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Trade: ETC/USDT/720/VWMA/HILO/6225

Strategy
ETC/USDT/720/VWMA/HILO/6225
Pair
ETC_USDT
Interval
12h
Score
301407
Daily Profit
0.273181
Profit Factor
4.756331
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2506.000000
Evaluation Time
2025-10-03 22:00
Expiration Time
2025-12-17 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 675194.7707 684592.2257 -9397.4551 247645.7484 469336.4072 -221690.6588
Total P&L (%) 675.1948 684.5922 -9.3975 247.6457 469.3364 -221.6907
Avg Daily Profit (%) 0.2694 0.2732 -0.0038 0.0497 0.0694 0
Buy And Hold Return (%) 336.5045 336.5045 336.5045 336.5045 336.5045 336.5045
Max Trade Drawdown -145256 -95637 -91102 -648887 -355087 -366609
Profit Factor 3.0133 4.7563 0.9386 1.226 1.8373 0.5859
Total Trades 63 32 31 63 32 31
Winning Trades 29 15 14 29 15 14
Losing Trades 34 17 17 34 17 17
Profitability (%) 46.0317 46.875 45.1613 46.0317 46.875 45.1613
Ratio Avg Win / Avg Loss 3.5328 5.3905 1.1398 1.4373 2.0822 0.7115
Largest Winning Trade 677424 677424 33263 692958 692958 100803
Largest Losing Trade -31906 -29584 -31906 -253734 -132282 -253734
Avg Bars in Trades 75 52 98 75 52 98
Avg Bars in Winners 115 69 164 115 69 164
Avg Bars in Losers 41 37 44 41 37 44
Bars Traded 4745 1678 3067 4745 1678 3067
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 -145001 301407 -581033 -445183 -140964 -582699
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552996800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518020672,
    "expiration_time": 1765988352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            675194.7706818321,
            684592.2257362237,
            -9397.4550543916,
            247645.7483623096,
            469336.4072121949,
            -221690.6588498851
        ],
        [
            675.194771,
            684.592226,
            -9.397455,
            247.645748,
            469.336407,
            -221.690659
        ],
        [
            0.269431,
            0.273181,
            -0.00375,
            0.049734,
            0.06943,
            0
        ],
        [
            336.504483,
            336.504483,
            336.504483,
            336.504483,
            336.504483,
            336.504483
        ],
        [
            -145256,
            -95637,
            -91102,
            -648887,
            -355087,
            -366609
        ],
        [
            3.013304,
            4.756331,
            0.938625,
            1.225964,
            1.837276,
            0.585933
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            46.031746,
            46.875,
            45.16129,
            46.031746,
            46.875,
            45.16129
        ],
        [
            3.532839,
            5.390509,
            1.139759,
            1.437338,
            2.082247,
            0.711491
        ],
        [
            677424,
            677424,
            33263,
            692958,
            692958,
            100803
        ],
        [
            -31906,
            -29584,
            -31906,
            -253734,
            -132282,
            -253734
        ],
        [
            75,
            52,
            98,
            75,
            52,
            98
        ],
        [
            115,
            69,
            164,
            115,
            69,
            164
        ],
        [
            41,
            37,
            44,
            41,
            37,
            44
        ],
        [
            4745,
            1678,
            3067,
            4745,
            1678,
            3067
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145001,
            301407,
            -581033,
            -445183,
            -140964,
            -582699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552996800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518020672,
    "expiration_time": 1765988352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)