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Trade: DOT/USDT/360/VWMA/HILO/9381

Strategy
DOT/USDT/360/VWMA/HILO/9381
Pair
DOT_USDT
Interval
6h
Score
331454
Daily Profit
0.246723
Profit Factor
1.858666
Profitability
43.269231
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-25 19:20
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 459644.319 404538.6891 55105.6299 230995.7418 150459.8461 80535.8957
Total P&L (%) 459.6443 404.5387 55.1056 230.9957 150.4598 80.5359
Avg Daily Profit (%) 0.2467 0.2171 0.0296 0.0643 0.0493 0.0317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102157 -58663 -112442 -275249 -178451 -144654
Profit Factor 1.8587 2.6508 1.1899 1.2105 1.2954 1.137
Total Trades 104 52 52 104 52 52
Winning Trades 45 20 25 45 20 25
Losing Trades 59 32 27 59 32 27
Profitability (%) 43.2692 38.4615 48.0769 43.2692 38.4615 48.0769
Ratio Avg Win / Avg Loss 2.4369 4.2413 1.285 1.5872 2.0727 1.228
Largest Winning Trade 319095 319095 60810 144734 144734 107627
Largest Losing Trade -47363 -39782 -47363 -90034 -45804 -90034
Avg Bars in Trades 68 51 85 68 51 85
Avg Bars in Winners 119 98 136 119 98 136
Avg Bars in Losers 29 22 38 29 22 38
Bars Traded 7123 2693 4430 7123 2693 4430
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 331454 -171718 -346848 -108808 -310456 -401150

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600754400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817218390,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            459644.3190237802,
            404538.6890780565,
            55105.6299457234,
            230995.7418077665,
            150459.8461046019,
            80535.8957031647
        ],
        [
            459.644319,
            404.538689,
            55.10563,
            230.995742,
            150.459846,
            80.535896
        ],
        [
            0.246723,
            0.217144,
            0.029579,
            0.064268,
            0.049294,
            0.031715
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102157,
            -58663,
            -112442,
            -275249,
            -178451,
            -144654
        ],
        [
            1.858666,
            2.650821,
            1.189857,
            1.210541,
            1.295424,
            1.137
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            43.269231,
            38.461538,
            48.076923,
            43.269231,
            38.461538,
            48.076923
        ],
        [
            2.436917,
            4.241314,
            1.285046,
            1.587154,
            2.072679,
            1.22796
        ],
        [
            319095,
            319095,
            60810,
            144734,
            144734,
            107627
        ],
        [
            -47363,
            -39782,
            -47363,
            -90034,
            -45804,
            -90034
        ],
        [
            68,
            51,
            85,
            68,
            51,
            85
        ],
        [
            119,
            98,
            136,
            119,
            98,
            136
        ],
        [
            29,
            22,
            38,
            29,
            22,
            38
        ],
        [
            7123,
            2693,
            4430,
            7123,
            2693,
            4430
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331454,
            -171718,
            -346848,
            -108808,
            -310456,
            -401150
        ]
    ]
}
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": 1600754400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817218390,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)