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Trade: DOT/USDT/120/VWMA/BBU/8569

Strategy
DOT/USDT/120/VWMA/BBU/8569
Pair
DOT_USDT
Interval
2h
Score
336942
Daily Profit
0.228784
Profit Factor
1.304339
Profitability
36.105860
Streak
0.000000
Best Strategy
Training Data Length
1873.330000
Evaluation Time
2025-10-05 20:58
Expiration Time
2025-12-12 04:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428588.6821 375976.0927 52612.5895 153167.422 -105290.8948 258458.3168
Total P&L (%) 428.5887 375.9761 52.6126 153.1674 -105.2909 258.4583
Avg Daily Profit (%) 0.2288 0.2007 0.0281 0.0496 0 0.0682
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117124 -118305 -72192 -700710 -514743 -330430
Profit Factor 1.3043 1.6029 1.0671 1.0279 0.9559 1.0835
Total Trades 1058 529 529 1058 529 529
Winning Trades 382 166 216 382 166 216
Losing Trades 676 363 313 676 363 313
Profitability (%) 36.1059 31.38 40.8318 36.1059 31.38 40.8318
Ratio Avg Win / Avg Loss 2.3082 3.5052 1.5462 1.819 2.0904 1.5701
Largest Winning Trade 285376 285376 28069 412985 412985 179703
Largest Losing Trade -20953 -19981 -20953 -156102 -54752 -156102
Avg Bars in Trades 20 22 19 20 22 19
Avg Bars in Winners 37 48 28 37 48 28
Avg Bars in Losers 11 10 13 11 10 13
Bars Traded 22138 11762 10376 22138 11762 10376
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 336942 212625 -303258 -315107 -582754 -230568
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22480,
    "evaluation_days": 1873.33,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687117835,
    "expiration_time": 1765506816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 4.10884
        }
    }
}
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": [
        [
            428588.6821242094,
            375976.0926730066,
            52612.5894512033,
            153167.4220017902,
            -105290.8947892648,
            258458.316791055
        ],
        [
            428.588682,
            375.976093,
            52.612589,
            153.167422,
            -105.290895,
            258.458317
        ],
        [
            0.228784,
            0.200699,
            0.028085,
            0.049597,
            0,
            0.068172
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117124,
            -118305,
            -72192,
            -700710,
            -514743,
            -330430
        ],
        [
            1.304339,
            1.602925,
            1.06705,
            1.027922,
            0.955942,
            1.083488
        ],
        [
            1058,
            529,
            529,
            1058,
            529,
            529
        ],
        [
            382,
            166,
            216,
            382,
            166,
            216
        ],
        [
            676,
            363,
            313,
            676,
            363,
            313
        ],
        [
            36.10586,
            31.379962,
            40.831758,
            36.10586,
            31.379962,
            40.831758
        ],
        [
            2.308201,
            3.505191,
            1.546235,
            1.819045,
            2.090403,
            1.570055
        ],
        [
            285376,
            285376,
            28069,
            412985,
            412985,
            179703
        ],
        [
            -20953,
            -19981,
            -20953,
            -156102,
            -54752,
            -156102
        ],
        [
            20,
            22,
            19,
            20,
            22,
            19
        ],
        [
            37,
            48,
            28,
            37,
            48,
            28
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            22138,
            11762,
            10376,
            22138,
            11762,
            10376
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336942,
            212625,
            -303258,
            -315107,
            -582754,
            -230568
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22480,
    "evaluation_days": 1873.33,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687117835,
    "expiration_time": 1765506816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 4.10884
        }
    }
}

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)