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Trade: MATIC/USDT/480/VWAP/SWMA/8920

Strategy
MATIC/USDT/480/VWAP/SWMA/8920
Pair
MATIC_USDT
Interval
8h
Score
316806
Daily Profit
0.190977
Profit Factor
1.411958
Profitability
71.028037
Streak
571.970014
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-10-10 02:16
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1656856.4099 110857.1026 -1767713.5125 4303.7179 -4135986.7128 4140290.4307
Total P&L (%) -1656.8564 110.8571 -1767.7135 4.3037 -4135.9867 4140.2904
Avg Daily Profit (%) -0.8436 0.0564 -0.9001 0.0021 0 0.191
Buy And Hold Return (%) 1186.1017 1186.1017 1186.1017 1186.1017 1186.1017 1186.1017
Max Trade Drawdown -1792465 -105837 -1859109 -6985421 -4419682 -3675688
Profit Factor 0.3717 1.2601 0.2005 1.0002 0.5446 1.412
Total Trades 214 107 107 214 107 107
Winning Trades 158 77 81 146 70 76
Losing Trades 56 30 26 68 37 31
Profitability (%) 73.8318 71.9626 75.7009 68.2243 65.4206 71.028
Ratio Avg Win / Avg Loss 0.1318 0.4909 0.0644 0.4659 0.2878 0.5759
Largest Winning Trade 38165 38165 25657 11193336 1732405 11193336
Largest Losing Trade -1565037 -59569 -1565037 -1931118 -1931118 -1752026
Avg Bars in Trades 26 27 25 26 27 25
Avg Bars in Winners 10 10 11 11 10 12
Avg Bars in Losers 72 72 72 59 60 59
Bars Traded 5742 2961 2781 5742 2961 2781
Profit Streak 415.97 0 571.97 415.97 0 571.97
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575705 -282017 -575759 -573324 -578770 316806
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5892,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556265600000,
    "first_datapoint_time": 1558368000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1760051809227,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "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": [
        [
            -1656856.4098579553,
            110857.1026251923,
            -1767713.512483148,
            4303.7179050369,
            -4135986.71280229,
            4140290.4307073243
        ],
        [
            -1656.85641,
            110.857103,
            -1767.713512,
            4.303718,
            -4135.986713,
            4140.290431
        ],
        [
            -0.843613,
            0.056445,
            -0.900058,
            0.002145,
            0,
            0.190977
        ],
        [
            1186.101695,
            1186.101695,
            1186.101695,
            1186.101695,
            1186.101695,
            1186.101695
        ],
        [
            -1792465,
            -105837,
            -1859109,
            -6985421,
            -4419682,
            -3675688
        ],
        [
            0.371745,
            1.260063,
            0.200479,
            1.000225,
            0.54455,
            1.411958
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            158,
            77,
            81,
            146,
            70,
            76
        ],
        [
            56,
            30,
            26,
            68,
            37,
            31
        ],
        [
            73.831776,
            71.962617,
            75.700935,
            68.224299,
            65.420561,
            71.028037
        ],
        [
            0.131758,
            0.490934,
            0.064351,
            0.465858,
            0.287834,
            0.57593
        ],
        [
            38165,
            38165,
            25657,
            11193336,
            1732405,
            11193336
        ],
        [
            -1565037,
            -59569,
            -1565037,
            -1931118,
            -1931118,
            -1752026
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            10,
            10,
            11,
            11,
            10,
            12
        ],
        [
            72,
            72,
            72,
            59,
            60,
            59
        ],
        [
            5742,
            2961,
            2781,
            5742,
            2961,
            2781
        ],
        [
            415.970014,
            0,
            571.970014,
            415.970014,
            0,
            571.970014
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575705,
            -282017,
            -575759,
            -573324,
            -578770,
            316806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5892,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556265600000,
    "first_datapoint_time": 1558368000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1760051809227,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "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)