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Trade: ALGO/USDT/5/VWAP/DCL/3328

Strategy
ALGO/USDT/5/VWAP/DCL/3328
Pair
ALGO_USDT
Interval
5m
Score
335187
Daily Profit
0.462079
Profit Factor
2.096568
Profitability
77.142857
Streak
2.171776
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-07 02:17
Expiration Time
2025-12-21 01:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55577.8517 15960.9616 39616.8901 68267.829 19054.5066 49213.3223
Total P&L (%) 55.5779 15.961 39.6169 68.2678 19.0545 49.2133
Avg Daily Profit (%) 0.6402 0.1839 0.4564 0.6013 0.2011 0.4621
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15858 -11704 -12931 -29250 -20868 -17924
Profit Factor 2.1073 1.7225 2.4098 1.8478 1.5346 2.0966
Total Trades 71 36 35 71 36 35
Winning Trades 54 27 27 54 27 27
Losing Trades 17 9 8 17 9 8
Profitability (%) 76.0563 75 77.1429 76.0563 75 77.1429
Ratio Avg Win / Avg Loss 0.6634 0.5742 0.714 0.5817 0.5115 0.6212
Largest Winning Trade 8164 5582 8164 10840 8415 10840
Largest Losing Trade -11798 -7820 -11798 -16382 -13795 -16382
Avg Bars in Trades 316 122 515 316 122 515
Avg Bars in Winners 242 113 371 242 113 371
Avg Bars in Losers 549 148 1000 549 148 1000
Bars Traded 22451 4410 18041 22451 4410 18041
Profit Streak 2.1718 11.0086 2.1718 2.1718 11.0086 2.1718
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79000 45228 324479 -78987 101891 335187
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752292500000,
    "first_datapoint_time": 1752422700000,
    "last_datapoint_time": 1759792200000,
    "evaluation_time": 1759792641410,
    "expiration_time": 1766272200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 216,
            "offset": 219
        }
    }
}
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": [
        [
            55577.8517314469,
            15960.9616381737,
            39616.8900932733,
            68267.8289964112,
            19054.506647882,
            49213.3223485294
        ],
        [
            55.577852,
            15.960962,
            39.61689,
            68.267829,
            19.054507,
            49.213322
        ],
        [
            0.640224,
            0.183861,
            0.456363,
            0.601255,
            0.201113,
            0.462079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15858,
            -11704,
            -12931,
            -29250,
            -20868,
            -17924
        ],
        [
            2.107285,
            1.722504,
            2.409767,
            1.847845,
            1.53464,
            2.096568
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            17,
            9,
            8,
            17,
            9,
            8
        ],
        [
            76.056338,
            75,
            77.142857,
            76.056338,
            75,
            77.142857
        ],
        [
            0.663404,
            0.574168,
            0.714005,
            0.581729,
            0.511547,
            0.621205
        ],
        [
            8164,
            5582,
            8164,
            10840,
            8415,
            10840
        ],
        [
            -11798,
            -7820,
            -11798,
            -16382,
            -13795,
            -16382
        ],
        [
            316,
            122,
            515,
            316,
            122,
            515
        ],
        [
            242,
            113,
            371,
            242,
            113,
            371
        ],
        [
            549,
            148,
            1000,
            549,
            148,
            1000
        ],
        [
            22451,
            4410,
            18041,
            22451,
            4410,
            18041
        ],
        [
            2.171775,
            11.008581,
            2.171775,
            2.171776,
            11.008581,
            2.171776
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79000,
            45228,
            324479,
            -78987,
            101891,
            335187
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752292500000,
    "first_datapoint_time": 1752422700000,
    "last_datapoint_time": 1759792200000,
    "evaluation_time": 1759792641410,
    "expiration_time": 1766272200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 216,
            "offset": 219
        }
    }
}

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)