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Trade: ATOM/USDT/15/T3/VWMA/2121

Strategy
ATOM/USDT/15/T3/VWMA/2121
Pair
ATOM_USDT
Interval
15m
Score
368154
Daily Profit
0.330895
Profit Factor
1.895608
Profitability
44.897959
Streak
7.759272
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 00:13
Expiration Time
2025-12-12 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150710.3138 64538.7574 86171.5564 267548.0163 112600.3207 154947.6956
Total P&L (%) 150.7103 64.5388 86.1716 267.548 112.6003 154.9477
Avg Daily Profit (%) 0.5787 0.2478 0.3309 0.5011 0.29 0.36
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27705 -16499 -16514 -50716 -29949 -32710
Profit Factor 1.7597 1.6317 1.8956 1.6129 1.5001 1.733
Total Trades 196 98 98 196 98 98
Winning Trades 84 40 44 84 40 44
Losing Trades 112 58 54 112 58 54
Profitability (%) 42.8571 40.8163 44.898 42.8571 40.8163 44.898
Ratio Avg Win / Avg Loss 2.3462 2.3659 2.3264 2.1505 2.1752 2.1268
Largest Winning Trade 28574 23673 28574 46535 46535 31621
Largest Losing Trade -6397 -6397 -6232 -15349 -15349 -14516
Avg Bars in Trades 124 131 117 124 131 117
Avg Bars in Winners 186 183 189 186 183 189
Avg Bars in Losers 78 96 58 78 96 58
Bars Traded 24420 12928 11491 24420 12928 11491
Profit Streak 3.3322 0 7.7593 3.3322 0 7.7593
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367665 197834 368154 333582 199764 365818
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736594100000,
    "first_datapoint_time": 1736756100000,
    "last_datapoint_time": 1759093200000,
    "evaluation_time": 1759094001109,
    "expiration_time": 1765573200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 137,
            "offset": 0,
            "a": 0.66593
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "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": [
        [
            150710.3137575811,
            64538.7573825573,
            86171.5563750237,
            267548.0163035258,
            112600.3206773918,
            154947.6956261339
        ],
        [
            150.710314,
            64.538757,
            86.171556,
            267.548016,
            112.600321,
            154.947696
        ],
        [
            0.57872,
            0.247826,
            0.330895,
            0.501091,
            0.290046,
            0.360023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27705,
            -16499,
            -16514,
            -50716,
            -29949,
            -32710
        ],
        [
            1.75967,
            1.631659,
            1.895608,
            1.612897,
            1.50014,
            1.732986
        ],
        [
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            98,
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            196,
            98,
            98
        ],
        [
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            84,
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        ],
        [
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        ],
        [
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            40.816327,
            44.897959,
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        ],
        [
            2.346227,
            2.365905,
            2.326428,
            2.150529,
            2.175203,
            2.126847
        ],
        [
            28574,
            23673,
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            46535,
            31621
        ],
        [
            -6397,
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            -6232,
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        ],
        [
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            117,
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        ],
        [
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            183,
            189,
            186,
            183,
            189
        ],
        [
            78,
            96,
            58,
            78,
            96,
            58
        ],
        [
            24420,
            12928,
            11491,
            24420,
            12928,
            11491
        ],
        [
            3.332189,
            0,
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            0,
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        ],
        [
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367665,
            197834,
            368154,
            333582,
            199764,
            365818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736594100000,
    "first_datapoint_time": 1736756100000,
    "last_datapoint_time": 1759093200000,
    "evaluation_time": 1759094001109,
    "expiration_time": 1765573200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 137,
            "offset": 0,
            "a": 0.66593
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "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)