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Trade: EGLD/USDT/360/PWMA/VWAP/6089

Strategy
EGLD/USDT/360/PWMA/VWAP/6089
Pair
EGLD_USDT
Interval
6h
Score
347827
Daily Profit
0.352169
Profit Factor
1.423182
Profitability
37.061770
Streak
0.000000
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-26 06:08
Expiration Time
2025-11-19 00:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 650719.9543 490355.2423 160364.712 2800952.09 -99185.9281 2900138.0181
Total P&L (%) 650.72 490.3552 160.3647 2800.9521 -99.1859 2900.138
Avg Daily Profit (%) 0.3522 0.2654 0.0868 0.1824 -0.26 0.1842
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120974 -91194 -76850 -7580003 -5360840 -3330033
Profit Factor 1.4232 1.6524 1.204 1.0576 0.9959 1.1177
Total Trades 599 300 299 599 300 299
Winning Trades 222 107 115 222 107 115
Losing Trades 377 193 184 377 193 184
Profitability (%) 37.0618 35.6667 38.4615 37.0618 35.6667 38.4615
Ratio Avg Win / Avg Loss 2.4168 2.9806 1.9264 1.796 1.7963 1.7883
Largest Winning Trade 157484 157484 45357 1810737 1810737 1240774
Largest Losing Trade -31065 -20364 -31065 -853615 -551544 -853615
Avg Bars in Trades 12 11 12 12 11 12
Avg Bars in Winners 21 20 22 21 20 22
Avg Bars in Losers 6 6 7 6 6 7
Bars Traded 7360 3487 3873 7360 3487 3873
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 347827 252954 -79680 -149785 -582283 -85234

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599501600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856118360,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "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": [
        [
            650719.9542534722,
            490355.2422553615,
            160364.711998111,
            2800952.089970555,
            -99185.9281244541,
            2900138.0180950006
        ],
        [
            650.719954,
            490.355242,
            160.364712,
            2800.95209,
            -99.185928,
            2900.138018
        ],
        [
            0.352169,
            0.26538,
            0.086789,
            0.182422,
            -0.260025,
            0.184244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120974,
            -91194,
            -76850,
            -7580003,
            -5360840,
            -3330033
        ],
        [
            1.423182,
            1.652437,
            1.203998,
            1.057607,
            0.995864,
            1.117709
        ],
        [
            599,
            300,
            299,
            599,
            300,
            299
        ],
        [
            222,
            107,
            115,
            222,
            107,
            115
        ],
        [
            377,
            193,
            184,
            377,
            193,
            184
        ],
        [
            37.06177,
            35.666667,
            38.461538,
            37.06177,
            35.666667,
            38.461538
        ],
        [
            2.416845,
            2.980564,
            1.926397,
            1.796026,
            1.796279,
            1.788335
        ],
        [
            157484,
            157484,
            45357,
            1810737,
            1810737,
            1240774
        ],
        [
            -31065,
            -20364,
            -31065,
            -853615,
            -551544,
            -853615
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            7360,
            3487,
            3873,
            7360,
            3487,
            3873
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347827,
            252954,
            -79680,
            -149785,
            -582283,
            -85234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599501600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856118360,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "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)