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Trade: EGLD/USDT/360/VWAP/BBM/6142

Strategy
EGLD/USDT/360/VWAP/BBM/6142
Pair
EGLD_USDT
Interval
6h
Score
799175
Daily Profit
0.978187
Profit Factor
4.401519
Profitability
51.063830
Streak
27.685829
Best Strategy
Training Data Length
1854.000000
Evaluation Time
2025-10-01 01:27
Expiration Time
2025-11-25 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1813557.9618 1703026.422 110531.5397 2623962.9036 224225.3718 2399737.5318
Total P&L (%) 1813.558 1703.0264 110.5315 2623.9629 224.2254 2399.7375
Avg Daily Profit (%) 0.9782 0.9186 0.0596 0.1784 0.0635 0.1738
Buy And Hold Return (%) 38.4403 38.4403 38.4403 38.4403 38.4403 38.4403
Max Trade Drawdown -95479 -91186 -78466 -4788744 -5260477 -3702325
Profit Factor 4.4015 7.8252 1.3897 1.1226 1.0212 1.2213
Total Trades 141 71 70 141 71 70
Winning Trades 72 33 39 72 33 39
Losing Trades 69 38 31 69 38 31
Profitability (%) 51.0638 46.4789 55.7143 51.0638 46.4789 55.7143
Ratio Avg Win / Avg Loss 4.2181 9.0108 1.1046 1.0758 1.1759 0.9708
Largest Winning Trade 1576188 1576188 66807 2437631 2437631 2209858
Largest Losing Trade -52906 -29672 -52906 -2906800 -1807517 -2906800
Avg Bars in Trades 50 45 55 50 45 55
Avg Bars in Winners 70 67 72 70 67 72
Avg Bars in Losers 28 25 33 28 25 33
Bars Traded 7057 3201 3856 7057 3201 3856
Profit Streak 27.6858 27.6858 31.1858 27.6858 27.6858 31.1858
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 799175 -65989 -208804 -76340 -393940 -87149
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7416,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759271255639,
    "expiration_time": 1764060768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 119
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 2.56765
        }
    }
}
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": [
        [
            1813557.9617613992,
            1703026.4220231096,
            110531.5397382888,
            2623962.903590012,
            224225.3717603438,
            2399737.531829666
        ],
        [
            1813.557962,
            1703.026422,
            110.53154,
            2623.962904,
            224.225372,
            2399.737532
        ],
        [
            0.978187,
            0.918569,
            0.059618,
            0.178405,
            0.063465,
            0.173763
        ],
        [
            38.440289,
            38.440289,
            38.440289,
            38.440289,
            38.440289,
            38.440289
        ],
        [
            -95479,
            -91186,
            -78466,
            -4788744,
            -5260477,
            -3702325
        ],
        [
            4.401519,
            7.825165,
            1.38969,
            1.122555,
            1.021216,
            1.221338
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            51.06383,
            46.478873,
            55.714286,
            51.06383,
            46.478873,
            55.714286
        ],
        [
            4.218123,
            9.010796,
            1.104626,
            1.075782,
            1.175946,
            0.970807
        ],
        [
            1576188,
            1576188,
            66807,
            2437631,
            2437631,
            2209858
        ],
        [
            -52906,
            -29672,
            -52906,
            -2906800,
            -1807517,
            -2906800
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            70,
            67,
            72,
            70,
            67,
            72
        ],
        [
            28,
            25,
            33,
            28,
            25,
            33
        ],
        [
            7057,
            3201,
            3856,
            7057,
            3201,
            3856
        ],
        [
            27.685829,
            27.685829,
            31.185829,
            27.685829,
            27.685829,
            31.185829
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            799175,
            -65989,
            -208804,
            -76340,
            -393940,
            -87149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7416,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759271255639,
    "expiration_time": 1764060768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 119
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 2.56765
        }
    }
}

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)