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Trade: EGLD/USDT/120/VWMA/SINWMA/8152

Strategy
EGLD/USDT/120/VWMA/SINWMA/8152
Pair
EGLD_USDT
Interval
2h
Score
313783
Daily Profit
0.160535
Profit Factor
1.396010
Profitability
45.283019
Streak
10.389253
Best Strategy
Training Data Length
1855.920000
Evaluation Time
2025-10-03 14:20
Expiration Time
2025-12-09 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295655.3727 297941.034 -2285.6614 -40.3528 506571.1519 -506611.5047
Total P&L (%) 295.6554 297.941 -2.2857 -0.0404 506.5712 -506.6115
Avg Daily Profit (%) 0.1593 0.1605 -0.0012 0 0.0972 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250269 -162070 -140817 -2545158 -1420955 -1550982
Profit Factor 1.1693 1.396 0.9977 1 1.0891 0.938
Total Trades 530 265 265 530 265 265
Winning Trades 233 120 113 233 120 113
Losing Trades 297 145 152 297 145 152
Profitability (%) 43.9623 45.283 42.6415 43.9623 45.283 42.6415
Ratio Avg Win / Avg Loss 1.4905 1.6868 1.342 1.2747 1.3161 1.2617
Largest Winning Trade 82992 82992 39541 574155 483089 574155
Largest Losing Trade -34614 -24024 -34614 -487254 -245694 -487254
Avg Bars in Trades 41 38 45 41 38 45
Avg Bars in Winners 50 42 58 50 42 58
Avg Bars in Losers 35 35 35 35 35 35
Bars Traded 22178 10190 11988 22178 10190 11988
Profit Streak 0 10.3893 0 0 10.3893 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26578 313783 -581142 -578689 -185634 -581142
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22271,
    "evaluation_days": 1855.92,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599573600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759490431456,
    "expiration_time": 1765258243200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "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": [
        [
            295655.3726590946,
            297941.0340428869,
            -2285.6613837926,
            -40.3528015502,
            506571.1519331335,
            -506611.5047346845
        ],
        [
            295.655373,
            297.941034,
            -2.285661,
            -0.040353,
            506.571152,
            -506.611505
        ],
        [
            0.159304,
            0.160535,
            -0.001232,
            -2.2e-5,
            0.097177,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250269,
            -162070,
            -140817,
            -2545158,
            -1420955,
            -1550982
        ],
        [
            1.169322,
            1.39601,
            0.9977,
            0.999997,
            1.089148,
            0.93799
        ],
        [
            530,
            265,
            265,
            530,
            265,
            265
        ],
        [
            233,
            120,
            113,
            233,
            120,
            113
        ],
        [
            297,
            145,
            152,
            297,
            145,
            152
        ],
        [
            43.962264,
            45.283019,
            42.641509,
            43.962264,
            45.283019,
            42.641509
        ],
        [
            1.490509,
            1.686845,
            1.342039,
            1.274674,
            1.316054,
            1.261721
        ],
        [
            82992,
            82992,
            39541,
            574155,
            483089,
            574155
        ],
        [
            -34614,
            -24024,
            -34614,
            -487254,
            -245694,
            -487254
        ],
        [
            41,
            38,
            45,
            41,
            38,
            45
        ],
        [
            50,
            42,
            58,
            50,
            42,
            58
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            22178,
            10190,
            11988,
            22178,
            10190,
            11988
        ],
        [
            0,
            10.389253,
            0,
            0,
            10.389253,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26578,
            313783,
            -581142,
            -578689,
            -185634,
            -581142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22271,
    "evaluation_days": 1855.92,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599573600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759490431456,
    "expiration_time": 1765258243200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "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)