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Trade: EGLD/USDT/240/VWMA/KCB/9229

Strategy
EGLD/USDT/240/VWMA/KCB/9229
Pair
EGLD_USDT
Interval
4h
Score
336543
Daily Profit
0.317664
Profit Factor
2.933708
Profitability
36.170213
Streak
0.000000
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-03 01:29
Expiration Time
2025-11-27 14:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615045.7548 589583.5387 25462.2162 247842.6732 -106464.7596 354307.4328
Total P&L (%) 615.0458 589.5835 25.4622 247.8427 -106.4648 354.3074
Avg Daily Profit (%) 0.3314 0.3177 0.0137 0.0672 0 0.0816
Buy And Hold Return (%) 75.9811 75.9811 75.9811 75.9811 75.9811 75.9811
Max Trade Drawdown -142430 -85719 -90643 -1518137 -891066 -784420
Profit Factor 1.9405 2.9337 1.0729 1.0584 0.9516 1.1733
Total Trades 93 47 46 93 47 46
Winning Trades 37 17 20 37 17 20
Losing Trades 56 30 26 56 30 26
Profitability (%) 39.7849 36.1702 43.4783 39.7849 36.1702 43.4783
Ratio Avg Win / Avg Loss 2.9369 5.1771 1.3948 1.6019 1.6792 1.5253
Largest Winning Trade 442842 442842 57629 396157 396157 351960
Largest Losing Trade -36080 -22433 -36080 -309364 -283729 -309364
Avg Bars in Trades 112 94 131 112 94 131
Avg Bars in Winners 139 96 176 139 96 176
Avg Bars in Losers 94 93 95 94 93 95
Bars Traded 10455 4428 6027 10455 4428 6027
Profit Streak 0 0 309.937 0 0 309.937
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328373 336543 -481661 -264983 -583297 -115504
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11136,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759444156084,
    "expiration_time": 1764245952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            615045.7548453312,
            589583.5386500146,
            25462.2161953167,
            247842.6732257286,
            -106464.7595623856,
            354307.4327881143
        ],
        [
            615.045755,
            589.583539,
            25.462216,
            247.842673,
            -106.46476,
            354.307433
        ],
        [
            0.331382,
            0.317664,
            0.013719,
            0.067187,
            0,
            0.081585
        ],
        [
            75.981123,
            75.981123,
            75.981123,
            75.981123,
            75.981123,
            75.981123
        ],
        [
            -142430,
            -85719,
            -90643,
            -1518137,
            -891066,
            -784420
        ],
        [
            1.940454,
            2.933708,
            1.072939,
            1.058417,
            0.95157,
            1.173314
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            39.784946,
            36.170213,
            43.478261,
            39.784946,
            36.170213,
            43.478261
        ],
        [
            2.936904,
            5.177131,
            1.39482,
            1.601929,
            1.67924,
            1.525308
        ],
        [
            442842,
            442842,
            57629,
            396157,
            396157,
            351960
        ],
        [
            -36080,
            -22433,
            -36080,
            -309364,
            -283729,
            -309364
        ],
        [
            112,
            94,
            131,
            112,
            94,
            131
        ],
        [
            139,
            96,
            176,
            139,
            96,
            176
        ],
        [
            94,
            93,
            95,
            94,
            93,
            95
        ],
        [
            10455,
            4428,
            6027,
            10455,
            4428,
            6027
        ],
        [
            0,
            0,
            309.936992,
            0,
            0,
            309.936992
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328373,
            336543,
            -481661,
            -264983,
            -583297,
            -115504
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11136,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759444156084,
    "expiration_time": 1764245952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)