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Trade: EGLD/USDT/120/BBL/VWMA/4770

Strategy
EGLD/USDT/120/BBL/VWMA/4770
Pair
EGLD_USDT
Interval
2h
Score
426835
Daily Profit
0.197533
Profit Factor
1.854245
Profitability
64.102564
Streak
0.000000
Best Strategy
Training Data Length
1847.080000
Evaluation Time
2025-09-27 06:41
Expiration Time
2025-11-30 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356089.7392 364858.6615 -8768.9223 40416.7699 381929.3826 -341512.6127
Total P&L (%) 356.0897 364.8587 -8.7689 40.4168 381.9294 -341.5126
Avg Daily Profit (%) 0.1928 0.1975 -0.0047 0.0184 0.0852 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156883 -156780 -57957 -2536061 -1823465 -890767
Profit Factor 1.5852 1.8542 0.9517 1.0073 1.0995 0.7979
Total Trades 79 39 40 79 39 40
Winning Trades 42 25 17 42 25 17
Losing Trades 37 14 23 37 14 23
Profitability (%) 53.1646 64.1026 42.5 53.1646 64.1026 42.5
Ratio Avg Win / Avg Loss 1.3965 1.0384 1.2875 0.8874 0.6157 1.0795
Largest Winning Trade 114653 114653 28922 689840 689840 548770
Largest Losing Trade -53988 -53988 -30457 -1154403 -1154403 -248390
Avg Bars in Trades 254 487 26 254 487 26
Avg Bars in Winners 163 257 23 163 257 23
Avg Bars in Losers 357 897 28 357 897 28
Bars Traded 20072 19013 1059 20072 19013 1059
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 -21481 426835 -581722 -415507 -190158 -581722
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600228800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758944491076,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 1.81921
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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": [
        [
            356089.7392184192,
            364858.6615257628,
            -8768.9223073436,
            40416.7698904737,
            381929.3826019961,
            -341512.6127115217
        ],
        [
            356.089739,
            364.858662,
            -8.768922,
            40.41677,
            381.929383,
            -341.512613
        ],
        [
            0.192785,
            0.197533,
            -0.004747,
            0.018379,
            0.085178,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156883,
            -156780,
            -57957,
            -2536061,
            -1823465,
            -890767
        ],
        [
            1.585213,
            1.854245,
            0.951651,
            1.007309,
            1.099475,
            0.797913
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            42,
            25,
            17,
            42,
            25,
            17
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            53.164557,
            64.102564,
            42.5,
            53.164557,
            64.102564,
            42.5
        ],
        [
            1.396497,
            1.038377,
            1.287528,
            0.887392,
            0.615706,
            1.079529
        ],
        [
            114653,
            114653,
            28922,
            689840,
            689840,
            548770
        ],
        [
            -53988,
            -53988,
            -30457,
            -1154403,
            -1154403,
            -248390
        ],
        [
            254,
            487,
            26,
            254,
            487,
            26
        ],
        [
            163,
            257,
            23,
            163,
            257,
            23
        ],
        [
            357,
            897,
            28,
            357,
            897,
            28
        ],
        [
            20072,
            19013,
            1059,
            20072,
            19013,
            1059
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21481,
            426835,
            -581722,
            -415507,
            -190158,
            -581722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600228800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758944491076,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 1.81921
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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)