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Trade: INJ/USDT/720/VWAP/ALMA/2214

Strategy
INJ/USDT/720/VWAP/ALMA/2214
Pair
INJ_USDT
Interval
12h
Score
731813
Daily Profit
0.221258
Profit Factor
4.899479
Profitability
81.632653
Streak
105.404255
Best Strategy
Training Data Length
1809.500000
Evaluation Time
2025-10-04 12:42
Expiration Time
2025-11-27 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -223669.5396 132384.5961 -356054.1356 5363523.491 7883.7478 5355639.7432
Total P&L (%) -223.6695 132.3846 -356.0541 5363.5235 7.8837 5355.6397
Avg Daily Profit (%) -0.1236 0.0732 -0.1968 0.2213 0.0042 0.2213
Buy And Hold Return (%) 434.3293 434.3293 434.3293 434.3293 434.3293 434.3293
Max Trade Drawdown -589693 -101394 -612828 -3508434 -3508434 -1122825
Profit Factor 0.7469 1.5523 0.4471 1.7934 1.0015 4.8995
Total Trades 98 49 49 98 49 49
Winning Trades 76 36 40 76 36 40
Losing Trades 22 13 9 22 13 9
Profitability (%) 77.551 73.4694 81.6327 77.551 73.4694 81.6327
Ratio Avg Win / Avg Loss 0.2162 0.5606 0.1006 0.5191 0.3616 1.1024
Largest Winning Trade 23854 23854 19855 2840538 893271 2840538
Largest Losing Trade -342702 -73206 -342702 -3508434 -3508434 -1034082
Avg Bars in Trades 33 33 33 33 33 33
Avg Bars in Winners 13 10 17 19 13 25
Avg Bars in Losers 101 98 106 80 89 68
Bars Traded 3284 1650 1634 3284 1650 1634
Profit Streak 105.4043 160.9043 105.4043 105.4043 160.9043 105.4043
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575198 -256526 -575279 519249 -569025 731813
Evaluation Data
{
    "trading_pair": "INJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1603238400000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759570927637,
    "expiration_time": 1764226224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 109,
            "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": [
        [
            -223669.5395689913,
            132384.5960694523,
            -356054.1356384438,
            5363523.491027134,
            7883.7478251612,
            5355639.743201971
        ],
        [
            -223.66954,
            132.384596,
            -356.054136,
            5363.523491,
            7.883748,
            5355.639743
        ],
        [
            -0.123608,
            0.073161,
            -0.196769,
            0.221338,
            0.004194,
            0.221258
        ],
        [
            434.329333,
            434.329333,
            434.329333,
            434.329333,
            434.329333,
            434.329333
        ],
        [
            -589693,
            -101394,
            -612828,
            -3508434,
            -3508434,
            -1122825
        ],
        [
            0.74689,
            1.552304,
            0.447111,
            1.793411,
            1.001464,
            4.899479
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            77.55102,
            73.469388,
            81.632653,
            77.55102,
            73.469388,
            81.632653
        ],
        [
            0.216205,
            0.560554,
            0.1006,
            0.519145,
            0.36164,
            1.102383
        ],
        [
            23854,
            23854,
            19855,
            2840538,
            893271,
            2840538
        ],
        [
            -342702,
            -73206,
            -342702,
            -3508434,
            -3508434,
            -1034082
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            13,
            10,
            17,
            19,
            13,
            25
        ],
        [
            101,
            98,
            106,
            80,
            89,
            68
        ],
        [
            3284,
            1650,
            1634,
            3284,
            1650,
            1634
        ],
        [
            105.404255,
            160.904255,
            105.404255,
            105.404255,
            160.904255,
            105.404255
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575198,
            -256526,
            -575279,
            519249,
            -569025,
            731813
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "INJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1603238400000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759570927637,
    "expiration_time": 1764226224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 109,
            "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)