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Trade: EGLD/USDT/480/HWMA/VWAP/4154

Strategy
EGLD/USDT/480/HWMA/VWAP/4154
Pair
EGLD_USDT
Interval
8h
Score
389739
Daily Profit
0.983227
Profit Factor
4.386860
Profitability
29.473684
Streak
0.000000
Best Strategy
Training Data Length
1850.330000
Evaluation Time
2025-09-27 06:38
Expiration Time
2025-11-21 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1819294.8479 1764026.0173 55268.8306 654267.1082 -162242.1432 816509.2514
Total P&L (%) 1819.2948 1764.026 55.2688 654.2671 -162.2421 816.5093
Avg Daily Profit (%) 0.9832 0.9534 0.0299 0.1093 0 0.1198
Buy And Hold Return (%) 47.9968 47.9968 47.9968 47.9968 47.9968 47.9968
Max Trade Drawdown -139760 -109907 -50886 -2560773 -2238228 -1090302
Profit Factor 4.3869 7.2325 1.2175 1.079 0.9642 1.2178
Total Trades 95 48 47 95 48 47
Winning Trades 28 9 19 28 9 19
Losing Trades 67 39 28 67 39 28
Profitability (%) 29.4737 18.75 40.4255 29.4737 18.75 40.4255
Ratio Avg Win / Avg Loss 10.4971 31.341 1.7942 2.5818 4.1784 1.7946
Largest Winning Trade 1711736 1711736 53008 1397956 1397956 939134
Largest Losing Trade -28013 -22218 -28013 -575738 -464029 -575738
Avg Bars in Trades 55 46 63 55 46 63
Avg Bars in Winners 133 154 124 133 154 124
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 5255 2252 3003 5255 2252 3003
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389739 -35722 -274572 -189118 -635550 -35603
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5551,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758944322475,
    "expiration_time": 1763727264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 160,
            "na": 0.19798,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1819294.8479346863,
            1764026.0172904616,
            55268.8306442249,
            654267.1081658067,
            -162242.1432070393,
            816509.2513728449
        ],
        [
            1819.294848,
            1764.026017,
            55.268831,
            654.267108,
            -162.242143,
            816.509251
        ],
        [
            0.983227,
            0.953358,
            0.02987,
            0.109261,
            0,
            0.119802
        ],
        [
            47.996822,
            47.996822,
            47.996822,
            47.996822,
            47.996822,
            47.996822
        ],
        [
            -139760,
            -109907,
            -50886,
            -2560773,
            -2238228,
            -1090302
        ],
        [
            4.38686,
            7.232535,
            1.217485,
            1.078955,
            0.964245,
            1.217798
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            28,
            9,
            19,
            28,
            9,
            19
        ],
        [
            67,
            39,
            28,
            67,
            39,
            28
        ],
        [
            29.473684,
            18.75,
            40.425532,
            29.473684,
            18.75,
            40.425532
        ],
        [
            10.49713,
            31.340984,
            1.794188,
            2.581786,
            4.178395,
            1.794649
        ],
        [
            1711736,
            1711736,
            53008,
            1397956,
            1397956,
            939134
        ],
        [
            -28013,
            -22218,
            -28013,
            -575738,
            -464029,
            -575738
        ],
        [
            55,
            46,
            63,
            55,
            46,
            63
        ],
        [
            133,
            154,
            124,
            133,
            154,
            124
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            5255,
            2252,
            3003,
            5255,
            2252,
            3003
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389739,
            -35722,
            -274572,
            -189118,
            -635550,
            -35603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5551,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758944322475,
    "expiration_time": 1763727264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 160,
            "na": 0.19798,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)