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Trade: LINK/USDT/15/SWMA/VWAP/9500

Strategy
LINK/USDT/15/SWMA/VWAP/9500
Pair
LINK_USDT
Interval
15m
Score
517609
Daily Profit
0.524437
Profit Factor
1.562455
Profitability
59.477124
Streak
10.058702
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 18:54
Expiration Time
2025-12-25 17:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 136573.9288 67799.8428 68774.086 199735.4397 101931.2066 97804.2332
Total P&L (%) 136.5739 67.7998 68.7741 199.7354 101.9312 97.8042
Avg Daily Profit (%) 0.5244 0.2603 0.2641 0.4224 0.2702 0.2623
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49781 -22031 -42502 -77928 -37928 -81424
Profit Factor 1.5625 1.71 1.4668 1.5323 1.723 1.4175
Total Trades 153 76 77 153 76 77
Winning Trades 91 45 46 91 45 46
Losing Trades 62 31 31 62 31 31
Profitability (%) 59.4771 59.2105 59.7403 59.4771 59.2105 59.7403
Ratio Avg Win / Avg Loss 1.0645 1.178 0.9885 1.044 1.1869 0.9553
Largest Winning Trade 20149 15660 20149 50266 24143 50266
Largest Losing Trade -22101 -13488 -22101 -40194 -24613 -40194
Avg Bars in Trades 160 158 163 160 158 163
Avg Bars in Winners 150 148 151 150 148 151
Avg Bars in Losers 176 171 182 176 171 182
Bars Traded 24623 12017 12606 24623 12017 12606
Profit Streak 10.0587 16.017 10.0587 10.0587 16.017 10.0587
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 517609 -37673 -32747 479576 -37417 -32982
Evaluation Data
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737698400000,
    "first_datapoint_time": 1737923400000,
    "last_datapoint_time": 1760197500000,
    "evaluation_time": 1760198071846,
    "expiration_time": 1766677500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 250
        }
    }
}
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": [
        [
            136573.9288170289,
            67799.8427856198,
            68774.0860314091,
            199735.4397478511,
            101931.206589359,
            97804.2331584921
        ],
        [
            136.573929,
            67.799843,
            68.774086,
            199.73544,
            101.931207,
            97.804233
        ],
        [
            0.524437,
            0.260348,
            0.264089,
            0.422413,
            0.27022,
            0.262269
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49781,
            -22031,
            -42502,
            -77928,
            -37928,
            -81424
        ],
        [
            1.562455,
            1.710031,
            1.466806,
            1.532267,
            1.722954,
            1.4175
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            59.477124,
            59.210526,
            59.74026,
            59.477124,
            59.210526,
            59.74026
        ],
        [
            1.06453,
            1.178021,
            0.9885,
            1.043962,
            1.186924,
            0.955272
        ],
        [
            20149,
            15660,
            20149,
            50266,
            24143,
            50266
        ],
        [
            -22101,
            -13488,
            -22101,
            -40194,
            -24613,
            -40194
        ],
        [
            160,
            158,
            163,
            160,
            158,
            163
        ],
        [
            150,
            148,
            151,
            150,
            148,
            151
        ],
        [
            176,
            171,
            182,
            176,
            171,
            182
        ],
        [
            24623,
            12017,
            12606,
            24623,
            12017,
            12606
        ],
        [
            10.058702,
            16.017035,
            10.058702,
            10.058702,
            16.017035,
            10.058702
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517609,
            -37673,
            -32747,
            479576,
            -37417,
            -32982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737698400000,
    "first_datapoint_time": 1737923400000,
    "last_datapoint_time": 1760197500000,
    "evaluation_time": 1760198071846,
    "expiration_time": 1766677500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 250
        }
    }
}

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)