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Trade: ALGO/USDT/240/VWMA/JMA/4601

Strategy
ALGO/USDT/240/VWMA/JMA/4601
Pair
ALGO_USDT
Interval
4h
Score
305290
Daily Profit
0.265006
Profit Factor
1.991670
Profitability
37.931034
Streak
49.560911
Best Strategy
Training Data Length
2295.000000
Evaluation Time
2025-10-03 08:27
Expiration Time
2025-12-11 02:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 608188.4544 468555.9478 139632.5066 899920.0375 914934.9906 -15014.9531
Total P&L (%) 608.1885 468.5559 139.6325 899.92 914.935 -15.015
Avg Daily Profit (%) 0.265 0.2042 0.0608 0.1004 0.101 -0.0071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101716 -122452 -101208 -376335 -293188 -303431
Profit Factor 1.9917 2.5324 1.454 1.5038 2.1297 0.9846
Total Trades 87 44 43 87 44 43
Winning Trades 33 14 19 33 14 19
Losing Trades 54 30 24 54 30 24
Profitability (%) 37.931 31.8182 44.186 37.931 31.8182 44.186
Ratio Avg Win / Avg Loss 3.2591 5.4266 1.8367 2.4607 4.5635 1.2437
Largest Winning Trade 203653 203653 65108 589053 589053 268926
Largest Losing Trade -27244 -21652 -27244 -247538 -128796 -247538
Avg Bars in Trades 151 118 184 151 118 184
Avg Bars in Winners 269 220 305 269 220 305
Avg Bars in Losers 78 71 88 78 71 88
Bars Traded 13161 5223 7938 13161 5223 7938
Profit Streak 49.5609 245.8942 0 49.5609 245.8942 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305290 245715 -111757 -60010 -59295 -581321
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13770,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564747200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759469262719,
    "expiration_time": 1765412640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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": [
        [
            608188.4543874618,
            468555.9477806292,
            139632.5066068327,
            899920.0375261336,
            914934.9906145063,
            -15014.9530883729
        ],
        [
            608.188454,
            468.555948,
            139.632507,
            899.920038,
            914.934991,
            -15.014953
        ],
        [
            0.265006,
            0.204164,
            0.060842,
            0.100377,
            0.101027,
            -0.007089
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101716,
            -122452,
            -101208,
            -376335,
            -293188,
            -303431
        ],
        [
            1.99167,
            2.532407,
            1.454041,
            1.503777,
            2.129654,
            0.984622
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            37.931034,
            31.818182,
            44.186047,
            37.931034,
            31.818182,
            44.186047
        ],
        [
            3.259096,
            5.426586,
            1.836684,
            2.460726,
            4.563544,
            1.243734
        ],
        [
            203653,
            203653,
            65108,
            589053,
            589053,
            268926
        ],
        [
            -27244,
            -21652,
            -27244,
            -247538,
            -128796,
            -247538
        ],
        [
            151,
            118,
            184,
            151,
            118,
            184
        ],
        [
            269,
            220,
            305,
            269,
            220,
            305
        ],
        [
            78,
            71,
            88,
            78,
            71,
            88
        ],
        [
            13161,
            5223,
            7938,
            13161,
            5223,
            7938
        ],
        [
            49.560911,
            245.894244,
            0,
            49.560911,
            245.894244,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305290,
            245715,
            -111757,
            -60010,
            -59295,
            -581321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13770,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564747200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759469262719,
    "expiration_time": 1765412640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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)