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Trade: C98/USDT/360/VWMA/SSF/9460

Strategy
C98/USDT/360/VWMA/SSF/9460
Pair
C98_USDT
Interval
6h
Score
432242
Daily Profit
0.164110
Profit Factor
2.256740
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
1524.250000
Evaluation Time
2025-09-28 00:11
Expiration Time
2025-11-09 07:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 237568.9434 -12575.7683 250144.7116 201217.8315 -59885.4223 261103.2538
Total P&L (%) 237.5689 -12.5758 250.1447 201.2178 -59.8854 261.1033
Avg Daily Profit (%) 0.1559 -0.0083 0.1641 0.0724 -0.0599 0.0843
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70564 -63764 -68019 -294233 -160974 -235409
Profit Factor 1.611 0.9337 2.2567 1.2069 0.8535 1.4632
Total Trades 69 35 34 69 35 34
Winning Trades 35 14 21 35 14 21
Losing Trades 34 21 13 34 21 13
Profitability (%) 50.7246 40 61.7647 50.7246 40 61.7647
Ratio Avg Win / Avg Loss 1.565 1.4006 1.397 1.1724 1.2802 0.9058
Largest Winning Trade 71165 43843 71165 133698 90391 133698
Largest Losing Trade -32316 -31960 -32316 -130301 -66044 -130301
Avg Bars in Trades 84 52 118 84 52 118
Avg Bars in Winners 108 62 138 108 62 138
Avg Bars in Losers 61 45 85 61 45 85
Bars Traded 5858 1841 4017 5858 1841 4017
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95612 -583009 432242 -202706 -583009 -79520
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759007484971,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            237568.943365528,
            -12575.7682822133,
            250144.7116477412,
            201217.8314903948,
            -59885.4223356731,
            261103.253826068
        ],
        [
            237.568943,
            -12.575768,
            250.144712,
            201.217831,
            -59.885422,
            261.103254
        ],
        [
            0.15586,
            -0.00825,
            0.16411,
            0.072368,
            -0.059909,
            0.084273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70564,
            -63764,
            -68019,
            -294233,
            -160974,
            -235409
        ],
        [
            1.61102,
            0.93373,
            2.25674,
            1.206926,
            0.853473,
            1.463183
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            34,
            21,
            13,
            34,
            21,
            13
        ],
        [
            50.724638,
            40,
            61.764706,
            50.724638,
            40,
            61.764706
        ],
        [
            1.564991,
            1.400595,
            1.397029,
            1.172443,
            1.28021,
            0.90578
        ],
        [
            71165,
            43843,
            71165,
            133698,
            90391,
            133698
        ],
        [
            -32316,
            -31960,
            -32316,
            -130301,
            -66044,
            -130301
        ],
        [
            84,
            52,
            118,
            84,
            52,
            118
        ],
        [
            108,
            62,
            138,
            108,
            62,
            138
        ],
        [
            61,
            45,
            85,
            61,
            45,
            85
        ],
        [
            5858,
            1841,
            4017,
            5858,
            1841,
            4017
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95612,
            -583009,
            432242,
            -202706,
            -583009,
            -79520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759007484971,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 2
        }
    }
}

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)