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Trade: ADA/USDT/15/VWAP/T3/7657

Strategy
ADA/USDT/15/VWAP/T3/7657
Pair
ADA_USDT
Interval
15m
Score
302269
Daily Profit
0.297115
Profit Factor
1.216486
Profitability
66.400000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 11:05
Expiration Time
2025-12-14 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77374.7078 39511.9774 37862.7304 56111.1168 30784.1517 25326.9651
Total P&L (%) 77.3747 39.512 37.8627 56.1111 30.7842 25.327
Avg Daily Profit (%) 0.2971 0.1517 0.1454 0.1712 0.1031 0.0867
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63273 -24816 -48964 -107803 -48002 -94156
Profit Factor 1.2165 1.238 1.1978 1.0935 1.1109 1.0785
Total Trades 250 125 125 250 125 125
Winning Trades 166 82 84 166 82 84
Losing Trades 84 43 41 84 43 41
Profitability (%) 66.4 65.6 67.2 66.4 65.6 67.2
Ratio Avg Win / Avg Loss 0.6156 0.6492 0.5847 0.5533 0.5826 0.5264
Largest Winning Trade 9053 8895 9053 13252 12586 13252
Largest Losing Trade -39235 -15056 -39235 -82145 -26055 -82145
Avg Bars in Trades 98 96 100 98 96 100
Avg Bars in Winners 60 57 62 60 57 62
Avg Bars in Losers 174 171 178 174 171 178
Bars Traded 24656 12097 12559 24656 12097 12559
Profit Streak 0 3.639 0 0 3.639 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 302269 101943 -5328 -110869 -158695 -215937
Evaluation Data
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736719200000,
    "first_datapoint_time": 1736818200000,
    "last_datapoint_time": 1759218300000,
    "evaluation_time": 1759219508821,
    "expiration_time": 1765698300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 111,
            "offset": 0,
            "a": 0.74017
        }
    }
}
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": [
        [
            77374.7077925676,
            39511.9774019672,
            37862.7303906004,
            56111.1167691858,
            30784.1516808502,
            25326.9650883355
        ],
        [
            77.374708,
            39.511977,
            37.86273,
            56.111117,
            30.784152,
            25.326965
        ],
        [
            0.297115,
            0.151724,
            0.145391,
            0.171177,
            0.103109,
            0.086727
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63273,
            -24816,
            -48964,
            -107803,
            -48002,
            -94156
        ],
        [
            1.216486,
            1.237988,
            1.197834,
            1.093488,
            1.110924,
            1.078492
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            166,
            82,
            84,
            166,
            82,
            84
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            66.4,
            65.6,
            67.2,
            66.4,
            65.6,
            67.2
        ],
        [
            0.615571,
            0.649189,
            0.584657,
            0.553331,
            0.582558,
            0.526407
        ],
        [
            9053,
            8895,
            9053,
            13252,
            12586,
            13252
        ],
        [
            -39235,
            -15056,
            -39235,
            -82145,
            -26055,
            -82145
        ],
        [
            98,
            96,
            100,
            98,
            96,
            100
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            174,
            171,
            178,
            174,
            171,
            178
        ],
        [
            24656,
            12097,
            12559,
            24656,
            12097,
            12559
        ],
        [
            0,
            3.638991,
            0,
            0,
            3.638991,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302269,
            101943,
            -5328,
            -110869,
            -158695,
            -215937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736719200000,
    "first_datapoint_time": 1736818200000,
    "last_datapoint_time": 1759218300000,
    "evaluation_time": 1759219508821,
    "expiration_time": 1765698300000,
    "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": 111,
            "offset": 0,
            "a": 0.74017
        }
    }
}

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)