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Trade: EGLD/USDT/120/BBM/VWAP/7133

Strategy
EGLD/USDT/120/BBM/VWAP/7133
Pair
EGLD_USDT
Interval
2h
Score
312530
Daily Profit
0.354038
Profit Factor
1.388565
Profitability
32.936508
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 16:02
Expiration Time
2025-12-08 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 656741.3726 497293.2251 159448.1475 2744799.2133 113531.7377 2631267.4756
Total P&L (%) 656.7414 497.2932 159.4481 2744.7992 113.5317 2631.2675
Avg Daily Profit (%) 0.354 0.2681 0.086 0.1807 0.0409 0.1785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103157 -116064 -75153 -4963338 -3789578 -2086972
Profit Factor 1.3886 1.5915 1.1877 1.0689 1.0057 1.132
Total Trades 756 378 378 756 378 378
Winning Trades 249 117 132 249 117 132
Losing Trades 507 261 246 507 261 246
Profitability (%) 32.9365 30.9524 34.9206 32.9365 30.9524 34.9206
Ratio Avg Win / Avg Loss 2.8273 3.5503 2.2134 2.1764 2.2435 2.1096
Largest Winning Trade 165793 165793 41934 1383976 1383976 1146512
Largest Losing Trade -13192 -12858 -13192 -659039 -452600 -659039
Avg Bars in Trades 29 27 30 29 27 30
Avg Bars in Winners 58 57 59 58 57 59
Avg Bars in Losers 15 14 15 15 14 15
Bars Traded 22184 10534 11650 22184 10534 11650
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 312530 196932 -95583 -138190 -357122 -70813
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599400800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410142508,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 1.15685
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            656741.3726252529,
            497293.2250875271,
            159448.1475377272,
            2744799.2133410405,
            113531.7377486028,
            2631267.475592434
        ],
        [
            656.741373,
            497.293225,
            159.448148,
            2744.799213,
            113.531738,
            2631.267476
        ],
        [
            0.354038,
            0.268083,
            0.085956,
            0.180652,
            0.040904,
            0.178453
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103157,
            -116064,
            -75153,
            -4963338,
            -3789578,
            -2086972
        ],
        [
            1.388565,
            1.59152,
            1.187704,
            1.068875,
            1.0057,
            1.131993
        ],
        [
            756,
            378,
            378,
            756,
            378,
            378
        ],
        [
            249,
            117,
            132,
            249,
            117,
            132
        ],
        [
            507,
            261,
            246,
            507,
            261,
            246
        ],
        [
            32.936508,
            30.952381,
            34.920635,
            32.936508,
            30.952381,
            34.920635
        ],
        [
            2.82732,
            3.550314,
            2.213449,
            2.176384,
            2.243485,
            2.109624
        ],
        [
            165793,
            165793,
            41934,
            1383976,
            1383976,
            1146512
        ],
        [
            -13192,
            -12858,
            -13192,
            -659039,
            -452600,
            -659039
        ],
        [
            29,
            27,
            30,
            29,
            27,
            30
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            22184,
            10534,
            11650,
            22184,
            10534,
            11650
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312530,
            196932,
            -95583,
            -138190,
            -357122,
            -70813
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599400800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410142508,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 1.15685
        }
    },
    "second_band": {
        "type": "vwap",
        "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)