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Trade: SKL/USDT/3/VWMA/VWAP/2717

Strategy
SKL/USDT/3/VWMA/VWAP/2717
Pair
SKL_USDT
Interval
3m
Score
322336
Daily Profit
1.706082
Profit Factor
1.386481
Profitability
45.222930
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-05 15:06
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88852.7647 76087.0626 12765.7021 70280.1312 41764.8911 28515.24
Total P&L (%) 88.8528 76.0871 12.7657 70.2801 41.7649 28.5152
Avg Daily Profit (%) 1.7061 1.461 0.2451 1.0273 0.6724 0.4829
Buy And Hold Return (%) 30.8002 30.8002 30.8002 30.8002 30.8002 30.8002
Max Trade Drawdown -36858 -25241 -22605 -84413 -59655 -35627
Profit Factor 1.3865 1.5812 1.129 1.1651 1.1676 1.1616
Total Trades 157 78 79 157 78 79
Winning Trades 71 34 37 71 34 37
Losing Trades 86 44 42 86 44 42
Profitability (%) 45.2229 43.5897 46.8354 45.2229 43.5897 46.8354
Ratio Avg Win / Avg Loss 1.6794 2.0463 1.2815 1.4113 1.511 1.3186
Largest Winning Trade 63158 63158 9910 62546 62546 17634
Largest Losing Trade -14655 -12738 -14655 -29240 -27917 -29240
Avg Bars in Trades 157 154 159 157 154 159
Avg Bars in Winners 185 169 200 185 169 200
Avg Bars in Losers 133 143 123 133 143 123
Bars Traded 24665 12047 12618 24665 12047 12618
Profit Streak 0 8.1295 0 0 8.1295 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322336 -25851 -266683 -34055 -116764 -228732
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754590320000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759665989096,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "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": [
        [
            88852.7646896392,
            76087.0625524299,
            12765.7021372093,
            70280.1311669131,
            41764.891117263,
            28515.2400496502
        ],
        [
            88.852765,
            76.087063,
            12.765702,
            70.280131,
            41.764891,
            28.51524
        ],
        [
            1.706082,
            1.460965,
            0.245117,
            1.027273,
            0.672373,
            0.482877
        ],
        [
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201
        ],
        [
            -36858,
            -25241,
            -22605,
            -84413,
            -59655,
            -35627
        ],
        [
            1.386481,
            1.581194,
            1.128964,
            1.165116,
            1.167592,
            1.161618
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            45.22293,
            43.589744,
            46.835443,
            45.22293,
            43.589744,
            46.835443
        ],
        [
            1.6794,
            2.046251,
            1.281526,
            1.411267,
            1.511001,
            1.318593
        ],
        [
            63158,
            63158,
            9910,
            62546,
            62546,
            17634
        ],
        [
            -14655,
            -12738,
            -14655,
            -29240,
            -27917,
            -29240
        ],
        [
            157,
            154,
            159,
            157,
            154,
            159
        ],
        [
            185,
            169,
            200,
            185,
            169,
            200
        ],
        [
            133,
            143,
            123,
            133,
            143,
            123
        ],
        [
            24665,
            12047,
            12618,
            24665,
            12047,
            12618
        ],
        [
            0,
            8.129503,
            0,
            0,
            8.129503,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322336,
            -25851,
            -266683,
            -34055,
            -116764,
            -228732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754590320000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759665989096,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "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)