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Trade: ETC/USDT/720/VWMA/DCM/9583

Strategy
ETC/USDT/720/VWMA/DCM/9583
Pair
ETC_USDT
Interval
12h
Score
599670
Daily Profit
0.434857
Profit Factor
6.798523
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-05 17:28
Expiration Time
2025-12-19 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1134775.0702 1088228.4096 46546.6607 1355173.9029 1870007.6036 -514833.7008
Total P&L (%) 1134.7751 1088.2284 46.5467 1355.1739 1870.0076 -514.8337
Avg Daily Profit (%) 0.4535 0.4349 0.0186 0.1071 0.1192 0
Buy And Hold Return (%) 313.6446 313.6446 313.6446 313.6446 313.6446 313.6446
Max Trade Drawdown -139720 -67060 -88985 -6153226 -3148940 -4167132
Profit Factor 4.2811 6.7985 1.2943 1.1154 1.3128 0.9107
Total Trades 64 32 32 64 32 32
Winning Trades 34 18 16 34 18 16
Losing Trades 30 14 16 30 14 16
Profitability (%) 53.125 56.25 50 53.125 56.25 50
Ratio Avg Win / Avg Loss 3.7774 5.2877 1.2943 0.9842 1.021 0.9107
Largest Winning Trade 953452 953452 56734 2464816 2464816 1862586
Largest Losing Trade -45624 -32464 -45624 -1418963 -1160858 -1418963
Avg Bars in Trades 67 80 54 67 80 54
Avg Bars in Winners 90 100 79 90 100 79
Avg Bars in Losers 41 55 28 41 55 28
Bars Traded 4316 2588 1728 4316 2588 1728
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 -128184 599670 -333767 -289961 -33239 -580810
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553947200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674533545,
    "expiration_time": 1766152080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "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": [
        [
            1134775.0702294616,
            1088228.4095735124,
            46546.6606559492,
            1355173.902865077,
            1870007.603621495,
            -514833.7007564186
        ],
        [
            1134.77507,
            1088.22841,
            46.546661,
            1355.173903,
            1870.007604,
            -514.833701
        ],
        [
            0.453457,
            0.434857,
            0.0186,
            0.107059,
            0.119177,
            0
        ],
        [
            313.644629,
            313.644629,
            313.644629,
            313.644629,
            313.644629,
            313.644629
        ],
        [
            -139720,
            -67060,
            -88985,
            -6153226,
            -3148940,
            -4167132
        ],
        [
            4.281079,
            6.798523,
            1.294262,
            1.115371,
            1.31276,
            0.91073
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            53.125,
            56.25,
            50,
            53.125,
            56.25,
            50
        ],
        [
            3.777423,
            5.28774,
            1.294262,
            0.984151,
            1.021036,
            0.91073
        ],
        [
            953452,
            953452,
            56734,
            2464816,
            2464816,
            1862586
        ],
        [
            -45624,
            -32464,
            -45624,
            -1418963,
            -1160858,
            -1418963
        ],
        [
            67,
            80,
            54,
            67,
            80,
            54
        ],
        [
            90,
            100,
            79,
            90,
            100,
            79
        ],
        [
            41,
            55,
            28,
            41,
            55,
            28
        ],
        [
            4316,
            2588,
            1728,
            4316,
            2588,
            1728
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128184,
            599670,
            -333767,
            -289961,
            -33239,
            -580810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553947200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674533545,
    "expiration_time": 1766152080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "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)