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Trade: EGLD/USDT/240/VWAP/DCL/1172

Strategy
EGLD/USDT/240/VWAP/DCL/1172
Pair
EGLD_USDT
Interval
4h
Score
451721
Daily Profit
0.508765
Profit Factor
2.506778
Profitability
41.739130
Streak
0.000000
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-26 22:47
Expiration Time
2025-11-19 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 940030.4078 941274.5206 -1244.1128 136955.247 124646.2872 12308.9598
Total P&L (%) 940.0304 941.2745 -1.2441 136.9552 124.6463 12.309
Avg Daily Profit (%) 0.5088 0.5094 -0.0007 0.0467 0.0438 0.0063
Buy And Hold Return (%) 67.9505 67.9505 67.9505 67.9505 67.9505 67.9505
Max Trade Drawdown -105097 -82716 -127978 -216660 -326655 -241449
Profit Factor 2.5068 4.17 0.9962 1.0856 1.1431 1.0169
Total Trades 115 58 57 115 58 57
Winning Trades 48 26 22 48 26 22
Losing Trades 67 32 35 67 32 35
Profitability (%) 41.7391 44.8276 38.5965 41.7391 44.8276 38.5965
Ratio Avg Win / Avg Loss 3.499 5.1323 1.5849 1.5153 1.4069 1.6177
Largest Winning Trade 895612 895612 62150 273401 273401 144106
Largest Losing Trade -52356 -24269 -52356 -99347 -82434 -99347
Avg Bars in Trades 90 47 134 90 47 134
Avg Bars in Winners 140 62 234 140 62 234
Avg Bars in Losers 54 35 71 54 35 71
Bars Traded 10416 2757 7659 10416 2757 7659
Profit Streak 0 0 50.1577 0 0 50.1577
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451721 -164198 -762203 -265537 -387549 -735274

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11086,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916022566,
    "expiration_time": 1763504352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 225
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 84,
            "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": [
        [
            940030.4077945767,
            941274.520632632,
            -1244.1128380551,
            136955.2469959125,
            124646.2871866518,
            12308.9598092609
        ],
        [
            940.030408,
            941.274521,
            -1.244113,
            136.955247,
            124.646287,
            12.30896
        ],
        [
            0.508765,
            0.509439,
            -0.000673,
            0.046702,
            0.043814,
            0.006283
        ],
        [
            67.950499,
            67.950499,
            67.950499,
            67.950499,
            67.950499,
            67.950499
        ],
        [
            -105097,
            -82716,
            -127978,
            -216660,
            -326655,
            -241449
        ],
        [
            2.506778,
            4.170001,
            0.996195,
            1.085553,
            1.143114,
            1.016865
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            41.73913,
            44.827586,
            38.596491,
            41.73913,
            44.827586,
            38.596491
        ],
        [
            3.499044,
            5.132309,
            1.584855,
            1.515252,
            1.40691,
            1.61774
        ],
        [
            895612,
            895612,
            62150,
            273401,
            273401,
            144106
        ],
        [
            -52356,
            -24269,
            -52356,
            -99347,
            -82434,
            -99347
        ],
        [
            90,
            47,
            134,
            90,
            47,
            134
        ],
        [
            140,
            62,
            234,
            140,
            62,
            234
        ],
        [
            54,
            35,
            71,
            54,
            35,
            71
        ],
        [
            10416,
            2757,
            7659,
            10416,
            2757,
            7659
        ],
        [
            0,
            0,
            50.157668,
            0,
            0,
            50.157669
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451721,
            -164198,
            -762203,
            -265537,
            -387549,
            -735274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11086,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916022566,
    "expiration_time": 1763504352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 225
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 84,
            "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)