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Trade: DOT/USDT/360/MIDPRICE/VWAP/4089

Strategy
DOT/USDT/360/MIDPRICE/VWAP/4089
Pair
DOT_USDT
Interval
6h
Score
332240
Daily Profit
0.480652
Profit Factor
2.893164
Profitability
30.281690
Streak
18.766167
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-26 21:23
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 895455.2702 730784.8479 164670.4224 3745563.0117 1351127.9761 2394435.0356
Total P&L (%) 895.4553 730.7848 164.6704 3745.563 1351.128 2394.435
Avg Daily Profit (%) 0.4807 0.3923 0.0884 0.1961 0.1437 0.1728
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74829 -52981 -69693 -3130497 -1667687 -1711828
Profit Factor 2.8932 4.0939 1.6954 1.4037 1.277 1.5441
Total Trades 142 71 71 142 71 71
Winning Trades 43 19 24 43 19 24
Losing Trades 99 52 47 99 52 47
Profitability (%) 30.2817 26.7606 33.8028 30.2817 26.7606 33.8028
Ratio Avg Win / Avg Loss 6.661 11.2043 3.3202 3.2318 3.495 3.0239
Largest Winning Trade 560280 560280 61570 2134344 2134344 1632053
Largest Losing Trade -15569 -15569 -12685 -546488 -546488 -379455
Avg Bars in Trades 51 40 62 51 40 62
Avg Bars in Winners 138 122 151 138 122 151
Avg Bars in Losers 13 10 17 13 10 17
Bars Traded 7309 2875 4435 7309 2875 4435
Profit Streak 18.7662 28.5162 0 18.7662 28.5162 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 332240 -91661 -164997 111654 -108228 -82764

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910996826,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            895455.2702448228,
            730784.8478720508,
            164670.4223727718,
            3745563.011689591,
            1351127.976083775,
            2394435.035605816
        ],
        [
            895.45527,
            730.784848,
            164.670422,
            3745.563012,
            1351.127976,
            2394.435036
        ],
        [
            0.480652,
            0.392262,
            0.08839,
            0.196086,
            0.143685,
            0.172809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74829,
            -52981,
            -69693,
            -3130497,
            -1667687,
            -1711828
        ],
        [
            2.893164,
            4.09387,
            1.695428,
            1.403702,
            1.277003,
            1.544143
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            30.28169,
            26.760563,
            33.802817,
            30.28169,
            26.760563,
            33.802817
        ],
        [
            6.661005,
            11.204275,
            3.320214,
            3.231778,
            3.494956,
            3.023946
        ],
        [
            560280,
            560280,
            61570,
            2134344,
            2134344,
            1632053
        ],
        [
            -15569,
            -15569,
            -12685,
            -546488,
            -546488,
            -379455
        ],
        [
            51,
            40,
            62,
            51,
            40,
            62
        ],
        [
            138,
            122,
            151,
            138,
            122,
            151
        ],
        [
            13,
            10,
            17,
            13,
            10,
            17
        ],
        [
            7309,
            2875,
            4435,
            7309,
            2875,
            4435
        ],
        [
            18.766167,
            28.516167,
            0,
            18.766167,
            28.516167,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332240,
            -91661,
            -164997,
            111654,
            -108228,
            -82764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910996826,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)