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Trade: ETC/USDT/720/HLC3/VWAP/3769

Strategy
ETC/USDT/720/HLC3/VWAP/3769
Pair
ETC_USDT
Interval
12h
Score
393793
Daily Profit
0.303244
Profit Factor
1.791747
Profitability
56.291391
Streak
164.905739
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 12:44
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 758109.9094 904428.7235 -146318.8141 -87429.8016 62359.0549 -149788.8566
Total P&L (%) 758.1099 904.4287 -146.3188 -87.4298 62.3591 -149.7889
Avg Daily Profit (%) 0.3032 0.3618 -0.0585 -0.0829 0.0194 0
Buy And Hold Return (%) 229.5462 229.5462 229.5462 229.5462 229.5462 229.5462
Max Trade Drawdown -204031 -115564 -227713 -432442 -187649 -270049
Profit Factor 1.7917 3.0619 0.718 0.9066 1.1289 0.669
Total Trades 151 75 76 151 75 76
Winning Trades 85 42 43 85 42 43
Losing Trades 66 33 33 66 33 33
Profitability (%) 56.2914 56 56.5789 56.2914 56 56.5789
Ratio Avg Win / Avg Loss 1.3912 2.4058 0.551 0.704 0.887 0.5134
Largest Winning Trade 836271 836271 28354 150942 150942 44971
Largest Losing Trade -82161 -50933 -82161 -225573 -139667 -225573
Avg Bars in Trades 32 34 30 32 34 30
Avg Bars in Winners 29 31 27 29 31 27
Avg Bars in Losers 36 37 34 36 37 34
Bars Traded 4893 2565 2328 4893 2565 2328
Profit Streak 164.9057 167.9057 164.9057 164.9057 167.9057 164.9057
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393793 -42327 -628526 -578204 -468509 -628526

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1542758400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879855887,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            758109.9094362238,
            904428.7235344957,
            -146318.8140982715,
            -87429.8016473118,
            62359.0549296214,
            -149788.8565769331
        ],
        [
            758.109909,
            904.428724,
            -146.318814,
            -87.429802,
            62.359055,
            -149.788857
        ],
        [
            0.303244,
            0.361771,
            -0.058528,
            -0.082919,
            0.019387,
            0
        ],
        [
            229.546244,
            229.546244,
            229.546244,
            229.546244,
            229.546244,
            229.546244
        ],
        [
            -204031,
            -115564,
            -227713,
            -432442,
            -187649,
            -270049
        ],
        [
            1.791747,
            3.061938,
            0.718013,
            0.906641,
            1.128856,
            0.669012
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            56.291391,
            56,
            56.578947,
            56.291391,
            56,
            56.578947
        ],
        [
            1.391239,
            2.405808,
            0.551033,
            0.70398,
            0.886958,
            0.513428
        ],
        [
            836271,
            836271,
            28354,
            150942,
            150942,
            44971
        ],
        [
            -82161,
            -50933,
            -82161,
            -225573,
            -139667,
            -225573
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            36,
            37,
            34,
            36,
            37,
            34
        ],
        [
            4893,
            2565,
            2328,
            4893,
            2565,
            2328
        ],
        [
            164.905739,
            167.905739,
            164.905739,
            164.905739,
            167.905739,
            164.905739
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393793,
            -42327,
            -628526,
            -578204,
            -468509,
            -628526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1542758400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879855887,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)