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Trade: DOT/USDT/720/VWMA/ZLMA/3632

Strategy
DOT/USDT/720/VWMA/ZLMA/3632
Pair
DOT_USDT
Interval
12h
Score
414474
Daily Profit
0.244977
Profit Factor
1.786308
Profitability
49.549550
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-25 14:10
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 456513.9306 360619.4948 95894.4358 748471.9034 429572.4347 318899.4687
Total P&L (%) 456.5139 360.6195 95.8944 748.4719 429.5724 318.8995
Avg Daily Profit (%) 0.245 0.1935 0.0515 0.1148 0.0895 0.0769
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81826 -70193 -77838 -1161933 -748076 -579365
Profit Factor 1.7863 2.2959 1.3172 1.2194 1.2656 1.1777
Total Trades 111 55 56 111 55 56
Winning Trades 55 26 29 55 26 29
Losing Trades 56 29 27 56 29 27
Profitability (%) 49.5496 47.2727 51.7857 49.5496 47.2727 51.7857
Ratio Avg Win / Avg Loss 1.8188 2.5608 1.2264 1.2416 1.4116 1.0965
Largest Winning Trade 94978 94978 62203 676750 676750 517944
Largest Losing Trade -45410 -45410 -39864 -285549 -215837 -285549
Avg Bars in Trades 32 24 40 32 24 40
Avg Bars in Winners 46 33 57 46 33 57
Avg Bars in Losers 19 16 21 19 16 21
Bars Traded 3612 1343 2270 3612 1343 2270
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 414474 -168901 -303829 -39597 -254451 -295102

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": 1599480000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798652964,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "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": [
        [
            456513.9306174021,
            360619.4948025787,
            95894.4358148232,
            748471.9033741134,
            429572.4347007764,
            318899.4686733368
        ],
        [
            456.513931,
            360.619495,
            95.894436,
            748.471903,
            429.572435,
            318.899469
        ],
        [
            0.244977,
            0.193517,
            0.051459,
            0.114811,
            0.08949,
            0.076899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81826,
            -70193,
            -77838,
            -1161933,
            -748076,
            -579365
        ],
        [
            1.786308,
            2.295875,
            1.31722,
            1.21938,
            1.265553,
            1.177748
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            49.54955,
            47.272727,
            51.785714,
            49.54955,
            47.272727,
            51.785714
        ],
        [
            1.818786,
            2.560783,
            1.226377,
            1.241551,
            1.411578,
            1.096524
        ],
        [
            94978,
            94978,
            62203,
            676750,
            676750,
            517944
        ],
        [
            -45410,
            -45410,
            -39864,
            -285549,
            -215837,
            -285549
        ],
        [
            32,
            24,
            40,
            32,
            24,
            40
        ],
        [
            46,
            33,
            57,
            46,
            33,
            57
        ],
        [
            19,
            16,
            21,
            19,
            16,
            21
        ],
        [
            3612,
            1343,
            2270,
            3612,
            1343,
            2270
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414474,
            -168901,
            -303829,
            -39597,
            -254451,
            -295102
        ]
    ]
}
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": 1599480000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798652964,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "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)