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Trade: C98/USDT/120/VWMA/VWMA/1613

Strategy
C98/USDT/120/VWMA/VWMA/1613
Pair
C98_USDT
Interval
2h
Score
620221
Daily Profit
0.154267
Profit Factor
3.415227
Profitability
75.000000
Streak
291.039492
Best Strategy
Training Data Length
1537.330000
Evaluation Time
2025-10-08 01:56
Expiration Time
2025-12-02 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221843.3749 -15315.9495 237159.3244 121236.5113 -38032.5645 159269.0758
Total P&L (%) 221.8434 -15.3159 237.1593 121.2365 -38.0326 159.2691
Avg Daily Profit (%) 0.1443 -0.01 0.1543 0.0517 -0.0311 0.062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70785 -103930 -53682 -164210 -132420 -50562
Profit Factor 1.5785 0.9463 3.4152 1.2809 0.8815 2.4406
Total Trades 65 33 32 65 33 32
Winning Trades 43 19 24 43 19 24
Losing Trades 22 14 8 22 14 8
Profitability (%) 66.1538 57.5758 75 66.1538 57.5758 75
Ratio Avg Win / Avg Loss 0.8076 0.6973 1.1384 0.6553 0.6496 0.8135
Largest Winning Trade 43258 43258 29961 66804 66804 29221
Largest Losing Trade -60430 -60430 -32184 -124493 -124493 -39716
Avg Bars in Trades 272 345 197 272 345 197
Avg Bars in Winners 177 199 160 177 199 160
Avg Bars in Losers 457 542 308 457 542 308
Bars Traded 17705 11387 6318 17705 11387 6318
Profit Streak 88.6228 88.6228 291.0395 88.6228 88.6228 291.0395
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132782 -578860 620221 -258119 -578860 -103702
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18448,
    "evaluation_days": 1537.33,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629921600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877812096,
    "expiration_time": 1764656121600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 159
        }
    }
}
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": [
        [
            221843.3749192,
            -15315.9494848412,
            237159.3244040413,
            121236.5112863794,
            -38032.5644716454,
            159269.0757580248
        ],
        [
            221.843375,
            -15.315949,
            237.159324,
            121.236511,
            -38.032564,
            159.269076
        ],
        [
            0.144304,
            -0.009963,
            0.154267,
            0.051665,
            -0.031125,
            0.06199
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70785,
            -103930,
            -53682,
            -164210,
            -132420,
            -50562
        ],
        [
            1.578536,
            0.946309,
            3.415227,
            1.280894,
            0.881537,
            2.440582
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            22,
            14,
            8,
            22,
            14,
            8
        ],
        [
            66.153846,
            57.575758,
            75,
            66.153846,
            57.575758,
            75
        ],
        [
            0.807623,
            0.697281,
            1.138409,
            0.655341,
            0.649554,
            0.813527
        ],
        [
            43258,
            43258,
            29961,
            66804,
            66804,
            29221
        ],
        [
            -60430,
            -60430,
            -32184,
            -124493,
            -124493,
            -39716
        ],
        [
            272,
            345,
            197,
            272,
            345,
            197
        ],
        [
            177,
            199,
            160,
            177,
            199,
            160
        ],
        [
            457,
            542,
            308,
            457,
            542,
            308
        ],
        [
            17705,
            11387,
            6318,
            17705,
            11387,
            6318
        ],
        [
            88.622825,
            88.622825,
            291.039492,
            88.622825,
            88.622825,
            291.039492
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132782,
            -578860,
            620221,
            -258119,
            -578860,
            -103702
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18448,
    "evaluation_days": 1537.33,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629921600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877812096,
    "expiration_time": 1764656121600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 159
        }
    }
}

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)