.051892,
            30.981813,
            38.939415,
            31.619223,
            7.320192
        ],
        [
            0.714592,
            0.357699,
            0.356892,
            0.379555,
            0.316989,
            0.081414
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51676,
            -33366,
            -27737,
            -43953,
            -28574,
            -22052
        ],
        [
            1.332149,
            1.312418,
            1.354596,
            1.239271,
            1.380115,
            1.09201
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            40.551181,
            40.15748,
            40.944882,
            40.551181,
            40.15748,
            40.944882
        ],
        [
            1.952957,
            1.95576,
            1.953744,
            1.816796,
            2.056642,
            1.575015
        ],
        [
            62637,
            62637,
            52771,
            58595,
            58595,
            32313
        ],
        [
            -10912,
            -5660,
            -10912,
            -17019,
            -5325,
            -17019
        ],
        [
            95,
            98,
            92,
            95,
            98,
            92
        ],
        [
            139,
            157,
            120,
            139,
            157,
            120
        ],
        [
            65,
            58,
            72,
            65,
            58,
            72
        ],
        [
            24239,
            12510,
            11729,
            24239,
            12510,
            11729
        ],
        [
            0,
            2.226137,
            0,
            0,
            2.226137,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309146,
            -169,
            64137,
            121349,
            -53,
            -373922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752808500000,
    "first_datapoint_time": 1752862500000,
    "last_datapoint_time": 1760308200000,
    "evaluation_time": 1760308538257,
    "expiration_time": 1766788200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 181,
            "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)