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Trade: ATOM/USDT/720/VWMA/MIDPOINT/8361

Strategy
ATOM/USDT/720/VWMA/MIDPOINT/8361
Pair
ATOM_USDT
Interval
12h
Score
490719
Daily Profit
0.212527
Profit Factor
3.001952
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
2341.000000
Evaluation Time
2025-09-27 19:49
Expiration Time
2025-12-03 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571060.5565 497525.6682 73534.8883 618682.4887 91094.766 527587.7227
Total P&L (%) 571.0606 497.5257 73.5349 618.6825 91.0948 527.5877
Avg Daily Profit (%) 0.2439 0.2125 0.0314 0.0843 0.0277 0.0785
Buy And Hold Return (%) 15.0726 15.0726 15.0726 15.0726 15.0726 15.0726
Max Trade Drawdown -74919 -67567 -102048 -1053556 -945173 -537489
Profit Factor 2.1719 3.002 1.3079 1.1778 1.0462 1.3494
Total Trades 61 31 30 61 31 30
Winning Trades 33 16 17 33 16 17
Losing Trades 28 15 13 28 15 13
Profitability (%) 54.0984 51.6129 56.6667 54.0984 51.6129 56.6667
Ratio Avg Win / Avg Loss 1.8428 2.8143 1.0002 0.9993 0.9808 1.0319
Largest Winning Trade 301908 301908 42898 406344 406344 400293
Largest Losing Trade -43794 -43794 -35814 -450333 -450333 -427357
Avg Bars in Trades 72 89 54 72 89 54
Avg Bars in Winners 95 115 77 95 115 77
Avg Bars in Losers 44 60 24 44 60 24
Bars Traded 4396 2768 1628 4396 2768 1628
Profit Streak 0 0 140.2007 0 0 140.2007
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152923 490719 -150454 -272128 -327725 -85574
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4682,
    "evaluation_days": 2341,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991741619,
    "expiration_time": 1764783072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 188,
            "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": [
        [
            571060.5565054127,
            497525.6682420744,
            73534.8882633383,
            618682.4886636607,
            91094.765951085,
            527587.7227125758
        ],
        [
            571.060557,
            497.525668,
            73.534888,
            618.682489,
            91.094766,
            527.587723
        ],
        [
            0.243939,
            0.212527,
            0.031412,
            0.084284,
            0.027667,
            0.078489
        ],
        [
            15.072623,
            15.072623,
            15.072623,
            15.072623,
            15.072623,
            15.072623
        ],
        [
            -74919,
            -67567,
            -102048,
            -1053556,
            -945173,
            -537489
        ],
        [
            2.171862,
            3.001952,
            1.307948,
            1.177768,
            1.046231,
            1.349428
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            54.098361,
            51.612903,
            56.666667,
            54.098361,
            51.612903,
            56.666667
        ],
        [
            1.842792,
            2.81433,
            1.000195,
            0.999318,
            0.980842,
            1.031916
        ],
        [
            301908,
            301908,
            42898,
            406344,
            406344,
            400293
        ],
        [
            -43794,
            -43794,
            -35814,
            -450333,
            -450333,
            -427357
        ],
        [
            72,
            89,
            54,
            72,
            89,
            54
        ],
        [
            95,
            115,
            77,
            95,
            115,
            77
        ],
        [
            44,
            60,
            24,
            44,
            60,
            24
        ],
        [
            4396,
            2768,
            1628,
            4396,
            2768,
            1628
        ],
        [
            0,
            0,
            140.200713,
            0,
            0,
            140.200713
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152923,
            490719,
            -150454,
            -272128,
            -327725,
            -85574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4682,
    "evaluation_days": 2341,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991741619,
    "expiration_time": 1764783072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 188,
            "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)