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Trade: ALGO/USDT/480/VWMA/HWMA/8251

Strategy
ALGO/USDT/480/VWMA/HWMA/8251
Pair
ALGO_USDT
Interval
8h
Score
448404
Daily Profit
0.257178
Profit Factor
1.336145
Profitability
54.146341
Streak
9.403818
Best Strategy
Training Data Length
2290.000000
Evaluation Time
2025-09-28 04:41
Expiration Time
2025-12-05 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 588937.2259 399788.4448 189148.7811 524921.1522 240727.2146 284193.9376
Total P&L (%) 588.9372 399.7884 189.1488 524.9212 240.7272 284.1939
Avg Daily Profit (%) 0.2572 0.1746 0.0826 0.0801 0.0535 0.0588
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138463 -173956 -142594 -358914 -384198 -190636
Profit Factor 1.3361 1.4599 1.2143 1.1732 1.1501 1.1991
Total Trades 410 205 205 410 205 205
Winning Trades 222 105 117 222 105 117
Losing Trades 188 100 88 188 100 88
Profitability (%) 54.1463 51.2195 57.0732 54.1463 51.2195 57.0732
Ratio Avg Win / Avg Loss 1.1315 1.3904 0.9133 0.9935 1.0953 0.9019
Largest Winning Trade 74710 74710 43017 337190 337190 108726
Largest Losing Trade -47004 -38427 -47004 -117381 -106374 -117381
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 6832 3416 3417 6832 3416 3417
Profit Streak 9.4038 0 14.7372 9.4038 0 14.7372
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448404 339057 -82481 -113715 -175880 -115246
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6870,
    "evaluation_days": 2290,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561680000000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759023689849,
    "expiration_time": 1764924480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09722,
            "nb": 0.1,
            "nc": 0.87135
        }
    }
}
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": [
        [
            588937.2258937943,
            399788.4448203197,
            189148.7810734744,
            524921.1522475169,
            240727.2146320487,
            284193.9376154682
        ],
        [
            588.937226,
            399.788445,
            189.148781,
            524.921152,
            240.727215,
            284.193938
        ],
        [
            0.257178,
            0.17458,
            0.082598,
            0.080052,
            0.053548,
            0.058794
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138463,
            -173956,
            -142594,
            -358914,
            -384198,
            -190636
        ],
        [
            1.336145,
            1.459895,
            1.214277,
            1.173189,
            1.150093,
            1.199146
        ],
        [
            410,
            205,
            205,
            410,
            205,
            205
        ],
        [
            222,
            105,
            117,
            222,
            105,
            117
        ],
        [
            188,
            100,
            88,
            188,
            100,
            88
        ],
        [
            54.146341,
            51.219512,
            57.073171,
            54.146341,
            51.219512,
            57.073171
        ],
        [
            1.13151,
            1.390376,
            0.913302,
            0.993511,
            1.095327,
            0.901922
        ],
        [
            74710,
            74710,
            43017,
            337190,
            337190,
            108726
        ],
        [
            -47004,
            -38427,
            -47004,
            -117381,
            -106374,
            -117381
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            6832,
            3416,
            3417,
            6832,
            3416,
            3417
        ],
        [
            9.403818,
            0,
            14.737151,
            9.403818,
            0,
            14.737151
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448404,
            339057,
            -82481,
            -113715,
            -175880,
            -115246
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6870,
    "evaluation_days": 2290,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561680000000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759023689849,
    "expiration_time": 1764924480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09722,
            "nb": 0.1,
            "nc": 0.87135
        }
    }
}

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)