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Trade: ETC/USDT/720/VWMA/MIDPOINT/1769

Strategy
ETC/USDT/720/VWMA/MIDPOINT/1769
Pair
ETC_USDT
Interval
12h
Score
583343
Daily Profit
0.392570
Profit Factor
6.420760
Profitability
50.000000
Streak
176.174308
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-04 07:11
Expiration Time
2025-12-18 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1191284.3348 981817.4122 209466.9226 41736203.7942 26814725.3859 14921478.4083
Total P&L (%) 1191.2843 981.8174 209.4669 41736.2038 26814.7254 14921.4784
Avg Daily Profit (%) 0.4763 0.3926 0.0838 0.2416 0.224 0.2006
Buy And Hold Return (%) 306.4627 306.4627 306.4627 306.4627 306.4627 306.4627
Max Trade Drawdown -77048 -58566 -44400 -9569810 -7847251 -6199688
Profit Factor 4.6016 6.4208 2.3997 2.5445 2.6108 2.4382
Total Trades 60 30 30 60 30 30
Winning Trades 32 15 17 32 15 17
Losing Trades 28 15 13 28 15 13
Profitability (%) 53.3333 50 56.6667 53.3333 50 56.6667
Ratio Avg Win / Avg Loss 4.0264 6.4208 1.8351 2.2265 2.6108 1.8645
Largest Winning Trade 543349 543349 51828 11831848 11831848 9838429
Largest Losing Trade -37461 -37461 -32613 -4443030 -4388011 -4443030
Avg Bars in Trades 77 93 62 77 93 62
Avg Bars in Winners 106 140 77 106 140 77
Avg Bars in Losers 44 46 42 44 46 42
Bars Traded 4664 2803 1861 4664 2803 1861
Profit Streak 176.1743 176.1743 206.6743 176.1743 176.1743 206.6743
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -156104 583343 -240549 -158439 509173 521328
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553212800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551060225,
    "expiration_time": 1766018592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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": [
        [
            1191284.3347708215,
            981817.4121725713,
            209466.9225982504,
            41736203.794202656,
            26814725.38589266,
            14921478.408309994
        ],
        [
            1191.284335,
            981.817412,
            209.466923,
            41736.203794,
            26814.725386,
            14921.478408
        ],
        [
            0.476323,
            0.39257,
            0.083753,
            0.241649,
            0.223971,
            0.200603
        ],
        [
            306.462654,
            306.462654,
            306.462654,
            306.462654,
            306.462654,
            306.462654
        ],
        [
            -77048,
            -58566,
            -44400,
            -9569810,
            -7847251,
            -6199688
        ],
        [
            4.601571,
            6.42076,
            2.399747,
            2.544531,
            2.610829,
            2.438161
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            53.333333,
            50,
            56.666667,
            53.333333,
            50,
            56.666667
        ],
        [
            4.026374,
            6.42076,
            1.835101,
            2.226465,
            2.610829,
            1.864476
        ],
        [
            543349,
            543349,
            51828,
            11831848,
            11831848,
            9838429
        ],
        [
            -37461,
            -37461,
            -32613,
            -4443030,
            -4388011,
            -4443030
        ],
        [
            77,
            93,
            62,
            77,
            93,
            62
        ],
        [
            106,
            140,
            77,
            106,
            140,
            77
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            4664,
            2803,
            1861,
            4664,
            2803,
            1861
        ],
        [
            176.174308,
            176.174308,
            206.674308,
            176.174308,
            176.174308,
            206.674308
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156104,
            583343,
            -240549,
            -158439,
            509173,
            521328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553212800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551060225,
    "expiration_time": 1766018592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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)