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Trade: EGLD/USDT/360/VWMA/MIDPRICE/8146

Strategy
EGLD/USDT/360/VWMA/MIDPRICE/8146
Pair
EGLD_USDT
Interval
6h
Score
705206
Daily Profit
0.960986
Profit Factor
4.358564
Profitability
46.456693
Streak
0.000000
Best Strategy
Training Data Length
1861.000000
Evaluation Time
2025-10-08 00:10
Expiration Time
2025-12-02 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1788394.0972 1688340.7035 100053.3937 1362112.7017 -1794126.2072 3156238.9089
Total P&L (%) 1788.3941 1688.3407 100.0534 1362.1127 -1794.1262 3156.2389
Avg Daily Profit (%) 0.961 0.9072 0.0538 0.1442 0 0.1873
Buy And Hold Return (%) 29.1555 29.1555 29.1555 29.1555 29.1555 29.1555
Max Trade Drawdown -126230 -118292 -42777 -4931952 -5599375 -2036664
Profit Factor 4.3586 6.232 1.4769 1.0773 0.8377 1.4807
Total Trades 127 64 63 127 64 63
Winning Trades 59 25 34 59 25 34
Losing Trades 68 39 29 68 39 29
Profitability (%) 46.4567 39.0625 53.9683 46.4567 39.0625 53.9683
Ratio Avg Win / Avg Loss 5.0234 9.7219 1.2597 1.2416 1.3068 1.2629
Largest Winning Trade 1649831 1649831 44549 1970631 1589840 1970631
Largest Losing Trade -34914 -29066 -34914 -1212947 -1212947 -709510
Avg Bars in Trades 56 53 59 56 53 59
Avg Bars in Winners 69 69 69 69 69 69
Avg Bars in Losers 44 42 48 44 42 48
Bars Traded 7151 3398 3753 7151 3398 3753
Profit Streak 0 0 46.6321 0 0 46.6321
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 705206 -121924 -267432 -136599 -722822 -135630
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7444,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871410744,
    "expiration_time": 1764683712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "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": [
        [
            1788394.0971776831,
            1688340.7034605937,
            100053.3937170884,
            1362112.7016515085,
            -1794126.2072254827,
            3156238.908876992
        ],
        [
            1788.394097,
            1688.340703,
            100.053394,
            1362.112702,
            -1794.126207,
            3156.238909
        ],
        [
            0.960986,
            0.907222,
            0.053763,
            0.144245,
            0,
            0.187341
        ],
        [
            29.155522,
            29.155522,
            29.155522,
            29.155522,
            29.155522,
            29.155522
        ],
        [
            -126230,
            -118292,
            -42777,
            -4931952,
            -5599375,
            -2036664
        ],
        [
            4.358564,
            6.232015,
            1.476914,
            1.077302,
            0.837696,
            1.480658
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            46.456693,
            39.0625,
            53.968254,
            46.456693,
            39.0625,
            53.968254
        ],
        [
            5.02343,
            9.721943,
            1.25972,
            1.241636,
            1.306806,
            1.262915
        ],
        [
            1649831,
            1649831,
            44549,
            1970631,
            1589840,
            1970631
        ],
        [
            -34914,
            -29066,
            -34914,
            -1212947,
            -1212947,
            -709510
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            69,
            69,
            69,
            69,
            69,
            69
        ],
        [
            44,
            42,
            48,
            44,
            42,
            48
        ],
        [
            7151,
            3398,
            3753,
            7151,
            3398,
            3753
        ],
        [
            0,
            0,
            46.632069,
            0,
            0,
            46.632069
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            705206,
            -121924,
            -267432,
            -136599,
            -722822,
            -135630
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7444,
    "evaluation_days": 1861,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871410744,
    "expiration_time": 1764683712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "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)