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Trade: DOT/USDT/15/VWMA/RMA/2123

Strategy
DOT/USDT/15/VWMA/RMA/2123
Pair
DOT_USDT
Interval
15m
Score
388167
Daily Profit
0.416209
Profit Factor
1.452763
Profitability
51.265823
Streak
5.875265
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 19:15
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 108389.2546 40399.9704 67989.2842 137700.4389 60476.3283 77224.1106
Total P&L (%) 108.3893 40.4 67.9893 137.7004 60.4763 77.2241
Avg Daily Profit (%) 0.4162 0.1551 0.2611 0.333 0.1818 0.22
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30527 -16805 -24879 -60123 -27638 -58620
Profit Factor 1.4528 1.4015 1.49 1.3278 1.3596 1.3066
Total Trades 158 79 79 158 79 79
Winning Trades 81 40 41 81 40 41
Losing Trades 77 39 38 77 39 38
Profitability (%) 51.2658 50.6329 51.8987 51.2658 50.6329 51.8987
Ratio Avg Win / Avg Loss 1.381 1.3664 1.381 1.2622 1.3256 1.211
Largest Winning Trade 25456 14118 25456 32775 22235 32775
Largest Losing Trade -15910 -8982 -15910 -33825 -18715 -33825
Avg Bars in Trades 155 168 142 155 168 142
Avg Bars in Winners 180 194 166 180 194 166
Avg Bars in Losers 130 143 116 130 143 116
Bars Traded 24628 13343 11285 24628 13343 11285
Profit Streak 5.8753 0 14.2919 5.8753 0 14.2919
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388167 -22516 -17359 335083 -20993 -18697
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736380800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758989722930,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 64
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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": [
        [
            108389.2545856654,
            40399.970352142,
            67989.2842335233,
            137700.4388966899,
            60476.3283263596,
            77224.1105703304
        ],
        [
            108.389255,
            40.39997,
            67.989284,
            137.700439,
            60.476328,
            77.224111
        ],
        [
            0.416209,
            0.155134,
            0.261076,
            0.333032,
            0.181786,
            0.219981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30527,
            -16805,
            -24879,
            -60123,
            -27638,
            -58620
        ],
        [
            1.452763,
            1.401454,
            1.489974,
            1.327801,
            1.359563,
            1.306592
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            51.265823,
            50.632911,
            51.898734,
            51.265823,
            50.632911,
            51.898734
        ],
        [
            1.381021,
            1.366417,
            1.380951,
            1.26223,
            1.325574,
            1.210987
        ],
        [
            25456,
            14118,
            25456,
            32775,
            22235,
            32775
        ],
        [
            -15910,
            -8982,
            -15910,
            -33825,
            -18715,
            -33825
        ],
        [
            155,
            168,
            142,
            155,
            168,
            142
        ],
        [
            180,
            194,
            166,
            180,
            194,
            166
        ],
        [
            130,
            143,
            116,
            130,
            143,
            116
        ],
        [
            24628,
            13343,
            11285,
            24628,
            13343,
            11285
        ],
        [
            5.875265,
            0,
            14.291932,
            5.875265,
            0,
            14.291932
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388167,
            -22516,
            -17359,
            335083,
            -20993,
            -18697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736380800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758989722930,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 64
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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)