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Trade: DOT/USDT/480/VWAP/HLC3/3196

Strategy
DOT/USDT/480/VWAP/HLC3/3196
Pair
DOT_USDT
Interval
8h
Score
307190
Daily Profit
0.365380
Profit Factor
2.756665
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1864.330000
Evaluation Time
2025-09-26 04:41
Expiration Time
2025-11-20 16:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 681189.0377 605824.0245 75365.0131 443209.9967 95846.6933 347363.3034
Total P&L (%) 681.189 605.824 75.365 443.21 95.8467 347.3633
Avg Daily Profit (%) 0.3654 0.325 0.0404 0.0908 0.0361 0.0804
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71583 -75972 -30343 -628163 -460730 -256878
Profit Factor 2.7567 3.8441 1.4312 1.2051 1.0753 1.3908
Total Trades 114 57 57 114 57 57
Winning Trades 38 18 20 38 18 20
Losing Trades 76 39 37 76 39 37
Profitability (%) 33.3333 31.5789 35.0877 33.3333 31.5789 35.0877
Ratio Avg Win / Avg Loss 5.5133 8.329 2.6478 2.4102 2.3299 2.5729
Largest Winning Trade 635964 635964 49178 406717 406717 265245
Largest Losing Trade -30384 -30384 -19694 -186527 -129841 -186527
Avg Bars in Trades 47 38 55 47 38 55
Avg Bars in Winners 101 77 123 101 77 123
Avg Bars in Losers 20 20 19 20 20 19
Bars Traded 5395 2207 3188 5395 2207 3188
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 307190 -171443 -323041 -77283 -468758 -269997

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5593,
    "evaluation_days": 1864.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850910685,
    "expiration_time": 1763648352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            681189.0376818756,
            605824.024536382,
            75365.0131454936,
            443209.9966985509,
            95846.6932658574,
            347363.3034326935
        ],
        [
            681.189038,
            605.824025,
            75.365013,
            443.209997,
            95.846693,
            347.363303
        ],
        [
            0.36538,
            0.324955,
            0.040425,
            0.090815,
            0.03606,
            0.080394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71583,
            -75972,
            -30343,
            -628163,
            -460730,
            -256878
        ],
        [
            2.756665,
            3.844131,
            1.431235,
            1.205092,
            1.075346,
            1.390757
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            33.333333,
            31.578947,
            35.087719,
            33.333333,
            31.578947,
            35.087719
        ],
        [
            5.51333,
            8.328952,
            2.647784,
            2.410184,
            2.329917,
            2.5729
        ],
        [
            635964,
            635964,
            49178,
            406717,
            406717,
            265245
        ],
        [
            -30384,
            -30384,
            -19694,
            -186527,
            -129841,
            -186527
        ],
        [
            47,
            38,
            55,
            47,
            38,
            55
        ],
        [
            101,
            77,
            123,
            101,
            77,
            123
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            5395,
            2207,
            3188,
            5395,
            2207,
            3188
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307190,
            -171443,
            -323041,
            -77283,
            -468758,
            -269997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5593,
    "evaluation_days": 1864.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850910685,
    "expiration_time": 1763648352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)