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Trade: ATOM/USDT/15/VWAP/DCM/3638

Strategy
ATOM/USDT/15/VWAP/DCM/3638
Pair
ATOM_USDT
Interval
15m
Score
360311
Daily Profit
0.241167
Profit Factor
1.445361
Profitability
72.649573
Streak
12.928754
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 01:17
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 62804.7897 19243.0051 43561.7846 63965.0888 19844.872 44120.2168
Total P&L (%) 62.8048 19.243 43.5618 63.9651 19.8449 44.1202
Avg Daily Profit (%) 0.2412 0.0739 0.1673 0.1901 0.0695 0.1404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36540 -23752 -28472 -43614 -28602 -34400
Profit Factor 1.4454 1.2707 1.6229 1.3973 1.2492 1.5423
Total Trades 117 58 59 117 58 59
Winning Trades 85 39 46 85 39 46
Losing Trades 32 19 13 32 19 13
Profitability (%) 72.6496 67.2414 77.9661 72.6496 67.2414 77.9661
Ratio Avg Win / Avg Loss 0.5441 0.6191 0.4587 0.526 0.6086 0.4359
Largest Winning Trade 8488 8488 7779 10712 10712 9136
Largest Losing Trade -23159 -23159 -20726 -27907 -27907 -22809
Avg Bars in Trades 205 224 186 205 224 186
Avg Bars in Winners 123 141 107 123 141 107
Avg Bars in Losers 424 396 464 424 396 464
Bars Traded 24037 13039 10998 24037 13039 10998
Profit Streak 12.9288 21.7204 12.9288 12.9288 21.7204 12.9288
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360311 -281606 -168110 336800 -287142 -181352
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": 1736642700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759011444390,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "offset": 229
        }
    }
}
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": [
        [
            62804.789709379,
            19243.0050779134,
            43561.7846314656,
            63965.0887818249,
            19844.8720001389,
            44120.2167816859
        ],
        [
            62.80479,
            19.243005,
            43.561785,
            63.965089,
            19.844872,
            44.120217
        ],
        [
            0.241167,
            0.073892,
            0.167275,
            0.19006,
            0.069538,
            0.14044
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36540,
            -23752,
            -28472,
            -43614,
            -28602,
            -34400
        ],
        [
            1.445361,
            1.270682,
            1.622943,
            1.39731,
            1.249207,
            1.54226
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            85,
            39,
            46,
            85,
            39,
            46
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            72.649573,
            67.241379,
            77.966102,
            72.649573,
            67.241379,
            77.966102
        ],
        [
            0.544136,
            0.61905,
            0.458658,
            0.526046,
            0.608588,
            0.435856
        ],
        [
            8488,
            8488,
            7779,
            10712,
            10712,
            9136
        ],
        [
            -23159,
            -23159,
            -20726,
            -27907,
            -27907,
            -22809
        ],
        [
            205,
            224,
            186,
            205,
            224,
            186
        ],
        [
            123,
            141,
            107,
            123,
            141,
            107
        ],
        [
            424,
            396,
            464,
            424,
            396,
            464
        ],
        [
            24037,
            13039,
            10998,
            24037,
            13039,
            10998
        ],
        [
            12.928754,
            21.720421,
            12.928754,
            12.928754,
            21.720421,
            12.928755
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360311,
            -281606,
            -168110,
            336800,
            -287142,
            -181352
        ]
    ]
}
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": 1736642700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759011444390,
    "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": "dcm",
        "factors": {
            "length": 233,
            "offset": 229
        }
    }
}

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)