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Trade: EGLD/USDT/240/VWAP/WMA/9297

Strategy
EGLD/USDT/240/VWAP/WMA/9297
Pair
EGLD_USDT
Interval
4h
Score
772417
Daily Profit
0.887951
Profit Factor
3.330339
Profitability
50.230415
Streak
7.338851
Best Strategy
Training Data Length
1853.330000
Evaluation Time
2025-09-30 11:07
Expiration Time
2025-11-24 20:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1645666.9038 1547015.9214 98650.9823 1446218.7824 728611.2221 717607.5603
Total P&L (%) 1645.6669 1547.0159 98.651 1446.2188 728.6112 717.6076
Avg Daily Profit (%) 0.888 0.8347 0.0532 0.1479 0.1142 0.1134
Buy And Hold Return (%) 43.9937 43.9937 43.9937 43.9937 43.9937 43.9937
Max Trade Drawdown -113206 -73372 -92321 -1184866 -768930 -726572
Profit Factor 3.3303 5.0616 1.3033 1.2564 1.2338 1.2842
Total Trades 217 109 108 217 109 108
Winning Trades 109 50 59 109 50 59
Losing Trades 108 59 49 108 59 49
Profitability (%) 50.2304 45.8716 54.6296 50.2304 45.8716 54.6296
Ratio Avg Win / Avg Loss 3.2998 5.9727 1.0824 1.2448 1.4559 1.0666
Largest Winning Trade 1459126 1459126 71406 1153416 1153416 448333
Largest Losing Trade -28613 -24246 -28613 -322545 -322545 -247182
Avg Bars in Trades 49 46 53 49 46 53
Avg Bars in Winners 64 58 70 64 58 70
Avg Bars in Losers 34 35 32 34 35 32
Bars Traded 10767 5035 5732 10767 5035 5732
Profit Streak 7.3389 7.8389 0 7.3389 7.8389 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 772417 714337 -126670 231376 -41689 -40816
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11120,
    "evaluation_days": 1853.33,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759219676710,
    "expiration_time": 1764008640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 114
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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": [
        [
            1645666.9037825984,
            1547015.9214493816,
            98650.9823332176,
            1446218.7823566142,
            728611.2220974956,
            717607.5602591195
        ],
        [
            1645.666904,
            1547.015921,
            98.650982,
            1446.218782,
            728.611222,
            717.60756
        ],
        [
            0.887951,
            0.834722,
            0.053229,
            0.147865,
            0.114161,
            0.113439
        ],
        [
            43.993725,
            43.993725,
            43.993725,
            43.993725,
            43.993725,
            43.993725
        ],
        [
            -113206,
            -73372,
            -92321,
            -1184866,
            -768930,
            -726572
        ],
        [
            3.330339,
            5.061649,
            1.303254,
            1.256363,
            1.233792,
            1.284223
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            109,
            50,
            59,
            109,
            50,
            59
        ],
        [
            108,
            59,
            49,
            108,
            59,
            49
        ],
        [
            50.230415,
            45.87156,
            54.62963,
            50.230415,
            45.87156,
            54.62963
        ],
        [
            3.299785,
            5.972746,
            1.082363,
            1.244837,
            1.455875,
            1.066558
        ],
        [
            1459126,
            1459126,
            71406,
            1153416,
            1153416,
            448333
        ],
        [
            -28613,
            -24246,
            -28613,
            -322545,
            -322545,
            -247182
        ],
        [
            49,
            46,
            53,
            49,
            46,
            53
        ],
        [
            64,
            58,
            70,
            64,
            58,
            70
        ],
        [
            34,
            35,
            32,
            34,
            35,
            32
        ],
        [
            10767,
            5035,
            5732,
            10767,
            5035,
            5732
        ],
        [
            7.338851,
            7.838851,
            0,
            7.338851,
            7.838851,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            772417,
            714337,
            -126670,
            231376,
            -41689,
            -40816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11120,
    "evaluation_days": 1853.33,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759219676710,
    "expiration_time": 1764008640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 114
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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)