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Trade: MATIC/USDT/720/T3/VWAP/5026

Strategy
MATIC/USDT/720/T3/VWAP/5026
Pair
MATIC_USDT
Interval
12h
Score
530424
Daily Profit
3.731509
Profit Factor
36.142228
Profitability
31.111111
Streak
0.000000
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-09-27 09:18
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 7265275.8922 7328683.3278 -63407.4356 949122.6698 1558420.2623 -609297.5925
Total P&L (%) 7265.2759 7328.6833 -63.4074 949.1227 1558.4203 -609.2976
Avg Daily Profit (%) 3.6992 3.7315 -0.0323 0.1198 0.1431 0
Buy And Hold Return (%) 1833.7411 1833.7411 1833.7411 1833.7411 1833.7411 1833.7411
Max Trade Drawdown -131440 -41456 -127894 -1233076 -459934 -1036565
Profit Factor 15.8597 36.1422 0.7739 1.309 2.2232 0.6611
Total Trades 90 45 45 90 45 45
Winning Trades 21 14 7 21 14 7
Losing Trades 69 31 38 69 31 38
Profitability (%) 23.3333 31.1111 15.5556 23.3333 31.1111 15.5556
Ratio Avg Win / Avg Loss 52.1106 80.0292 4.2009 4.301 4.9229 3.5886
Largest Winning Trade 7371692 7371692 66828 1808384 1808384 409798
Largest Losing Trade -36642 -26502 -36642 -356157 -218335 -356157
Avg Bars in Trades 41 41 42 41 41 42
Avg Bars in Winners 126 104 170 126 104 170
Avg Bars in Losers 15 12 18 15 12 18
Bars Traded 3757 1863 1894 3757 1863 1894
Profit Streak 0 0 555.7629 0 0 555.7629
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14965 530424 -649068 -234167 -170417 -649068
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758953918594,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 120,
            "offset": 0,
            "a": 0.78569
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            7265275.8921708185,
            7328683.327786527,
            -63407.4356157108,
            949122.6698183804,
            1558420.2622877888,
            -609297.5924694086
        ],
        [
            7265.275892,
            7328.683328,
            -63.407436,
            949.12267,
            1558.420262,
            -609.297592
        ],
        [
            3.699224,
            3.731509,
            -0.032285,
            0.119753,
            0.143099,
            0
        ],
        [
            1833.741081,
            1833.741081,
            1833.741081,
            1833.741081,
            1833.741081,
            1833.741081
        ],
        [
            -131440,
            -41456,
            -127894,
            -1233076,
            -459934,
            -1036565
        ],
        [
            15.859737,
            36.142228,
            0.773852,
            1.30899,
            2.223236,
            0.661064
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            21,
            14,
            7,
            21,
            14,
            7
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            23.333333,
            31.111111,
            15.555556,
            23.333333,
            31.111111,
            15.555556
        ],
        [
            52.110564,
            80.02922,
            4.20091,
            4.300967,
            4.922879,
            3.588634
        ],
        [
            7371692,
            7371692,
            66828,
            1808384,
            1808384,
            409798
        ],
        [
            -36642,
            -26502,
            -36642,
            -356157,
            -218335,
            -356157
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            126,
            104,
            170,
            126,
            104,
            170
        ],
        [
            15,
            12,
            18,
            15,
            12,
            18
        ],
        [
            3757,
            1863,
            1894,
            3757,
            1863,
            1894
        ],
        [
            0,
            0,
            555.762947,
            0,
            0,
            555.762947
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14965,
            530424,
            -649068,
            -234167,
            -170417,
            -649068
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758953918594,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 120,
            "offset": 0,
            "a": 0.78569
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)