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Trade: ATOM/USDT/15/VWAP/DCL/8566

Strategy
ATOM/USDT/15/VWAP/DCL/8566
Pair
ATOM_USDT
Interval
15m
Score
395253
Daily Profit
0.300159
Profit Factor
1.751084
Profitability
71.910112
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 08:22
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78167.5128 25626.6941 52540.8186 94372.9655 33220.7037 61152.2618
Total P&L (%) 78.1675 25.6267 52.5408 94.373 33.2207 61.1523
Avg Daily Profit (%) 0.3002 0.0984 0.2018 0.2555 0.1102 0.1834
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33485 -8863 -27748 -64652 -14598 -54457
Profit Factor 1.7511 1.7252 1.7644 1.4846 1.5268 1.4643
Total Trades 89 45 44 89 45 44
Winning Trades 64 31 33 64 31 33
Losing Trades 25 14 11 25 14 11
Profitability (%) 71.9101 68.8889 75 71.9101 68.8889 75
Ratio Avg Win / Avg Loss 0.684 0.7791 0.5881 0.5799 0.6895 0.4881
Largest Winning Trade 11302 6577 11302 16725 7754 16725
Largest Losing Trade -19971 -8863 -19971 -37675 -14598 -37675
Avg Bars in Trades 273 113 438 273 113 438
Avg Bars in Winners 181 69 286 181 69 286
Avg Bars in Losers 512 211 894 512 211 894
Bars Traded 24384 5095 19289 24384 5095 19289
Profit Streak 0 0 5.1092 0 0 5.1092
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395253 -63488 347707 345628 -47769 321461

Evaluation Data

{
    "trading_pair": "ATOM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736643600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758864130579,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 242,
            "offset": 221
        }
    }
}
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": [
        [
            78167.512775181,
            25626.6941396113,
            52540.8186355698,
            94372.9655052499,
            33220.7037029981,
            61152.2618022518
        ],
        [
            78.167513,
            25.626694,
            52.540819,
            94.372966,
            33.220704,
            61.152262
        ],
        [
            0.300159,
            0.098405,
            0.201754,
            0.255532,
            0.110205,
            0.183403
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33485,
            -8863,
            -27748,
            -64652,
            -14598,
            -54457
        ],
        [
            1.751084,
            1.72517,
            1.764407,
            1.484558,
            1.526775,
            1.464341
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            71.910112,
            68.888889,
            75,
            71.910112,
            68.888889,
            75
        ],
        [
            0.684017,
            0.779109,
            0.588136,
            0.579905,
            0.689511,
            0.488114
        ],
        [
            11302,
            6577,
            11302,
            16725,
            7754,
            16725
        ],
        [
            -19971,
            -8863,
            -19971,
            -37675,
            -14598,
            -37675
        ],
        [
            273,
            113,
            438,
            273,
            113,
            438
        ],
        [
            181,
            69,
            286,
            181,
            69,
            286
        ],
        [
            512,
            211,
            894,
            512,
            211,
            894
        ],
        [
            24384,
            5095,
            19289,
            24384,
            5095,
            19289
        ],
        [
            0,
            0,
            5.10915,
            0,
            0,
            5.10915
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395253,
            -63488,
            347707,
            345628,
            -47769,
            321461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736643600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758864130579,
    "expiration_time": 1765206900000,
    "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": 242,
            "offset": 221
        }
    }
}

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)