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Trade: EGLD/USDT/120/VWMA/MIDPRICE/6019

Strategy
EGLD/USDT/120/VWMA/MIDPRICE/6019
Pair
EGLD_USDT
Interval
2h
Score
332978
Daily Profit
0.368809
Profit Factor
1.417928
Profitability
31.360202
Streak
7.727901
Best Strategy
Training Data Length
1852.170000
Evaluation Time
2025-09-29 20:28
Expiration Time
2025-12-05 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 683096.3974 501396.4381 181699.9594 4478961.5451 877217.7981 3601743.747
Total P&L (%) 683.0964 501.3964 181.7 4478.9615 877.2178 3601.7437
Avg Daily Profit (%) 0.3688 0.2707 0.0981 0.2067 0.1232 0.1952
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102281 -72760 -71682 -7114258 -4690429 -5234716
Profit Factor 1.4179 1.6106 1.2234 1.0639 1.0244 1.1056
Total Trades 794 397 397 794 397 397
Winning Trades 249 117 132 249 117 132
Losing Trades 545 280 265 545 280 265
Profitability (%) 31.3602 29.471 33.2494 31.3602 29.471 33.2494
Ratio Avg Win / Avg Loss 3.1035 3.8543 2.4561 2.3287 2.4515 2.2197
Largest Winning Trade 138197 138197 44587 2734126 2734126 2111339
Largest Losing Trade -13613 -13613 -12384 -1059238 -752298 -1059238
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 58 55 61 58 55 61
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 22118 10242 11876 22118 10242 11876
Profit Streak 7.7279 0 8.6446 7.7279 0 8.6446
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332978 121646 -65324 -143139 -229082 -99265
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22226,
    "evaluation_days": 1852.17,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599501600000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166890671,
    "expiration_time": 1764922579200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 4,
            "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": [
        [
            683096.3974349989,
            501396.4380800038,
            181699.9593549949,
            4478961.5451185815,
            877217.798082506,
            3601743.747036082
        ],
        [
            683.096397,
            501.396438,
            181.699959,
            4478.961545,
            877.217798,
            3601.743747
        ],
        [
            0.368809,
            0.270708,
            0.098101,
            0.206677,
            0.12315,
            0.195172
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102281,
            -72760,
            -71682,
            -7114258,
            -4690429,
            -5234716
        ],
        [
            1.417928,
            1.610554,
            1.223419,
            1.063935,
            1.024395,
            1.105637
        ],
        [
            794,
            397,
            397,
            794,
            397,
            397
        ],
        [
            249,
            117,
            132,
            249,
            117,
            132
        ],
        [
            545,
            280,
            265,
            545,
            280,
            265
        ],
        [
            31.360202,
            29.471033,
            33.24937,
            31.360202,
            29.471033,
            33.24937
        ],
        [
            3.103496,
            3.854317,
            2.456107,
            2.328694,
            2.451543,
            2.21965
        ],
        [
            138197,
            138197,
            44587,
            2734126,
            2734126,
            2111339
        ],
        [
            -13613,
            -13613,
            -12384,
            -1059238,
            -752298,
            -1059238
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            58,
            55,
            61,
            58,
            55,
            61
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            22118,
            10242,
            11876,
            22118,
            10242,
            11876
        ],
        [
            7.727901,
            0,
            8.644568,
            7.727901,
            0,
            8.644568
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332978,
            121646,
            -65324,
            -143139,
            -229082,
            -99265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22226,
    "evaluation_days": 1852.17,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599501600000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166890671,
    "expiration_time": 1764922579200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 4,
            "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)