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Trade: DOT/USDT/15/VWMA/RMA/5276

Strategy
DOT/USDT/15/VWMA/RMA/5276
Pair
DOT_USDT
Interval
15m
Score
399968
Daily Profit
0.353104
Profit Factor
1.646984
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 13:51
Expiration Time
2025-12-18 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91955.4407 26175.0415 65780.3992 113496.4484 40034.2922 73462.1562
Total P&L (%) 91.9554 26.175 65.7804 113.4964 40.0343 73.4622
Avg Daily Profit (%) 0.3531 0.1005 0.2526 0.2917 0.1294 0.2117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24564 -9068 -25731 -57508 -15937 -58980
Profit Factor 1.647 1.5304 1.709 1.4056 1.4368 1.3904
Total Trades 93 47 46 93 47 46
Winning Trades 48 23 25 48 23 25
Losing Trades 45 24 21 45 24 21
Profitability (%) 51.6129 48.9362 54.3478 51.6129 48.9362 54.3478
Ratio Avg Win / Avg Loss 1.544 1.597 1.4355 1.3177 1.4993 1.1679
Largest Winning Trade 19860 10107 19860 22203 19189 22203
Largest Losing Trade -19059 -6940 -19059 -43386 -15923 -43386
Avg Bars in Trades 261 265 257 261 265 257
Avg Bars in Winners 221 214 227 221 214 227
Avg Bars in Losers 305 315 293 305 315 293
Bars Traded 24352 12501 11851 24352 12501 11851
Profit Streak 0 0 17.89 0 0 17.89
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399968 -61367 350059 295028 -23325 293921
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737075600000,
    "first_datapoint_time": 1737288900000,
    "last_datapoint_time": 1759574700000,
    "evaluation_time": 1759575096493,
    "expiration_time": 1766054700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 159,
            "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": [
        [
            91955.4407045417,
            26175.0415091218,
            65780.3991954198,
            113496.4484143624,
            40034.2922321949,
            73462.1561821675
        ],
        [
            91.955441,
            26.175042,
            65.780399,
            113.496448,
            40.034292,
            73.462156
        ],
        [
            0.353104,
            0.100511,
            0.252593,
            0.291666,
            0.129381,
            0.211724
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24564,
            -9068,
            -25731,
            -57508,
            -15937,
            -58980
        ],
        [
            1.646984,
            1.530436,
            1.70897,
            1.405583,
            1.436822,
            1.390369
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            51.612903,
            48.93617,
            54.347826,
            51.612903,
            48.93617,
            54.347826
        ],
        [
            1.544048,
            1.596976,
            1.435535,
            1.317734,
            1.499293,
            1.16791
        ],
        [
            19860,
            10107,
            19860,
            22203,
            19189,
            22203
        ],
        [
            -19059,
            -6940,
            -19059,
            -43386,
            -15923,
            -43386
        ],
        [
            261,
            265,
            257,
            261,
            265,
            257
        ],
        [
            221,
            214,
            227,
            221,
            214,
            227
        ],
        [
            305,
            315,
            293,
            305,
            315,
            293
        ],
        [
            24352,
            12501,
            11851,
            24352,
            12501,
            11851
        ],
        [
            0,
            0,
            17.890006,
            0,
            0,
            17.890006
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399968,
            -61367,
            350059,
            295028,
            -23325,
            293921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737075600000,
    "first_datapoint_time": 1737288900000,
    "last_datapoint_time": 1759574700000,
    "evaluation_time": 1759575096493,
    "expiration_time": 1766054700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 159,
            "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)