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Trade: C98/USDT/360/BBU/VWMA/2977

Strategy
C98/USDT/360/BBU/VWMA/2977
Pair
C98_USDT
Interval
6h
Score
597354
Daily Profit
0.214658
Profit Factor
3.522062
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
1524.250000
Evaluation Time
2025-09-25 12:48
Expiration Time
2025-11-09 07:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373830.546 46637.7219 327192.8241 1089512.0068 204379.7997 885132.2071
Total P&L (%) 373.8305 46.6377 327.1928 1089.512 204.3798 885.1322
Avg Daily Profit (%) 0.2453 0.0306 0.2147 0.1626 0.0731 0.1502
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94379 -55358 -84015 -2235293 -572078 -2021910
Profit Factor 2.2198 1.2639 3.5221 1.2428 1.1073 1.3427
Total Trades 67 34 33 67 34 33
Winning Trades 40 18 22 40 18 22
Losing Trades 27 16 11 27 16 11
Profitability (%) 59.7015 52.9412 66.6667 59.7015 52.9412 66.6667
Ratio Avg Win / Avg Loss 1.4984 1.1235 1.761 0.8389 0.9842 0.6713
Largest Winning Trade 54213 29050 54213 411819 411819 381108
Largest Losing Trade -61171 -21711 -61171 -1758605 -305511 -1758605
Avg Bars in Trades 85 30 141 85 30 141
Avg Bars in Winners 76 26 116 76 26 116
Avg Bars in Losers 98 34 192 98 34 192
Bars Traded 5709 1030 4679 5709 1030 4679
Profit Streak 14.4084 17.9084 0 14.4084 17.9084 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108028 -152849 597354 -113364 -198671 303329

Evaluation Data

{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1631642400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758793688320,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 4.15578
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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": [
        [
            373830.546011533,
            46637.7218700923,
            327192.8241414407,
            1089512.0068189837,
            204379.7996811595,
            885132.2071378247
        ],
        [
            373.830546,
            46.637722,
            327.192824,
            1089.512007,
            204.3798,
            885.132207
        ],
        [
            0.245255,
            0.030597,
            0.214658,
            0.162581,
            0.073053,
            0.150193
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94379,
            -55358,
            -84015,
            -2235293,
            -572078,
            -2021910
        ],
        [
            2.219821,
            1.263891,
            3.522062,
            1.242753,
            1.107269,
            1.342697
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            59.701493,
            52.941176,
            66.666667,
            59.701493,
            52.941176,
            66.666667
        ],
        [
            1.498379,
            1.123458,
            1.761031,
            0.838858,
            0.984239,
            0.671348
        ],
        [
            54213,
            29050,
            54213,
            411819,
            411819,
            381108
        ],
        [
            -61171,
            -21711,
            -61171,
            -1758605,
            -305511,
            -1758605
        ],
        [
            85,
            30,
            141,
            85,
            30,
            141
        ],
        [
            76,
            26,
            116,
            76,
            26,
            116
        ],
        [
            98,
            34,
            192,
            98,
            34,
            192
        ],
        [
            5709,
            1030,
            4679,
            5709,
            1030,
            4679
        ],
        [
            14.40843,
            17.90843,
            0,
            14.40843,
            17.90843,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108028,
            -152849,
            597354,
            -113364,
            -198671,
            303329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1631642400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758793688320,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 4.15578
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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)