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Trade: DOT/USDT/720/VWMA/HWMA/8062

Strategy
DOT/USDT/720/VWMA/HWMA/8062
Pair
DOT_USDT
Interval
12h
Score
357856
Daily Profit
0.408298
Profit Factor
2.397755
Profitability
37.864078
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-27 19:32
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 760863.8248 638242.0993 122621.7255 1172051.3371 295191.3511 876859.986
Total P&L (%) 760.8638 638.2421 122.6217 1172.0513 295.1914 876.86
Avg Daily Profit (%) 0.4083 0.3425 0.0658 0.1366 0.0738 0.1224
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130921 -95821 -65199 -667554 -550566 -308180
Profit Factor 2.3978 3.0427 1.5288 1.3408 1.1475 1.61
Total Trades 103 52 51 103 52 51
Winning Trades 39 14 25 39 14 25
Losing Trades 64 38 26 64 38 26
Profitability (%) 37.8641 26.9231 49.0196 37.8641 26.9231 49.0196
Ratio Avg Win / Avg Loss 3.9348 8.2588 1.5899 2.2003 3.1146 1.6744
Largest Winning Trade 523208 523208 47979 637518 637518 357635
Largest Losing Trade -31747 -31747 -26643 -308180 -188920 -308180
Avg Bars in Trades 35 32 37 35 32 37
Avg Bars in Winners 61 68 57 61 68 57
Avg Bars in Losers 19 19 18 19 19 18
Bars Traded 3610 1705 1906 3610 1705 1906
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 357856 -186604 -282913 -13300 -353310 -206603
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599912000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990738504,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            760863.8247875732,
            638242.0992620671,
            122621.7255255065,
            1172051.3370639211,
            295191.3510866842,
            876859.9859772375
        ],
        [
            760.863825,
            638.242099,
            122.621726,
            1172.051337,
            295.191351,
            876.859986
        ],
        [
            0.408298,
            0.342496,
            0.065802,
            0.136568,
            0.07377,
            0.122381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130921,
            -95821,
            -65199,
            -667554,
            -550566,
            -308180
        ],
        [
            2.397755,
            3.042708,
            1.528774,
            1.340809,
            1.147476,
            1.610032
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            64,
            38,
            26,
            64,
            38,
            26
        ],
        [
            37.864078,
            26.923077,
            49.019608,
            37.864078,
            26.923077,
            49.019608
        ],
        [
            3.934778,
            8.25878,
            1.589925,
            2.200302,
            3.114576,
            1.674433
        ],
        [
            523208,
            523208,
            47979,
            637518,
            637518,
            357635
        ],
        [
            -31747,
            -31747,
            -26643,
            -308180,
            -188920,
            -308180
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            61,
            68,
            57,
            61,
            68,
            57
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            3610,
            1705,
            1906,
            3610,
            1705,
            1906
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357856,
            -186604,
            -282913,
            -13300,
            -353310,
            -206603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599912000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990738504,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)