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Trade: STX/USDT/30/DCU/VWAP/9216

Strategy
STX/USDT/30/DCU/VWAP/9216
Pair
STX_USDT
Interval
30m
Score
330394
Daily Profit
0.268310
Profit Factor
1.298554
Profitability
57.868020
Streak
12.771910
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 13:31
Expiration Time
2025-12-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 139743.8075 35677.7341 104066.0734 90440.9194 39896.1777 50544.7417
Total P&L (%) 139.7438 35.6777 104.0661 90.4409 39.8962 50.5447
Avg Daily Profit (%) 0.2683 0.0685 0.1998 0.1238 0.0645 0.0786
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103008 -48623 -77022 -192142 -69696 -141514
Profit Factor 1.2986 1.1665 1.41 1.1215 1.1282 1.1167
Total Trades 197 98 99 197 98 99
Winning Trades 114 51 63 114 51 63
Losing Trades 83 47 36 83 47 36
Profitability (%) 57.868 52.0408 63.6364 57.868 52.0408 63.6364
Ratio Avg Win / Avg Loss 0.9454 1.075 0.8057 0.8165 1.0397 0.6381
Largest Winning Trade 38300 16464 38300 33276 27151 33276
Largest Losing Trade -38850 -17638 -38850 -92890 -29846 -92890
Avg Bars in Trades 123 95 150 123 95 150
Avg Bars in Winners 97 70 118 97 70 118
Avg Bars in Losers 159 122 207 159 122 207
Bars Traded 24314 9368 14946 24314 9368 14946
Profit Streak 12.7719 29.0219 12.7719 12.7719 29.0219 12.7719
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330394 -140542 296250 -113764 -187744 -181606
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714055400000,
    "first_datapoint_time": 1714451400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759055493001,
    "expiration_time": 1765533600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    }
}
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": [
        [
            139743.8074644936,
            35677.7340773962,
            104066.0733870972,
            90440.9194208349,
            39896.1776987461,
            50544.7417220887
        ],
        [
            139.743807,
            35.677734,
            104.066073,
            90.440919,
            39.896178,
            50.544742
        ],
        [
            0.26831,
            0.068502,
            0.199808,
            0.123758,
            0.064481,
            0.078577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103008,
            -48623,
            -77022,
            -192142,
            -69696,
            -141514
        ],
        [
            1.298554,
            1.166539,
            1.409969,
            1.12151,
            1.128161,
            1.116728
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            114,
            51,
            63,
            114,
            51,
            63
        ],
        [
            83,
            47,
            36,
            83,
            47,
            36
        ],
        [
            57.86802,
            52.040816,
            63.636364,
            57.86802,
            52.040816,
            63.636364
        ],
        [
            0.945438,
            1.075046,
            0.805696,
            0.816538,
            1.039678,
            0.63813
        ],
        [
            38300,
            16464,
            38300,
            33276,
            27151,
            33276
        ],
        [
            -38850,
            -17638,
            -38850,
            -92890,
            -29846,
            -92890
        ],
        [
            123,
            95,
            150,
            123,
            95,
            150
        ],
        [
            97,
            70,
            118,
            97,
            70,
            118
        ],
        [
            159,
            122,
            207,
            159,
            122,
            207
        ],
        [
            24314,
            9368,
            14946,
            24314,
            9368,
            14946
        ],
        [
            12.77191,
            29.02191,
            12.77191,
            12.77191,
            29.02191,
            12.77191
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330394,
            -140542,
            296250,
            -113764,
            -187744,
            -181606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714055400000,
    "first_datapoint_time": 1714451400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759055493001,
    "expiration_time": 1765533600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    }
}

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)