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Trade: DOT/USDT/240/MIDPRICE/VWMA/9371

Strategy
DOT/USDT/240/MIDPRICE/VWMA/9371
Pair
DOT_USDT
Interval
4h
Score
326851
Daily Profit
0.382710
Profit Factor
2.442173
Profitability
35.897436
Streak
0.000000
Best Strategy
Training Data Length
1871.330000
Evaluation Time
2025-10-03 06:44
Expiration Time
2025-11-28 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 716176.4795 609204.294 106972.1856 818017.561 398299.8626 419717.6984
Total P&L (%) 716.1765 609.2043 106.9722 818.0176 398.2999 419.7177
Avg Daily Profit (%) 0.3827 0.3255 0.0572 0.1185 0.0859 0.0881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111614 -73700 -90445 -475894 -375827 -322534
Profit Factor 2.4422 3.4526 1.431 1.2962 1.2884 1.3039
Total Trades 117 58 59 117 58 59
Winning Trades 42 15 27 42 15 27
Losing Trades 75 43 32 75 43 32
Profitability (%) 35.8974 25.8621 45.7627 35.8974 25.8621 45.7627
Ratio Avg Win / Avg Loss 4.361 9.8975 1.696 2.3146 3.6935 1.5454
Largest Winning Trade 565080 565080 57685 422947 422947 275833
Largest Losing Trade -29990 -29990 -20948 -174973 -174973 -149430
Avg Bars in Trades 94 78 110 94 78 110
Avg Bars in Winners 198 194 201 198 194 201
Avg Bars in Losers 35 37 33 35 37 33
Bars Traded 11034 4542 6492 11034 4542 6492
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326851 -190634 -292920 -38331 -283550 -252434
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11228,
    "evaluation_days": 1871.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463086405,
    "expiration_time": 1764300096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 100
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 8,
            "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": [
        [
            716176.4795247077,
            609204.2939703976,
            106972.1855543103,
            818017.560989026,
            398299.8626255002,
            419717.6983635257
        ],
        [
            716.17648,
            609.204294,
            106.972186,
            818.017561,
            398.299863,
            419.717698
        ],
        [
            0.38271,
            0.325546,
            0.057164,
            0.118545,
            0.08586,
            0.088111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111614,
            -73700,
            -90445,
            -475894,
            -375827,
            -322534
        ],
        [
            2.442173,
            3.452604,
            1.430984,
            1.296176,
            1.288445,
            1.303907
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            42,
            15,
            27,
            42,
            15,
            27
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            35.897436,
            25.862069,
            45.762712,
            35.897436,
            25.862069,
            45.762712
        ],
        [
            4.361022,
            9.897466,
            1.695981,
            2.314601,
            3.693542,
            1.545371
        ],
        [
            565080,
            565080,
            57685,
            422947,
            422947,
            275833
        ],
        [
            -29990,
            -29990,
            -20948,
            -174973,
            -174973,
            -149430
        ],
        [
            94,
            78,
            110,
            94,
            78,
            110
        ],
        [
            198,
            194,
            201,
            198,
            194,
            201
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            11034,
            4542,
            6492,
            11034,
            4542,
            6492
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326851,
            -190634,
            -292920,
            -38331,
            -283550,
            -252434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11228,
    "evaluation_days": 1871.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463086405,
    "expiration_time": 1764300096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 100
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 8,
            "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)