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Trade: STX/USDT/480/VWAP/T3/8237

Strategy
STX/USDT/480/VWAP/T3/8237
Pair
STX_USDT
Interval
8h
Score
319227
Daily Profit
0.147962
Profit Factor
2.571853
Profitability
51.111111
Streak
0.000000
Best Strategy
Training Data Length
2175.670000
Evaluation Time
2025-10-08 20:14
Expiration Time
2025-12-12 16:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1158098.4908 -24749.8173 -1133348.6735 -1254626.1842 2394793.92 -3649420.1042
Total P&L (%) -1158.0985 -24.7498 -1133.3487 -1254.6262 2394.7939 -3649.4201
Avg Daily Profit (%) -0.5323 -0.0114 -0.5209 0 0.148 0
Buy And Hold Return (%) 452.6316 452.6316 452.6316 452.6316 452.6316 452.6316
Max Trade Drawdown -1318914 -171518 -1216747 -3778507 -589254 -3723518
Profit Factor 0.3031 0.9053 0.1908 0.8249 2.5719 0.353
Total Trades 91 45 46 91 45 46
Winning Trades 71 35 36 43 23 20
Losing Trades 20 10 10 48 22 26
Profitability (%) 78.022 77.7778 78.2609 47.2527 51.1111 43.4783
Ratio Avg Win / Avg Loss 0.0854 0.2586 0.053 0.9208 2.46 0.4589
Largest Winning Trade 39133 37709 39133 1134362 1134362 1126911
Largest Losing Trade -634549 -68132 -634549 -3229385 -376468 -3229385
Avg Bars in Trades 66 59 73 66 59 73
Avg Bars in Winners 25 22 27 75 92 56
Avg Bars in Losers 214 188 240 58 25 86
Bars Traded 6076 2690 3385 6076 2690 3385
Profit Streak 50.7184 170.7184 50.7184 0 0 0
Trades During Streak 2 6 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575635 -575671 -576476 -581603 319227 -583240
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6527,
    "evaluation_days": 2175.67,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1577462400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759943667324,
    "expiration_time": 1765549728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 192,
            "offset": 0,
            "a": 0.70214
        }
    }
}
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": [
        [
            -1158098.4908118085,
            -24749.8172651848,
            -1133348.6735466234,
            -1254626.184180845,
            2394793.9200443476,
            -3649420.1042251918
        ],
        [
            -1158.098491,
            -24.749817,
            -1133.348674,
            -1254.626184,
            2394.79392,
            -3649.420104
        ],
        [
            -0.532295,
            -0.011376,
            -0.520919,
            0,
            0.147962,
            0
        ],
        [
            452.631579,
            452.631579,
            452.631579,
            452.631579,
            452.631579,
            452.631579
        ],
        [
            -1318914,
            -171518,
            -1216747,
            -3778507,
            -589254,
            -3723518
        ],
        [
            0.303135,
            0.905254,
            0.190839,
            0.824877,
            2.571853,
            0.353021
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            71,
            35,
            36,
            43,
            23,
            20
        ],
        [
            20,
            10,
            10,
            48,
            22,
            26
        ],
        [
            78.021978,
            77.777778,
            78.26087,
            47.252747,
            51.111111,
            43.478261
        ],
        [
            0.08539,
            0.258644,
            0.053011,
            0.920793,
            2.460034,
            0.458928
        ],
        [
            39133,
            37709,
            39133,
            1134362,
            1134362,
            1126911
        ],
        [
            -634549,
            -68132,
            -634549,
            -3229385,
            -376468,
            -3229385
        ],
        [
            66,
            59,
            73,
            66,
            59,
            73
        ],
        [
            25,
            22,
            27,
            75,
            92,
            56
        ],
        [
            214,
            188,
            240,
            58,
            25,
            86
        ],
        [
            6076,
            2690,
            3385,
            6076,
            2690,
            3385
        ],
        [
            50.718372,
            170.718372,
            50.718372,
            0,
            0,
            0
        ],
        [
            2,
            6,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575635,
            -575671,
            -576476,
            -581603,
            319227,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6527,
    "evaluation_days": 2175.67,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1577462400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759943667324,
    "expiration_time": 1765549728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 192,
            "offset": 0,
            "a": 0.70214
        }
    }
}

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)