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Trade: EGLD/USDT/360/VWMA/KCU/3160

Strategy
EGLD/USDT/360/VWMA/KCU/3160
Pair
EGLD_USDT
Interval
6h
Score
607396
Daily Profit
0.633232
Profit Factor
3.915488
Profitability
44.565217
Streak
0.000000
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-26 15:39
Expiration Time
2025-11-19 00:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1170053.9477 1051186.4426 118867.5052 1539548.6436 -521498.1414 2061046.785
Total P&L (%) 1170.0539 1051.1864 118.8675 1539.5486 -521.4981 2061.0468
Avg Daily Profit (%) 0.6332 0.5689 0.0643 0.1515 0 0.1665
Buy And Hold Return (%) 74.6782 74.6782 74.6782 74.6782 74.6782 74.6782
Max Trade Drawdown -164655 -126262 -46642 -6508647 -4951456 -2084256
Profit Factor 3.9155 5.0304 1.846 1.1109 0.9391 1.3878
Total Trades 92 46 46 92 46 46
Winning Trades 41 16 25 41 16 25
Losing Trades 51 30 21 51 30 21
Profitability (%) 44.5652 34.7826 54.3478 44.5652 34.7826 54.3478
Ratio Avg Win / Avg Loss 4.8705 9.432 1.5506 1.3818 1.7609 1.1658
Largest Winning Trade 932537 932537 39992 3727044 3727044 1138808
Largest Losing Trade -23968 -23968 -19680 -1011596 -1011596 -829444
Avg Bars in Trades 74 112 37 74 112 37
Avg Bars in Winners 112 218 44 112 218 44
Avg Bars in Losers 44 55 28 44 55 28
Bars Traded 6873 5153 1720 6873 5153 1720
Profit Streak 0 180.7776 0 0 180.7776 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 607396 508847 -112502 -92788 -582873 324316

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890381433,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1170053.947749013,
            1051186.4425574874,
            118867.5051915264,
            1539548.6435716376,
            -521498.1414110078,
            2061046.784982646
        ],
        [
            1170.053948,
            1051.186443,
            118.867505,
            1539.548644,
            -521.498141,
            2061.046785
        ],
        [
            0.633232,
            0.568901,
            0.064331,
            0.151488,
            0,
            0.166458
        ],
        [
            74.678224,
            74.678224,
            74.678224,
            74.678224,
            74.678224,
            74.678224
        ],
        [
            -164655,
            -126262,
            -46642,
            -6508647,
            -4951456,
            -2084256
        ],
        [
            3.915488,
            5.030407,
            1.845975,
            1.110894,
            0.939138,
            1.387822
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            44.565217,
            34.782609,
            54.347826,
            44.565217,
            34.782609,
            54.347826
        ],
        [
            4.870485,
            9.432013,
            1.550619,
            1.381844,
            1.760885,
            1.165771
        ],
        [
            932537,
            932537,
            39992,
            3727044,
            3727044,
            1138808
        ],
        [
            -23968,
            -23968,
            -19680,
            -1011596,
            -1011596,
            -829444
        ],
        [
            74,
            112,
            37,
            74,
            112,
            37
        ],
        [
            112,
            218,
            44,
            112,
            218,
            44
        ],
        [
            44,
            55,
            28,
            44,
            55,
            28
        ],
        [
            6873,
            5153,
            1720,
            6873,
            5153,
            1720
        ],
        [
            0,
            180.777563,
            0,
            0,
            180.777563,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            607396,
            508847,
            -112502,
            -92788,
            -582873,
            324316
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890381433,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)