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Trade: ALGO/USDT/480/VWMA/MIDPOINT/9746

Strategy
ALGO/USDT/480/VWMA/MIDPOINT/9746
Pair
ALGO_USDT
Interval
8h
Score
460785
Daily Profit
0.264966
Profit Factor
1.747471
Profitability
50.306748
Streak
0.000000
Best Strategy
Training Data Length
2292.670000
Evaluation Time
2025-09-30 16:52
Expiration Time
2025-12-08 04:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607479.8906 454605.9068 152873.9838 1417860.601 1101860.081 316000.5199
Total P&L (%) 607.4799 454.6059 152.874 1417.8606 1101.8601 316.0005
Avg Daily Profit (%) 0.265 0.1983 0.0667 0.1187 0.1085 0.0622
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145902 -149633 -67627 -990657 -751479 -591143
Profit Factor 1.7475 2.1117 1.3786 1.2904 1.4142 1.1422
Total Trades 163 82 81 163 82 81
Winning Trades 82 38 44 82 38 44
Losing Trades 81 44 37 81 44 37
Profitability (%) 50.3067 46.3415 54.321 50.3067 46.3415 54.321
Ratio Avg Win / Avg Loss 1.7262 2.4451 1.1593 1.2747 1.6375 0.9605
Largest Winning Trade 128079 128079 37687 676456 676456 215158
Largest Losing Trade -36174 -36174 -35757 -396537 -226746 -396537
Avg Bars in Trades 40 40 40 40 40 40
Avg Bars in Winners 47 46 48 47 46 48
Avg Bars in Losers 33 35 30 33 35 30
Bars Traded 6578 3297 3281 6578 3297 3281
Profit Streak 0 0 69.9118 0 0 69.9118
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460785 206685 -113356 -33198 -51696 -185649
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6878,
    "evaluation_days": 2292.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564387200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759240378435,
    "expiration_time": 1765161792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "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": [
        [
            607479.8906219272,
            454605.9068376318,
            152873.9837842954,
            1417860.600993658,
            1101860.0810487182,
            316000.5199449392
        ],
        [
            607.479891,
            454.605907,
            152.873984,
            1417.860601,
            1101.860081,
            316.00052
        ],
        [
            0.264966,
            0.198287,
            0.066679,
            0.118704,
            0.108511,
            0.062196
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145902,
            -149633,
            -67627,
            -990657,
            -751479,
            -591143
        ],
        [
            1.747471,
            2.111655,
            1.378618,
            1.290413,
            1.414187,
            1.14222
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            82,
            38,
            44,
            82,
            38,
            44
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            50.306748,
            46.341463,
            54.320988,
            50.306748,
            46.341463,
            54.320988
        ],
        [
            1.726161,
            2.445075,
            1.159292,
            1.274677,
            1.637479,
            0.960503
        ],
        [
            128079,
            128079,
            37687,
            676456,
            676456,
            215158
        ],
        [
            -36174,
            -36174,
            -35757,
            -396537,
            -226746,
            -396537
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            33,
            35,
            30,
            33,
            35,
            30
        ],
        [
            6578,
            3297,
            3281,
            6578,
            3297,
            3281
        ],
        [
            0,
            0,
            69.911787,
            0,
            0,
            69.911787
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460785,
            206685,
            -113356,
            -33198,
            -51696,
            -185649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6878,
    "evaluation_days": 2292.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564387200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759240378435,
    "expiration_time": 1765161792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "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)