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Trade: EGLD/USDT/120/VWMA/HILO/4082

Strategy
EGLD/USDT/120/VWMA/HILO/4082
Pair
EGLD_USDT
Interval
2h
Score
318181
Daily Profit
0.297580
Profit Factor
1.484825
Profitability
39.204545
Streak
0.000000
Best Strategy
Training Data Length
1857.830000
Evaluation Time
2025-10-05 13:07
Expiration Time
2025-12-11 07:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 552852.5347 507671.9322 45180.6026 298454.536 439108.0777 -140653.5418
Total P&L (%) 552.8525 507.6719 45.1806 298.4545 439.1081 -140.6535
Avg Daily Profit (%) 0.2976 0.2733 0.0243 0.0744 0.0907 0
Buy And Hold Return (%) 10.3163 10.3163 10.3163 10.3163 10.3163 10.3163
Max Trade Drawdown -201729 -126415 -90914 -5025644 -2654587 -3037598
Profit Factor 1.4848 2.0111 1.0708 1.0124 1.0407 0.9894
Total Trades 352 176 176 352 176 176
Winning Trades 138 61 77 138 61 77
Losing Trades 214 115 99 214 115 99
Profitability (%) 39.2045 34.6591 43.75 39.2045 34.6591 43.75
Ratio Avg Win / Avg Loss 2.3026 3.7915 1.3767 1.57 1.9621 1.2721
Largest Winning Trade 319606 319606 37892 2134552 2134552 1197990
Largest Losing Trade -30090 -17133 -30090 -841053 -516875 -841053
Avg Bars in Trades 62 52 72 62 52 72
Avg Bars in Winners 101 91 109 101 91 109
Avg Bars in Losers 37 31 43 37 31 43
Bars Traded 21948 9223 12725 21948 9223 12725
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 318181 247894 -306988 -301662 -252032 -581175
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22294,
    "evaluation_days": 1857.83,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600272000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658874842,
    "expiration_time": 1765429804800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            552852.534739699,
            507671.93218865,
            45180.6025510495,
            298454.5359645748,
            439108.0777163769,
            -140653.5417518038
        ],
        [
            552.852535,
            507.671932,
            45.180603,
            298.454536,
            439.108078,
            -140.653542
        ],
        [
            0.29758,
            0.273261,
            0.024319,
            0.074438,
            0.090725,
            0
        ],
        [
            10.316325,
            10.316325,
            10.316325,
            10.316325,
            10.316325,
            10.316325
        ],
        [
            -201729,
            -126415,
            -90914,
            -5025644,
            -2654587,
            -3037598
        ],
        [
            1.484825,
            2.011144,
            1.07079,
            1.012425,
            1.040748,
            0.98938
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            138,
            61,
            77,
            138,
            61,
            77
        ],
        [
            214,
            115,
            99,
            214,
            115,
            99
        ],
        [
            39.204545,
            34.659091,
            43.75,
            39.204545,
            34.659091,
            43.75
        ],
        [
            2.302555,
            3.791501,
            1.37673,
            1.569992,
            1.962065,
            1.27206
        ],
        [
            319606,
            319606,
            37892,
            2134552,
            2134552,
            1197990
        ],
        [
            -30090,
            -17133,
            -30090,
            -841053,
            -516875,
            -841053
        ],
        [
            62,
            52,
            72,
            62,
            52,
            72
        ],
        [
            101,
            91,
            109,
            101,
            91,
            109
        ],
        [
            37,
            31,
            43,
            37,
            31,
            43
        ],
        [
            21948,
            9223,
            12725,
            21948,
            9223,
            12725
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318181,
            247894,
            -306988,
            -301662,
            -252032,
            -581175
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22294,
    "evaluation_days": 1857.83,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600272000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658874842,
    "expiration_time": 1765429804800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)