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Trade: DOT/USDT/240/VWMA/PSAR/3188

Strategy
DOT/USDT/240/VWMA/PSAR/3188
Pair
DOT_USDT
Interval
4h
Score
327326
Daily Profit
0.191971
Profit Factor
1.405758
Profitability
45.660377
Streak
0.000000
Best Strategy
Training Data Length
1862.830000
Evaluation Time
2025-09-26 12:53
Expiration Time
2025-11-19 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357608.5398 334812.1494 22796.3904 91333.9761 69317.156 22016.8201
Total P&L (%) 357.6085 334.8121 22.7964 91.334 69.3172 22.0168
Avg Daily Profit (%) 0.192 0.1797 0.0122 0.0348 0.0283 0.0107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89109 -100914 -135006 -126313 -135561 -124222
Profit Factor 1.4058 1.7559 1.052 1.0705 1.0992 1.0369
Total Trades 265 133 132 265 133 132
Winning Trades 121 57 64 121 57 64
Losing Trades 144 76 68 144 76 68
Profitability (%) 45.6604 42.8571 48.4848 45.6604 42.8571 48.4848
Ratio Avg Win / Avg Loss 1.673 2.3412 1.1178 1.274 1.4656 1.1018
Largest Winning Trade 219968 219968 58355 149864 149864 54401
Largest Losing Trade -32004 -22180 -32004 -49845 -49845 -40325
Avg Bars in Trades 40 33 47 40 33 47
Avg Bars in Winners 59 43 73 59 43 73
Avg Bars in Losers 24 25 23 24 25 23
Bars Traded 10771 4452 6319 10771 4452 6319
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 327326 280718 -345633 -289581 -269527 -364788

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600675200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880433781,
    "expiration_time": 1763543664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            357608.5397642668,
            334812.149357221,
            22796.3904070459,
            91333.9761479842,
            69317.1560154684,
            22016.8201325157
        ],
        [
            357.60854,
            334.812149,
            22.79639,
            91.333976,
            69.317156,
            22.01682
        ],
        [
            0.191971,
            0.179733,
            0.012238,
            0.034837,
            0.028273,
            0.010683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89109,
            -100914,
            -135006,
            -126313,
            -135561,
            -124222
        ],
        [
            1.405758,
            1.755874,
            1.052001,
            1.070549,
            1.099212,
            1.036944
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            121,
            57,
            64,
            121,
            57,
            64
        ],
        [
            144,
            76,
            68,
            144,
            76,
            68
        ],
        [
            45.660377,
            42.857143,
            48.484848,
            45.660377,
            42.857143,
            48.484848
        ],
        [
            1.672968,
            2.341165,
            1.117751,
            1.274042,
            1.465617,
            1.101753
        ],
        [
            219968,
            219968,
            58355,
            149864,
            149864,
            54401
        ],
        [
            -32004,
            -22180,
            -32004,
            -49845,
            -49845,
            -40325
        ],
        [
            40,
            33,
            47,
            40,
            33,
            47
        ],
        [
            59,
            43,
            73,
            59,
            43,
            73
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            10771,
            4452,
            6319,
            10771,
            4452,
            6319
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327326,
            280718,
            -345633,
            -289581,
            -269527,
            -364788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600675200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880433781,
    "expiration_time": 1763543664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)