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Trade: EGLD/USDT/360/VWMA/SINWMA/6456

Strategy
EGLD/USDT/360/VWMA/SINWMA/6456
Pair
EGLD_USDT
Interval
6h
Score
678560
Daily Profit
0.747596
Profit Factor
3.257908
Profitability
46.534653
Streak
55.855056
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-25 11:31
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 1381369.6324 1327809.3335 53560.2988 642962.3492 40.9291 642921.4201
Total P&L (%) 1381.3696 1327.8093 53.5603 642.9623 0.0409 642.9214
Avg Daily Profit (%) 0.7476 0.7186 0.029 0.1086 0 0.1086
Buy And Hold Return (%) 31.0861 31.0861 31.0861 31.0861 31.0861 31.0861
Max Trade Drawdown -184755 -127848 -73825 -2676852 -1904293 -1146842
Profit Factor 3.2579 5.621 1.1651 1.1096 1 1.2239
Total Trades 101 51 50 101 51 50
Winning Trades 47 22 25 47 22 25
Losing Trades 54 29 25 54 29 25
Profitability (%) 46.5347 43.1373 50 46.5347 43.1373 50
Ratio Avg Win / Avg Loss 3.7431 7.4094 1.1651 1.2749 1.3182 1.2239
Largest Winning Trade 1233005 1233005 62153 1159601 928323 1159601
Largest Losing Trade -32444 -23792 -32444 -576414 -576414 -509990
Avg Bars in Trades 69 58 81 69 58 81
Avg Bars in Winners 99 79 117 99 79 117
Avg Bars in Losers 44 43 45 44 43 45
Bars Traded 7065 2990 4075 7065 2990 4075
Profit Streak 55.8551 55.8551 136.6051 55.8551 55.8551 136.6051
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 678560 -161441 -380534 -147613 -761229 -226685

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": 1601424000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758789076864,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 27,
            "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": [
        [
            1381369.6323743493,
            1327809.3335310232,
            53560.2988433265,
            642962.3491881676,
            40.9290579013,
            642921.4201302659
        ],
        [
            1381.369632,
            1327.809334,
            53.560299,
            642.962349,
            0.040929,
            642.92142
        ],
        [
            0.747596,
            0.718609,
            0.028987,
            0.108595,
            2.2e-5,
            0.108592
        ],
        [
            31.086142,
            31.086142,
            31.086142,
            31.086142,
            31.086142,
            31.086142
        ],
        [
            -184755,
            -127848,
            -73825,
            -2676852,
            -1904293,
            -1146842
        ],
        [
            3.257908,
            5.620961,
            1.165082,
            1.109643,
            1.000014,
            1.223917
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            46.534653,
            43.137255,
            50,
            46.534653,
            43.137255,
            50
        ],
        [
            3.743129,
            7.409449,
            1.165082,
            1.274908,
            1.3182,
            1.223917
        ],
        [
            1233005,
            1233005,
            62153,
            1159601,
            928323,
            1159601
        ],
        [
            -32444,
            -23792,
            -32444,
            -576414,
            -576414,
            -509990
        ],
        [
            69,
            58,
            81,
            69,
            58,
            81
        ],
        [
            99,
            79,
            117,
            99,
            79,
            117
        ],
        [
            44,
            43,
            45,
            44,
            43,
            45
        ],
        [
            7065,
            2990,
            4075,
            7065,
            2990,
            4075
        ],
        [
            55.855056,
            55.855056,
            136.605056,
            55.855056,
            55.855056,
            136.605056
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            678560,
            -161441,
            -380534,
            -147613,
            -761229,
            -226685
        ]
    ]
}
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": 1601424000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758789076864,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 27,
            "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)