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Trade: DOT/USDT/240/HMA/VWAP/9682

Strategy
DOT/USDT/240/HMA/VWAP/9682
Pair
DOT_USDT
Interval
4h
Score
314679
Daily Profit
0.446996
Profit Factor
3.105460
Profitability
30.357143
Streak
0.000000
Best Strategy
Training Data Length
1871.330000
Evaluation Time
2025-10-03 06:44
Expiration Time
2025-11-28 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 836476.0957 728929.5862 107546.5095 1233288.7834 189082.6774 1044206.106
Total P&L (%) 836.4761 728.9296 107.5465 1233.2888 189.0827 1044.2061
Avg Daily Profit (%) 0.447 0.3895 0.0575 0.1385 0.0567 0.1303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64974 -82579 -38216 -1985200 -1701203 -918839
Profit Factor 3.1055 5.0344 1.4965 1.1678 1.0559 1.2634
Total Trades 112 56 56 112 56 56
Winning Trades 34 15 19 34 15 19
Losing Trades 78 41 37 78 41 37
Profitability (%) 30.3571 26.7857 33.9286 30.3571 26.7857 33.9286
Ratio Avg Win / Avg Loss 7.1243 13.7607 2.9142 2.6792 2.8861 2.4603
Largest Winning Trade 651973 651973 59133 1074129 1074129 1004268
Largest Losing Trade -25963 -14918 -25963 -381483 -337159 -381483
Avg Bars in Trades 96 82 110 96 82 110
Avg Bars in Winners 249 221 270 249 221 270
Avg Bars in Losers 30 31 28 30 31 28
Bars Traded 10829 4633 6196 10829 4633 6196
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 314679 -184799 -300365 -49839 -477379 -204229
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11228,
    "evaluation_days": 1871.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463088904,
    "expiration_time": 1764300096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "offset": 247
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            836476.0957259897,
            728929.5862160915,
            107546.509509898,
            1233288.7833680518,
            189082.6774175213,
            1044206.1059505285
        ],
        [
            836.476096,
            728.929586,
            107.54651,
            1233.288783,
            189.082677,
            1044.206106
        ],
        [
            0.446996,
            0.389525,
            0.057471,
            0.138513,
            0.056743,
            0.130329
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64974,
            -82579,
            -38216,
            -1985200,
            -1701203,
            -918839
        ],
        [
            3.10546,
            5.034416,
            1.496496,
            1.16784,
            1.055876,
            1.26342
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            30.357143,
            26.785714,
            33.928571,
            30.357143,
            26.785714,
            33.928571
        ],
        [
            7.124291,
            13.760737,
            2.914229,
            2.679162,
            2.886061,
            2.460344
        ],
        [
            651973,
            651973,
            59133,
            1074129,
            1074129,
            1004268
        ],
        [
            -25963,
            -14918,
            -25963,
            -381483,
            -337159,
            -381483
        ],
        [
            96,
            82,
            110,
            96,
            82,
            110
        ],
        [
            249,
            221,
            270,
            249,
            221,
            270
        ],
        [
            30,
            31,
            28,
            30,
            31,
            28
        ],
        [
            10829,
            4633,
            6196,
            10829,
            4633,
            6196
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314679,
            -184799,
            -300365,
            -49839,
            -477379,
            -204229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11228,
    "evaluation_days": 1871.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463088904,
    "expiration_time": 1764300096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "offset": 247
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)