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Trade: EGLD/USDT/360/VWMA/SSF/4473

Strategy
EGLD/USDT/360/VWMA/SSF/4473
Pair
EGLD_USDT
Interval
6h
Score
546330
Daily Profit
0.403987
Profit Factor
3.869244
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-28 08:59
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 830919.5419 746466.7556 84452.7863 511955.359 498310.2096 13645.1493
Total P&L (%) 830.9195 746.4668 84.4528 511.9554 498.3102 13.6451
Avg Daily Profit (%) 0.4497 0.404 0.0457 0.0981 0.0969 0.0069
Buy And Hold Return (%) 77.2388 77.2388 77.2388 77.2388 77.2388 77.2388
Max Trade Drawdown -104705 -127192 -59473 -3042430 -2730605 -1198843
Profit Factor 2.3889 3.8692 1.2498 1.0637 1.1265 1.0033
Total Trades 73 37 36 73 37 36
Winning Trades 36 17 19 36 17 19
Losing Trades 37 20 17 37 20 17
Profitability (%) 49.3151 45.9459 52.7778 49.3151 45.9459 52.7778
Ratio Avg Win / Avg Loss 2.4553 4.5521 1.1182 1.0932 1.3253 0.8977
Largest Winning Trade 550659 550659 60566 1444619 1444619 658697
Largest Losing Trade -56078 -41622 -56078 -1460057 -1460057 -1198843
Avg Bars in Trades 93 72 115 93 72 115
Avg Bars in Winners 114 78 147 114 78 147
Avg Bars in Losers 72 66 79 72 66 79
Bars Traded 6818 2672 4146 6818 2672 4146
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 -61821 546330 -268450 -288865 -146959 -567527
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": 1602828000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039194463,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            830919.5418690565,
            746466.7555916575,
            84452.786277399,
            511955.3589655142,
            498310.2096240569,
            13645.1493414567
        ],
        [
            830.919542,
            746.466756,
            84.452786,
            511.955359,
            498.31021,
            13.645149
        ],
        [
            0.449693,
            0.403987,
            0.045706,
            0.098086,
            0.096864,
            0.006923
        ],
        [
            77.238806,
            77.238806,
            77.238806,
            77.238806,
            77.238806,
            77.238806
        ],
        [
            -104705,
            -127192,
            -59473,
            -3042430,
            -2730605,
            -1198843
        ],
        [
            2.388945,
            3.869244,
            1.249804,
            1.063693,
            1.126508,
            1.003329
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            49.315068,
            45.945946,
            52.777778,
            49.315068,
            45.945946,
            52.777778
        ],
        [
            2.455304,
            4.552051,
            1.118246,
            1.09324,
            1.325303,
            0.897715
        ],
        [
            550659,
            550659,
            60566,
            1444619,
            1444619,
            658697
        ],
        [
            -56078,
            -41622,
            -56078,
            -1460057,
            -1460057,
            -1198843
        ],
        [
            93,
            72,
            115,
            93,
            72,
            115
        ],
        [
            114,
            78,
            147,
            114,
            78,
            147
        ],
        [
            72,
            66,
            79,
            72,
            66,
            79
        ],
        [
            6818,
            2672,
            4146,
            6818,
            2672,
            4146
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            -61821,
            546330,
            -268450,
            -288865,
            -146959,
            -567527
        ]
    ]
}
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": 1602828000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039194463,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "offset": 0,
            "poles": 3
        }
    }
}

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)