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Trade: DOT/USDT/720/VWMA/HILO/2702

Strategy
DOT/USDT/720/VWMA/HILO/2702
Pair
DOT_USDT
Interval
12h
Score
311374
Daily Profit
0.155810
Profit Factor
1.333346
Profitability
49.723757
Streak
0.000000
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-04 17:38
Expiration Time
2025-11-29 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291910.7607 266658.6919 25252.0689 -5246.1444 66667.0073 -71913.1518
Total P&L (%) 291.9108 266.6587 25.2521 -5.2461 66.667 -71.9132
Avg Daily Profit (%) 0.1558 0.1423 0.0135 -0.0029 0.0273 -0.0678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180213 -101558 -149883 -113482 -65435 -132223
Profit Factor 1.3333 1.6842 1.052 0.9917 1.2494 0.8032
Total Trades 181 91 90 181 91 90
Winning Trades 90 40 50 90 40 50
Losing Trades 91 51 40 91 51 40
Profitability (%) 49.7238 43.956 55.5556 49.7238 43.956 55.5556
Ratio Avg Win / Avg Loss 1.3482 2.1474 0.8416 1.0027 1.593 0.6425
Largest Winning Trade 108086 108086 50708 35740 35740 19839
Largest Losing Trade -72529 -47119 -72529 -73677 -22108 -73677
Avg Bars in Trades 20 14 26 20 14 26
Avg Bars in Winners 22 15 28 22 15 28
Avg Bars in Losers 17 12 24 17 12 24
Bars Traded 3663 1278 2385 3663 1278 2385
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 311374 -2223 -342719 -577993 -158166 -580093
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588692021,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "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": [
        [
            291910.7607211548,
            266658.6918564449,
            25252.06886471,
            -5246.1444473102,
            66667.0073468019,
            -71913.151794112
        ],
        [
            291.910761,
            266.658692,
            25.252069,
            -5.246144,
            66.667007,
            -71.913152
        ],
        [
            0.15581,
            0.142332,
            0.013479,
            -0.002876,
            0.02727,
            -0.067758
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180213,
            -101558,
            -149883,
            -113482,
            -65435,
            -132223
        ],
        [
            1.333346,
            1.684235,
            1.051961,
            0.991708,
            1.249407,
            0.803164
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            91,
            51,
            40,
            91,
            51,
            40
        ],
        [
            49.723757,
            43.956044,
            55.555556,
            49.723757,
            43.956044,
            55.555556
        ],
        [
            1.348161,
            2.147399,
            0.841569,
            1.002727,
            1.592993,
            0.642531
        ],
        [
            108086,
            108086,
            50708,
            35740,
            35740,
            19839
        ],
        [
            -72529,
            -47119,
            -72529,
            -73677,
            -22108,
            -73677
        ],
        [
            20,
            14,
            26,
            20,
            14,
            26
        ],
        [
            22,
            15,
            28,
            22,
            15,
            28
        ],
        [
            17,
            12,
            24,
            17,
            12,
            24
        ],
        [
            3663,
            1278,
            2385,
            3663,
            1278,
            2385
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311374,
            -2223,
            -342719,
            -577993,
            -158166,
            -580093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588692021,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "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)