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Trade: ALGO/USDT/480/VWMA/HILO/9505

Strategy
ALGO/USDT/480/VWMA/HILO/9505
Pair
ALGO_USDT
Interval
8h
Score
333846
Daily Profit
0.190698
Profit Factor
1.454300
Profitability
46.706587
Streak
0.000000
Best Strategy
Training Data Length
2291.330000
Evaluation Time
2025-09-29 09:10
Expiration Time
2025-12-06 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436952.5748 370648.2106 66304.3642 58829.9005 100200.0928 -41370.1923
Total P&L (%) 436.9526 370.6482 66.3044 58.8299 100.2001 -41.3702
Avg Daily Profit (%) 0.1907 0.1618 0.0289 0.0202 0.0303 -0.0233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150398 -160888 -122225 -320124 -313913 -174249
Profit Factor 1.4543 1.761 1.1396 1.037 1.1243 0.9471
Total Trades 167 84 83 167 84 83
Winning Trades 78 33 45 78 33 45
Losing Trades 89 51 38 89 51 38
Profitability (%) 46.7066 39.2857 54.2169 46.7066 39.2857 54.2169
Ratio Avg Win / Avg Loss 1.6594 2.7216 0.9624 1.1833 1.7376 0.7998
Largest Winning Trade 157627 157627 64118 163350 163350 61793
Largest Losing Trade -44771 -36450 -44771 -92862 -86070 -92862
Avg Bars in Trades 39 28 50 39 28 50
Avg Bars in Winners 55 42 65 55 42 65
Avg Bars in Losers 25 20 32 25 20 32
Bars Traded 6619 2433 4187 6619 2433 4187
Profit Streak 0 0 45.9238 0 0 45.9238
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333846 230944 -222278 -346823 -239281 -580006
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564243200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126213307,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            436952.5748343425,
            370648.2105870314,
            66304.3642473107,
            58829.9005042083,
            100200.0928041743,
            -41370.1922999659
        ],
        [
            436.952575,
            370.648211,
            66.304364,
            58.829901,
            100.200093,
            -41.370192
        ],
        [
            0.190698,
            0.161761,
            0.028937,
            0.020194,
            0.030299,
            -0.023299
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150398,
            -160888,
            -122225,
            -320124,
            -313913,
            -174249
        ],
        [
            1.4543,
            1.761048,
            1.139649,
            1.037032,
            1.124328,
            0.947144
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            89,
            51,
            38,
            89,
            51,
            38
        ],
        [
            46.706587,
            39.285714,
            54.216867,
            46.706587,
            39.285714,
            54.216867
        ],
        [
            1.659393,
            2.721619,
            0.962371,
            1.18328,
            1.737599,
            0.799811
        ],
        [
            157627,
            157627,
            64118,
            163350,
            163350,
            61793
        ],
        [
            -44771,
            -36450,
            -44771,
            -92862,
            -86070,
            -92862
        ],
        [
            39,
            28,
            50,
            39,
            28,
            50
        ],
        [
            55,
            42,
            65,
            55,
            42,
            65
        ],
        [
            25,
            20,
            32,
            25,
            20,
            32
        ],
        [
            6619,
            2433,
            4187,
            6619,
            2433,
            4187
        ],
        [
            0,
            0,
            45.923765,
            0,
            0,
            45.923765
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333846,
            230944,
            -222278,
            -346823,
            -239281,
            -580006
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564243200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126213307,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)