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Trade: MATIC/USDT/480/VWMA/SINWMA/5874

Strategy
MATIC/USDT/480/VWMA/SINWMA/5874
Pair
MATIC_USDT
Interval
8h
Score
519646
Daily Profit
0.315952
Profit Factor
1.879465
Profitability
61.702128
Streak
557.780682
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-09-29 05:44
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 -1691211.4667 134570.7032 -1825782.1699 3990574.3596 -44963660.5097 48954234.8693
Total P&L (%) -1691.2115 134.5707 -1825.7822 3990.5744 -44963.6605 48954.2349
Avg Daily Profit (%) -0.8611 0.0685 -0.9296 0.1891 0 0.316
Buy And Hold Return (%) 1673.726 1673.726 1673.726 1673.726 1673.726 1673.726
Max Trade Drawdown -2003658 -96264 -1982491 -55226070 -46755350 -21767506
Profit Factor 0.3027 1.5512 0.163 1.0345 0.2491 1.8795
Total Trades 94 47 47 94 47 47
Winning Trades 63 33 30 59 30 29
Losing Trades 31 14 17 35 17 18
Profitability (%) 67.0213 70.2128 63.8298 62.766 63.8298 61.7021
Ratio Avg Win / Avg Loss 0.149 0.6581 0.0924 0.6137 0.1411 1.1666
Largest Winning Trade 50086 37401 50086 90699339 6159686 90699339
Largest Losing Trade -1633410 -63449 -1633410 -18841561 -18841561 -14838636
Avg Bars in Trades 60 63 58 60 63 58
Avg Bars in Winners 31 33 28 35 36 33
Avg Bars in Losers 120 132 110 103 110 98
Bars Traded 5701 2975 2726 5701 2975 2726
Profit Streak 431.7807 431.7807 557.7807 431.7807 431.7807 557.7807
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576704 -263986 -577552 -177340 -578318 519646
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5892,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556265600000,
    "first_datapoint_time": 1559664000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759113850917,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "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": [
        [
            -1691211.4666807184,
            134570.7031827997,
            -1825782.1698635176,
            3990574.3596398314,
            -44963660.509668216,
            48954234.869308054
        ],
        [
            -1691.211467,
            134.570703,
            -1825.78217,
            3990.57436,
            -44963.66051,
            48954.234869
        ],
        [
            -0.861106,
            0.068519,
            -0.929624,
            0.189144,
            0,
            0.315952
        ],
        [
            1673.72604,
            1673.72604,
            1673.72604,
            1673.72604,
            1673.72604,
            1673.72604
        ],
        [
            -2003658,
            -96264,
            -1982491,
            -55226070,
            -46755350,
            -21767506
        ],
        [
            0.302725,
            1.551166,
            0.162985,
            1.034538,
            0.249065,
            1.879465
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            63,
            33,
            30,
            59,
            30,
            29
        ],
        [
            31,
            14,
            17,
            35,
            17,
            18
        ],
        [
            67.021277,
            70.212766,
            63.829787,
            62.765957,
            63.829787,
            61.702128
        ],
        [
            0.14896,
            0.65807,
            0.092358,
            0.613709,
            0.141137,
            1.166565
        ],
        [
            50086,
            37401,
            50086,
            90699339,
            6159686,
            90699339
        ],
        [
            -1633410,
            -63449,
            -1633410,
            -18841561,
            -18841561,
            -14838636
        ],
        [
            60,
            63,
            58,
            60,
            63,
            58
        ],
        [
            31,
            33,
            28,
            35,
            36,
            33
        ],
        [
            120,
            132,
            110,
            103,
            110,
            98
        ],
        [
            5701,
            2975,
            2726,
            5701,
            2975,
            2726
        ],
        [
            431.780682,
            431.780682,
            557.780682,
            431.780682,
            431.780682,
            557.780682
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576704,
            -263986,
            -577552,
            -177340,
            -578318,
            519646
        ]
    ]
}
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": 1559664000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759113850917,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "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)