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Trade: EGLD/USDT/480/SWMA/VWAP/3678

Strategy
EGLD/USDT/480/SWMA/VWAP/3678
Pair
EGLD_USDT
Interval
8h
Score
526942
Daily Profit
0.930393
Profit Factor
5.437425
Profitability
31.958763
Streak
0.000000
Best Strategy
Training Data Length
1854.330000
Evaluation Time
2025-10-01 10:48
Expiration Time
2025-11-25 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1725255.3542 1602336.2407 122919.1135 3291983.4157 -26151.8846 3318135.3003
Total P&L (%) 1725.2554 1602.3362 122.9191 3291.9834 -26.1519 3318.1353
Avg Daily Profit (%) 0.9304 0.8641 0.0663 0.1902 -0.0163 0.1906
Buy And Hold Return (%) 66.2205 66.2205 66.2205 66.2205 66.2205 66.2205
Max Trade Drawdown -59896 -82575 -43105 -3001407 -3090469 -1295997
Profit Factor 5.4374 8.6291 1.6876 1.2553 0.9965 1.6058
Total Trades 97 49 48 97 49 48
Winning Trades 31 14 17 31 14 17
Losing Trades 66 35 31 66 35 31
Profitability (%) 31.9588 28.5714 35.4167 31.9588 28.5714 35.4167
Ratio Avg Win / Avg Loss 11.5765 21.5727 3.0774 2.6726 2.4912 2.9282
Largest Winning Trade 1472508 1472508 63734 2739766 2739766 2048453
Largest Losing Trade -19267 -19267 -13588 -1114689 -1114689 -572384
Avg Bars in Trades 54 45 62 54 45 62
Avg Bars in Winners 139 127 149 139 127 149
Avg Bars in Losers 14 13 15 14 13 15
Bars Traded 5250 2248 3002 5250 2248 3002
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 526942 269794 -114655 76268 -592255 194926
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5563,
    "evaluation_days": 1854.33,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759304883914,
    "expiration_time": 1764083232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "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": [
        [
            1725255.3541959312,
            1602336.2407307194,
            122919.1134652119,
            3291983.4157153647,
            -26151.8845964795,
            3318135.300311846
        ],
        [
            1725.255354,
            1602.336241,
            122.919113,
            3291.983416,
            -26.151885,
            3318.1353
        ],
        [
            0.930393,
            0.864105,
            0.066288,
            0.190222,
            -0.016347,
            0.190637
        ],
        [
            66.220523,
            66.220523,
            66.220523,
            66.220523,
            66.220523,
            66.220523
        ],
        [
            -59896,
            -82575,
            -43105,
            -3001407,
            -3090469,
            -1295997
        ],
        [
            5.437425,
            8.629099,
            1.687594,
            1.25533,
            0.996474,
            1.605806
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            31.958763,
            28.571429,
            35.416667,
            31.958763,
            28.571429,
            35.416667
        ],
        [
            11.576454,
            21.572747,
            3.077378,
            2.672638,
            2.491184,
            2.928235
        ],
        [
            1472508,
            1472508,
            63734,
            2739766,
            2739766,
            2048453
        ],
        [
            -19267,
            -19267,
            -13588,
            -1114689,
            -1114689,
            -572384
        ],
        [
            54,
            45,
            62,
            54,
            45,
            62
        ],
        [
            139,
            127,
            149,
            139,
            127,
            149
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            5250,
            2248,
            3002,
            5250,
            2248,
            3002
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526942,
            269794,
            -114655,
            76268,
            -592255,
            194926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5563,
    "evaluation_days": 1854.33,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759304883914,
    "expiration_time": 1764083232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "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)