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Trade: C98/USDT/120/VWMA/BBM/1596

Strategy
C98/USDT/120/VWMA/BBM/1596
Pair
C98_USDT
Interval
2h
Score
328816
Daily Profit
0.208257
Profit Factor
1.586558
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1534.420000
Evaluation Time
2025-10-05 03:30
Expiration Time
2025-11-29 07:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319553.619 101251.8776 218301.7414 246577.9735 -167760.1369 414338.1104
Total P&L (%) 319.5536 101.2519 218.3017 246.578 -167.7601 414.3381
Avg Daily Profit (%) 0.2083 0.066 0.1423 0.081 0 0.1068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96608 -121413 -76822 -259391 -337189 -142434
Profit Factor 1.5866 1.3427 1.8756 1.1695 0.7843 1.612
Total Trades 99 50 49 99 50 49
Winning Trades 45 21 24 45 21 24
Losing Trades 54 29 25 54 29 25
Profitability (%) 45.4545 42 48.9796 45.4545 42 48.9796
Ratio Avg Win / Avg Loss 1.9039 1.8541 1.9538 1.4034 1.0831 1.6791
Largest Winning Trade 151341 151341 63077 151341 151341 128429
Largest Losing Trade -30056 -30056 -28117 -116399 -76605 -116399
Avg Bars in Trades 181 152 211 181 152 211
Avg Bars in Winners 266 217 309 266 217 309
Avg Bars in Losers 111 105 117 111 105 117
Bars Traded 18009 7631 10378 18009 7631 10378
Profit Streak 0 0 52.4378 0 0 52.4378
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328816 -286534 25563 -120344 -762277 -47106
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18413,
    "evaluation_days": 1534.42,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628654400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759624222251,
    "expiration_time": 1764395049600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 128
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 12,
            "std": 2.62405
        }
    }
}
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": [
        [
            319553.6189990554,
            101251.8776293955,
            218301.7413696599,
            246577.9735130813,
            -167760.1368618317,
            414338.1103749131
        ],
        [
            319.553619,
            101.251878,
            218.301741,
            246.577974,
            -167.760137,
            414.33811
        ],
        [
            0.208257,
            0.065987,
            0.14227,
            0.081037,
            0,
            0.106789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96608,
            -121413,
            -76822,
            -259391,
            -337189,
            -142434
        ],
        [
            1.586558,
            1.342659,
            1.875638,
            1.169494,
            0.7843,
            1.611982
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            45.454545,
            42,
            48.979592,
            45.454545,
            42,
            48.979592
        ],
        [
            1.90387,
            1.854148,
            1.95379,
            1.403393,
            1.083081,
            1.679148
        ],
        [
            151341,
            151341,
            63077,
            151341,
            151341,
            128429
        ],
        [
            -30056,
            -30056,
            -28117,
            -116399,
            -76605,
            -116399
        ],
        [
            181,
            152,
            211,
            181,
            152,
            211
        ],
        [
            266,
            217,
            309,
            266,
            217,
            309
        ],
        [
            111,
            105,
            117,
            111,
            105,
            117
        ],
        [
            18009,
            7631,
            10378,
            18009,
            7631,
            10378
        ],
        [
            0,
            0,
            52.437757,
            0,
            0,
            52.437758
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328816,
            -286534,
            25563,
            -120344,
            -762277,
            -47106
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18413,
    "evaluation_days": 1534.42,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628654400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759624222251,
    "expiration_time": 1764395049600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 128
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 12,
            "std": 2.62405
        }
    }
}

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)