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Trade: DOT/USDT/720/VWMA/HWMA/4196

Strategy
DOT/USDT/720/VWMA/HWMA/4196
Pair
DOT_USDT
Interval
12h
Score
366054
Daily Profit
0.348546
Profit Factor
4.184321
Profitability
32.352941
Streak
36.815915
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-26 22:34
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 796413.2128 649516.0592 146897.1536 2232894.2677 627503.3914 1605390.8763
Total P&L (%) 796.4132 649.5161 146.8972 2232.8943 627.5034 1605.3909
Avg Daily Profit (%) 0.4274 0.3485 0.0788 0.1692 0.1065 0.1523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59507 -52513 -30442 -1194657 -887068 -628925
Profit Factor 3.2616 4.1843 1.9914 1.4412 1.223 1.7144
Total Trades 67 34 33 67 34 33
Winning Trades 24 11 13 24 11 13
Losing Trades 43 23 20 43 23 20
Profitability (%) 35.8209 32.3529 39.3939 35.8209 32.3529 39.3939
Ratio Avg Win / Avg Loss 5.8437 8.749 3.0637 2.5821 2.5571 2.6375
Largest Winning Trade 531573 531573 59089 1033630 983412 1033630
Largest Losing Trade -31747 -31747 -19790 -628925 -314791 -628925
Avg Bars in Trades 53 42 64 53 42 64
Avg Bars in Winners 108 88 125 108 88 125
Avg Bars in Losers 22 21 24 22 21 24
Bars Traded 3587 1456 2131 3587 1456 2131
Profit Streak 18.3159 36.8159 0 18.3159 36.8159 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 -110012 366054 -88066 -116396 -55938 242277

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915295036,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            796413.2128041417,
            649516.0592013481,
            146897.1536027934,
            2232894.2676855237,
            627503.3913505992,
            1605390.8763349245
        ],
        [
            796.413213,
            649.516059,
            146.897154,
            2232.894268,
            627.503391,
            1605.390876
        ],
        [
            0.427375,
            0.348546,
            0.078829,
            0.169163,
            0.106547,
            0.152323
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59507,
            -52513,
            -30442,
            -1194657,
            -887068,
            -628925
        ],
        [
            3.261605,
            4.184321,
            1.991396,
            1.44117,
            1.222984,
            1.714403
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            35.820896,
            32.352941,
            39.393939,
            35.820896,
            32.352941,
            39.393939
        ],
        [
            5.843709,
            8.749035,
            3.063687,
            2.582097,
            2.557148,
            2.637544
        ],
        [
            531573,
            531573,
            59089,
            1033630,
            983412,
            1033630
        ],
        [
            -31747,
            -31747,
            -19790,
            -628925,
            -314791,
            -628925
        ],
        [
            53,
            42,
            64,
            53,
            42,
            64
        ],
        [
            108,
            88,
            125,
            108,
            88,
            125
        ],
        [
            22,
            21,
            24,
            22,
            21,
            24
        ],
        [
            3587,
            1456,
            2131,
            3587,
            1456,
            2131
        ],
        [
            18.315915,
            36.815915,
            0,
            18.315915,
            36.815915,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110012,
            366054,
            -88066,
            -116396,
            -55938,
            242277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915295036,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)