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Trade: EGLD/USDT/360/VWMA/SINWMA/1516

Strategy
EGLD/USDT/360/VWMA/SINWMA/1516
Pair
EGLD_USDT
Interval
6h
Score
650471
Daily Profit
0.338587
Profit Factor
3.662653
Profitability
57.777778
Streak
112.054066
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 778099.8412 625624.1167 152475.7245 386229.3293 1610187.6849 -1223958.3556
Total P&L (%) 778.0998 625.6241 152.4757 386.2293 1610.1877 -1223.9584
Avg Daily Profit (%) 0.4211 0.3386 0.0825 0.0856 0.1538 0
Buy And Hold Return (%) 67.9929 67.9929 67.9929 67.9929 67.9929 67.9929
Max Trade Drawdown -105785 -46912 -106870 -5001574 -2033062 -3752078
Profit Factor 2.2179 3.6627 1.3775 1.0267 1.3439 0.8748
Total Trades 89 45 44 89 45 44
Winning Trades 52 26 26 52 26 26
Losing Trades 37 19 18 37 19 18
Profitability (%) 58.427 57.7778 59.0909 58.427 57.7778 59.0909
Ratio Avg Win / Avg Loss 1.5781 2.6766 0.9536 0.7305 0.9821 0.6056
Largest Winning Trade 421689 421689 50164 1231790 1231790 1058921
Largest Losing Trade -81911 -27343 -81911 -3039677 -1032364 -3039677
Avg Bars in Trades 77 56 98 77 56 98
Avg Bars in Winners 76 47 105 76 47 105
Avg Bars in Losers 77 67 88 77 67 88
Bars Traded 6863 2531 4333 6863 2531 4333
Profit Streak 59.5541 112.0541 59.5541 59.5541 112.0541 59.5541
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 607410 650471 -87363 -269600 300978 -578980

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": 1602633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871071308,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "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": [
        [
            778099.8411890529,
            625624.1166928749,
            152475.7244961783,
            386229.3293152101,
            1610187.6848904905,
            -1223958.3555752775
        ],
        [
            778.099841,
            625.624117,
            152.475724,
            386.229329,
            1610.187685,
            -1223.958356
        ],
        [
            0.421107,
            0.338587,
            0.08252,
            0.085628,
            0.153775,
            0
        ],
        [
            67.992927,
            67.992927,
            67.992927,
            67.992927,
            67.992927,
            67.992927
        ],
        [
            -105785,
            -46912,
            -106870,
            -5001574,
            -2033062,
            -3752078
        ],
        [
            2.217858,
            3.662653,
            1.377466,
            1.026713,
            1.343936,
            0.874809
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            58.426966,
            57.777778,
            59.090909,
            58.426966,
            57.777778,
            59.090909
        ],
        [
            1.578091,
            2.676554,
            0.95363,
            0.730546,
            0.982107,
            0.605637
        ],
        [
            421689,
            421689,
            50164,
            1231790,
            1231790,
            1058921
        ],
        [
            -81911,
            -27343,
            -81911,
            -3039677,
            -1032364,
            -3039677
        ],
        [
            77,
            56,
            98,
            77,
            56,
            98
        ],
        [
            76,
            47,
            105,
            76,
            47,
            105
        ],
        [
            77,
            67,
            88,
            77,
            67,
            88
        ],
        [
            6863,
            2531,
            4333,
            6863,
            2531,
            4333
        ],
        [
            59.554066,
            112.054066,
            59.554066,
            59.554066,
            112.054066,
            59.554066
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            607410,
            650471,
            -87363,
            -269600,
            300978,
            -578980
        ]
    ]
}
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": 1602633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871071308,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "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)