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Trade: DOT/USDT/480/HILO/VWMA/2218

Strategy
DOT/USDT/480/HILO/VWMA/2218
Pair
DOT_USDT
Interval
8h
Score
345328
Daily Profit
0.193444
Profit Factor
1.280864
Profitability
44.584383
Streak
5.711678
Best Strategy
Training Data Length
1865.670000
Evaluation Time
2025-09-27 12:04
Expiration Time
2025-11-22 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360902.0958 309952.2588 50949.837 84752.8983 227856.2803 -143103.382
Total P&L (%) 360.9021 309.9523 50.9498 84.7529 227.8563 -143.1034
Avg Daily Profit (%) 0.1934 0.1661 0.0273 0.0329 0.0637 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148308 -134888 -100862 -715754 -582473 -608958
Profit Factor 1.2809 1.3924 1.1029 1.0214 1.0969 0.9115
Total Trades 397 198 199 397 198 199
Winning Trades 177 76 101 177 76 101
Losing Trades 220 122 98 220 122 98
Profitability (%) 44.5844 38.3838 50.7538 44.5844 38.3838 50.7538
Ratio Avg Win / Avg Loss 1.592 2.2352 1.0701 1.2695 1.7608 0.8844
Largest Winning Trade 141268 141268 43060 363859 363859 114128
Largest Losing Trade -37337 -37337 -28932 -211177 -168610 -211177
Avg Bars in Trades 13 20 7 13 20 7
Avg Bars in Winners 16 27 7 16 27 7
Avg Bars in Losers 12 17 6 12 17 6
Bars Traded 5548 4131 1417 5548 4131 1417
Profit Streak 5.7117 0 9.7117 5.7117 0 9.7117
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345328 191982 -263470 -345016 -224510 -579251
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5597,
    "evaluation_days": 1865.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1598601600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963888966,
    "expiration_time": 1763767008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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": [
        [
            360902.0958303914,
            309952.2587938741,
            50949.8370365173,
            84752.8983123217,
            227856.280317805,
            -143103.3820054845
        ],
        [
            360.902096,
            309.952259,
            50.949837,
            84.752898,
            227.85628,
            -143.103382
        ],
        [
            0.193444,
            0.166135,
            0.027309,
            0.032908,
            0.063665,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148308,
            -134888,
            -100862,
            -715754,
            -582473,
            -608958
        ],
        [
            1.280864,
            1.39242,
            1.102904,
            1.021355,
            1.096894,
            0.911505
        ],
        [
            397,
            198,
            199,
            397,
            198,
            199
        ],
        [
            177,
            76,
            101,
            177,
            76,
            101
        ],
        [
            220,
            122,
            98,
            220,
            122,
            98
        ],
        [
            44.584383,
            38.383838,
            50.753769,
            44.584383,
            38.383838,
            50.753769
        ],
        [
            1.592035,
            2.235201,
            1.070144,
            1.269481,
            1.760803,
            0.88443
        ],
        [
            141268,
            141268,
            43060,
            363859,
            363859,
            114128
        ],
        [
            -37337,
            -37337,
            -28932,
            -211177,
            -168610,
            -211177
        ],
        [
            13,
            20,
            7,
            13,
            20,
            7
        ],
        [
            16,
            27,
            7,
            16,
            27,
            7
        ],
        [
            12,
            17,
            6,
            12,
            17,
            6
        ],
        [
            5548,
            4131,
            1417,
            5548,
            4131,
            1417
        ],
        [
            5.711678,
            0,
            9.711678,
            5.711678,
            0,
            9.711678
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345328,
            191982,
            -263470,
            -345016,
            -224510,
            -579251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5597,
    "evaluation_days": 1865.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1598601600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963888966,
    "expiration_time": 1763767008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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)