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Trade: EGLD/USDT/360/VWMA/MIDPRICE/5351

Strategy
EGLD/USDT/360/VWMA/MIDPRICE/5351
Pair
EGLD_USDT
Interval
6h
Score
408417
Daily Profit
0.752889
Profit Factor
2.727045
Profitability
31.972789
Streak
0.000000
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-26 10:17
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 1391150.3649 1377192.1972 13958.1677 231270.5087 44367.4758 186903.0329
Total P&L (%) 1391.1504 1377.1922 13.9582 231.2705 44.3675 186.903
Avg Daily Profit (%) 0.7529 0.7453 0.0076 0.0648 0.0199 0.0571
Buy And Hold Return (%) 36.7188 36.7188 36.7188 36.7188 36.7188 36.7188
Max Trade Drawdown -121952 -85314 -67265 -2063997 -1331646 -863709
Profit Factor 2.727 4.6438 1.0326 1.033 1.0134 1.0506
Total Trades 147 74 73 147 74 73
Winning Trades 47 22 25 47 22 25
Losing Trades 100 52 48 100 52 48
Profitability (%) 31.9728 29.7297 34.2466 31.9728 29.7297 34.2466
Ratio Avg Win / Avg Loss 5.8022 10.9763 1.9827 2.1979 2.3953 2.0172
Largest Winning Trade 1365521 1365521 64358 924166 691158 924166
Largest Losing Trade -33700 -19317 -33700 -386027 -386027 -325756
Avg Bars in Trades 48 42 55 48 42 55
Avg Bars in Winners 104 89 118 104 89 118
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 7176 3110 4066 7176 3110 4066
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 408417 -53194 -610102 -296516 -545376 -359808

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": 1601186400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871068687,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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": [
        [
            1391150.3648638597,
            1377192.19719112,
            13958.1676727389,
            231270.5087489882,
            44367.4758337988,
            186903.03291519
        ],
        [
            1391.150365,
            1377.192197,
            13.958168,
            231.270509,
            44.367476,
            186.903033
        ],
        [
            0.752889,
            0.745335,
            0.007554,
            0.064844,
            0.019874,
            0.057057
        ],
        [
            36.71875,
            36.71875,
            36.71875,
            36.71875,
            36.71875,
            36.71875
        ],
        [
            -121952,
            -85314,
            -67265,
            -2063997,
            -1331646,
            -863709
        ],
        [
            2.727045,
            4.64381,
            1.032646,
            1.033033,
            1.013405,
            1.050632
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            100,
            52,
            48,
            100,
            52,
            48
        ],
        [
            31.972789,
            29.72973,
            34.246575,
            31.972789,
            29.72973,
            34.246575
        ],
        [
            5.802224,
            10.976279,
            1.982681,
            2.197942,
            2.39532,
            2.017213
        ],
        [
            1365521,
            1365521,
            64358,
            924166,
            691158,
            924166
        ],
        [
            -33700,
            -19317,
            -33700,
            -386027,
            -386027,
            -325756
        ],
        [
            48,
            42,
            55,
            48,
            42,
            55
        ],
        [
            104,
            89,
            118,
            104,
            89,
            118
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            7176,
            3110,
            4066,
            7176,
            3110,
            4066
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408417,
            -53194,
            -610102,
            -296516,
            -545376,
            -359808
        ]
    ]
}
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": 1601186400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871068687,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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)