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Trade: DOT/USDT/360/VWMA/BBU/9013

Strategy
DOT/USDT/360/VWMA/BBU/9013
Pair
DOT_USDT
Interval
6h
Score
363734
Daily Profit
0.342896
Profit Factor
1.788898
Profitability
38.390093
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-28 21:43
Expiration Time
2025-11-23 20:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640272.5088 560246.4531 80026.0557 419120.0365 326524.0469 92595.9896
Total P&L (%) 640.2725 560.2465 80.0261 419.12 326.524 92.596
Avg Daily Profit (%) 0.3429 0.3 0.0429 0.0882 0.0777 0.0351
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91319 -104717 -54601 -537904 -448073 -226128
Profit Factor 1.7889 2.5251 1.1801 1.0974 1.1721 1.0385
Total Trades 323 162 161 323 162 161
Winning Trades 124 55 69 124 55 69
Losing Trades 199 107 92 199 107 92
Profitability (%) 38.3901 33.9506 42.8571 38.3901 33.9506 42.8571
Ratio Avg Win / Avg Loss 2.8709 4.9125 1.5735 1.7611 2.2803 1.3846
Largest Winning Trade 495378 495378 48517 393518 393518 193163
Largest Losing Trade -25951 -19156 -25951 -211005 -144946 -211005
Avg Bars in Trades 22 23 21 22 23 21
Avg Bars in Winners 36 45 28 36 45 28
Avg Bars in Losers 13 11 15 13 11 15
Bars Traded 7204 3737 3466 7204 3737 3466
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 363734 289295 -159144 -189987 -124953 -326410
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085016160,
    "expiration_time": 1763922312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 3.88153
        }
    }
}
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": [
        [
            640272.5087813413,
            560246.4530969012,
            80026.0556844403,
            419120.0364885863,
            326524.0469032827,
            92595.9895853044
        ],
        [
            640.272509,
            560.246453,
            80.026056,
            419.120036,
            326.524047,
            92.59599
        ],
        [
            0.342896,
            0.300038,
            0.042858,
            0.088242,
            0.077711,
            0.035107
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91319,
            -104717,
            -54601,
            -537904,
            -448073,
            -226128
        ],
        [
            1.788898,
            2.525137,
            1.180133,
            1.097388,
            1.172113,
            1.038478
        ],
        [
            323,
            162,
            161,
            323,
            162,
            161
        ],
        [
            124,
            55,
            69,
            124,
            55,
            69
        ],
        [
            199,
            107,
            92,
            199,
            107,
            92
        ],
        [
            38.390093,
            33.950617,
            42.857143,
            38.390093,
            33.950617,
            42.857143
        ],
        [
            2.870893,
            4.91254,
            1.57351,
            1.76113,
            2.280292,
            1.384637
        ],
        [
            495378,
            495378,
            48517,
            393518,
            393518,
            193163
        ],
        [
            -25951,
            -19156,
            -25951,
            -211005,
            -144946,
            -211005
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            36,
            45,
            28,
            36,
            45,
            28
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            7204,
            3737,
            3466,
            7204,
            3737,
            3466
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363734,
            289295,
            -159144,
            -189987,
            -124953,
            -326410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085016160,
    "expiration_time": 1763922312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 3.88153
        }
    }
}

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)