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Trade: INJ/USDT/720/VWAP/RMA/3288

Strategy
INJ/USDT/720/VWAP/RMA/3288
Pair
INJ_USDT
Interval
12h
Score
532756
Daily Profit
0.145536
Profit Factor
6.265353
Profitability
83.333333
Streak
296.300364
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-11 10:12
Expiration Time
2025-12-04 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -331622.4146 31312.253 -362934.6676 1513464.2238 209698.0548 1303766.169
Total P&L (%) -331.6224 31.3123 -362.9347 1513.4642 209.6981 1303.7662
Avg Daily Profit (%) -0.1826 0.0172 -0.1998 0.1532 0.0623 0.1455
Buy And Hold Return (%) 95.4023 95.4023 95.4023 95.4023 95.4023 95.4023
Max Trade Drawdown -607468 -87555 -563934 -394873 -394873 -168138
Profit Factor 0.5586 1.1908 0.3818 2.5371 1.2845 6.2654
Total Trades 72 36 36 72 36 36
Winning Trades 61 29 32 55 25 30
Losing Trades 11 7 4 17 11 6
Profitability (%) 84.7222 80.5556 88.8889 76.3889 69.4444 83.3333
Ratio Avg Win / Avg Loss 0.1007 0.2874 0.0477 0.7842 0.5652 1.2531
Largest Winning Trade 21709 19317 21709 396229 138134 396229
Largest Losing Trade -341927 -68302 -341927 -394873 -394873 -157352
Avg Bars in Trades 44 51 37 44 51 37
Avg Bars in Winners 13 17 9 21 19 23
Avg Bars in Losers 214 191 254 116 123 102
Bars Traded 3173 1839 1334 3173 1839 1334
Profit Streak 89.3004 89.3004 296.3004 89.3004 89.3004 296.3004
Trades During Streak 11 5 11 11 5 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -658277 -342546 -574514 -68730 -113086 532756
Evaluation Data
{
    "trading_pair": "INJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1603238400000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166751441,
    "expiration_time": 1764849168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 155,
            "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": [
        [
            -331622.4146087094,
            31312.2529658356,
            -362934.6675745452,
            1513464.2238483967,
            209698.0548295953,
            1303766.169018801
        ],
        [
            -331.622415,
            31.312253,
            -362.934668,
            1513.464224,
            209.698055,
            1303.766169
        ],
        [
            -0.182561,
            0.017238,
            -0.199799,
            0.153212,
            0.06225,
            0.145536
        ],
        [
            95.402299,
            95.402299,
            95.402299,
            95.402299,
            95.402299,
            95.402299
        ],
        [
            -607468,
            -87555,
            -563934,
            -394873,
            -394873,
            -168138
        ],
        [
            0.558572,
            1.190781,
            0.381841,
            2.537096,
            1.284524,
            6.265353
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            61,
            29,
            32,
            55,
            25,
            30
        ],
        [
            11,
            7,
            4,
            17,
            11,
            6
        ],
        [
            84.722222,
            80.555556,
            88.888889,
            76.388889,
            69.444444,
            83.333333
        ],
        [
            0.100726,
            0.28743,
            0.04773,
            0.784193,
            0.565191,
            1.253071
        ],
        [
            21709,
            19317,
            21709,
            396229,
            138134,
            396229
        ],
        [
            -341927,
            -68302,
            -341927,
            -394873,
            -394873,
            -157352
        ],
        [
            44,
            51,
            37,
            44,
            51,
            37
        ],
        [
            13,
            17,
            9,
            21,
            19,
            23
        ],
        [
            214,
            191,
            254,
            116,
            123,
            102
        ],
        [
            3173,
            1839,
            1334,
            3173,
            1839,
            1334
        ],
        [
            89.300364,
            89.300364,
            296.300364,
            89.300364,
            89.300364,
            296.300364
        ],
        [
            11,
            5,
            11,
            11,
            5,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -658277,
            -342546,
            -574514,
            -68730,
            -113086,
            532756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "INJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1603238400000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166751441,
    "expiration_time": 1764849168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 155,
            "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)