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Trade: MATIC/USDT/360/VWAP/DCM/6229

Strategy
MATIC/USDT/360/VWAP/DCM/6229
Pair
MATIC_USDT
Interval
6h
Score
375254
Daily Profit
0.222809
Profit Factor
1.552546
Profitability
72.727273
Streak
558.235337
Best Strategy
Training Data Length
1963.500000
Evaluation Time
2025-09-26 14:38
Expiration Time
2024-11-07 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -996330.3098 135819.0348 -1132149.3447 946613.5641 -6857611.8325 7804225.3966
Total P&L (%) -996.3303 135.819 -1132.1493 946.6136 -6857.6118 7804.2254
Avg Daily Profit (%) -0.5074 0.0692 -0.5766 0.1197 0 0.2228
Buy And Hold Return (%) 1906.3458 1906.3458 1906.3458 1906.3458 1906.3458 1906.3458
Max Trade Drawdown -1128234 -123656 -1242014 -18038631 -13779839 -7489859
Profit Factor 0.469 1.3838 0.2563 1.0263 0.6869 1.5525
Total Trades 197 98 99 197 98 99
Winning Trades 152 77 75 142 70 72
Losing Trades 45 21 24 55 28 27
Profitability (%) 77.1574 78.5714 75.7576 72.0812 71.4286 72.7273
Ratio Avg Win / Avg Loss 0.1388 0.3774 0.082 0.3975 0.2748 0.5822
Largest Winning Trade 34972 34972 21541 8754291 1896167 8754291
Largest Losing Trade -905114 -60146 -905114 -10232333 -10232333 -4843396
Avg Bars in Trades 38 45 32 38 45 32
Avg Bars in Winners 12 11 12 13 12 14
Avg Bars in Losers 128 168 93 103 128 78
Bars Traded 7633 4457 3176 7633 4457 3176
Profit Streak 401.7353 0 558.2353 401.7353 0 558.2353
Trades During Streak 1 0 9 1 0 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575640 -263736 -576015 -387432 -578015 375254
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758886733076,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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": [
        [
            -996330.3098452835,
            135819.0348113413,
            -1132149.3446566246,
            946613.5641036922,
            -6857611.83248819,
            7804225.39659188
        ],
        [
            -996.33031,
            135.819035,
            -1132.149345,
            946.613564,
            -6857.611832,
            7804.225397
        ],
        [
            -0.507426,
            0.069172,
            -0.576598,
            0.119661,
            0,
            0.222809
        ],
        [
            1906.345849,
            1906.345849,
            1906.345849,
            1906.345849,
            1906.345849,
            1906.345849
        ],
        [
            -1128234,
            -123656,
            -1242014,
            -18038631,
            -13779839,
            -7489859
        ],
        [
            0.468961,
            1.38377,
            0.256282,
            1.026274,
            0.68693,
            1.552546
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            152,
            77,
            75,
            142,
            70,
            72
        ],
        [
            45,
            21,
            24,
            55,
            28,
            27
        ],
        [
            77.15736,
            78.571429,
            75.757576,
            72.081218,
            71.428571,
            72.727273
        ],
        [
            0.138837,
            0.377392,
            0.08201,
            0.3975,
            0.274772,
            0.582205
        ],
        [
            34972,
            34972,
            21541,
            8754291,
            1896167,
            8754291
        ],
        [
            -905114,
            -60146,
            -905114,
            -10232333,
            -10232333,
            -4843396
        ],
        [
            38,
            45,
            32,
            38,
            45,
            32
        ],
        [
            12,
            11,
            12,
            13,
            12,
            14
        ],
        [
            128,
            168,
            93,
            103,
            128,
            78
        ],
        [
            7633,
            4457,
            3176,
            7633,
            4457,
            3176
        ],
        [
            401.735336,
            0,
            558.235336,
            401.735336,
            0,
            558.235337
        ],
        [
            1,
            0,
            9,
            1,
            0,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575640,
            -263736,
            -576015,
            -387432,
            -578015,
            375254
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758886733076,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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)