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Trade: LINK/USDT/15/VWMA/RMA/2145

Strategy
LINK/USDT/15/VWMA/RMA/2145
Pair
LINK_USDT
Interval
15m
Score
406399
Daily Profit
0.375972
Profit Factor
1.556334
Profitability
66.346154
Streak
5.292331
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 11:45
Expiration Time
2025-12-17 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97910.7219 52771.3788 45139.3431 108406.5997 82352.076 26054.5238
Total P&L (%) 97.9107 52.7714 45.1393 108.4066 82.3521 26.0545
Avg Daily Profit (%) 0.376 0.2026 0.1733 0.2824 0.231 0.089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57652 -13523 -59665 -142133 -26443 -144457
Profit Factor 1.5563 1.7365 1.4326 1.2749 1.5626 1.1051
Total Trades 104 52 52 104 52 52
Winning Trades 69 33 36 69 33 36
Losing Trades 35 19 16 35 19 16
Profitability (%) 66.3462 63.4615 69.2308 66.3462 63.4615 69.2308
Ratio Avg Win / Avg Loss 0.7894 0.9998 0.6367 0.6467 0.8997 0.4911
Largest Winning Trade 24694 24694 12425 43691 43691 21930
Largest Losing Trade -28199 -13319 -28199 -60006 -25813 -60006
Avg Bars in Trades 234 227 241 234 227 241
Avg Bars in Winners 165 169 161 165 169 161
Avg Bars in Losers 370 328 419 370 328 419
Bars Traded 24382 11840 12542 24382 11840 12542
Profit Streak 5.2923 5.2923 18.2507 5.2923 5.2923 18.2507
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406399 -171985 -173036 315683 -171087 -362182
Evaluation Data
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736981100000,
    "first_datapoint_time": 1737105300000,
    "last_datapoint_time": 1759480200000,
    "evaluation_time": 1759481157435,
    "expiration_time": 1765960200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 139,
            "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": [
        [
            97910.7218785765,
            52771.378821997,
            45139.3430565796,
            108406.5997412326,
            82352.0759541409,
            26054.5237870917
        ],
        [
            97.910722,
            52.771379,
            45.139343,
            108.4066,
            82.352076,
            26.054524
        ],
        [
            0.375972,
            0.20264,
            0.173333,
            0.282373,
            0.230959,
            0.088951
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57652,
            -13523,
            -59665,
            -142133,
            -26443,
            -144457
        ],
        [
            1.556334,
            1.736546,
            1.432595,
            1.274895,
            1.562631,
            1.105064
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            66.346154,
            63.461538,
            69.230769,
            66.346154,
            63.461538,
            69.230769
        ],
        [
            0.789445,
            0.999829,
            0.636709,
            0.646686,
            0.899696,
            0.49114
        ],
        [
            24694,
            24694,
            12425,
            43691,
            43691,
            21930
        ],
        [
            -28199,
            -13319,
            -28199,
            -60006,
            -25813,
            -60006
        ],
        [
            234,
            227,
            241,
            234,
            227,
            241
        ],
        [
            165,
            169,
            161,
            165,
            169,
            161
        ],
        [
            370,
            328,
            419,
            370,
            328,
            419
        ],
        [
            24382,
            11840,
            12542,
            24382,
            11840,
            12542
        ],
        [
            5.292331,
            5.292331,
            18.250665,
            5.292331,
            5.292331,
            18.250665
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406399,
            -171985,
            -173036,
            315683,
            -171087,
            -362182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736981100000,
    "first_datapoint_time": 1737105300000,
    "last_datapoint_time": 1759480200000,
    "evaluation_time": 1759481157435,
    "expiration_time": 1765960200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 139,
            "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)