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Trade: EGLD/USDT/720/HWMA/VWAP/7636

Strategy
EGLD/USDT/720/HWMA/VWAP/7636
Pair
EGLD_USDT
Interval
12h
Score
529864
Daily Profit
0.705663
Profit Factor
2.269470
Profitability
37.982196
Streak
8.342798
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-10 23:13
Expiration Time
2025-12-05 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1315354.9703 1340938.5304 -25583.5601 -812.7419 1028058.4624 -1028871.2042
Total P&L (%) 1315.355 1340.9385 -25.5836 -0.8127 1028.0585 -1028.8712
Avg Daily Profit (%) 0.7057 0.7194 -0.0137 -0.0004 0.1301 0
Buy And Hold Return (%) 25.3189 25.3189 25.3189 25.3189 25.3189 25.3189
Max Trade Drawdown -211367 -203494 -90008 -2072651 -1734787 -1208939
Profit Factor 2.2695 3.6408 0.9516 0.9999 1.269 0.7386
Total Trades 337 169 168 337 169 168
Winning Trades 128 54 74 128 54 74
Losing Trades 209 115 94 209 115 94
Profitability (%) 37.9822 31.9527 44.0476 37.9822 31.9527 44.0476
Ratio Avg Win / Avg Loss 3.7056 7.7536 1.2088 1.6326 2.7024 0.9383
Largest Winning Trade 1404012 1404012 49622 1986871 1986871 437223
Largest Losing Trade -33011 -33011 -20892 -451735 -451735 -387226
Avg Bars in Trades 10 9 12 10 9 12
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 6 6 7 6 6 7
Bars Traded 3662 1640 2022 3662 1640 2022
Profit Streak 8.3428 18.8428 0 8.3428 18.8428 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529864 483291 -580823 -579961 -23797 -582490
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760127217789,
    "expiration_time": 1764929088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 46,
            "na": 0.84983,
            "nb": 0.88519,
            "nc": 0.74814
        }
    },
    "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": [
        [
            1315354.970280626,
            1340938.5303539848,
            -25583.5600733586,
            -812.7418745748,
            1028058.4623535066,
            -1028871.2042280812
        ],
        [
            1315.35497,
            1340.93853,
            -25.58356,
            -0.812742,
            1028.058462,
            -1028.871204
        ],
        [
            0.705663,
            0.719388,
            -0.013725,
            -0.000438,
            0.130078,
            0
        ],
        [
            25.31894,
            25.31894,
            25.31894,
            25.31894,
            25.31894,
            25.31894
        ],
        [
            -211367,
            -203494,
            -90008,
            -2072651,
            -1734787,
            -1208939
        ],
        [
            2.26947,
            3.640823,
            0.95158,
            0.999895,
            1.268961,
            0.738622
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            128,
            54,
            74,
            128,
            54,
            74
        ],
        [
            209,
            115,
            94,
            209,
            115,
            94
        ],
        [
            37.982196,
            31.952663,
            44.047619,
            37.982196,
            31.952663,
            44.047619
        ],
        [
            3.705619,
            7.753604,
            1.208764,
            1.632641,
            2.702416,
            0.93825
        ],
        [
            1404012,
            1404012,
            49622,
            1986871,
            1986871,
            437223
        ],
        [
            -33011,
            -33011,
            -20892,
            -451735,
            -451735,
            -387226
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            3662,
            1640,
            2022,
            3662,
            1640,
            2022
        ],
        [
            8.342798,
            18.842798,
            0,
            8.342798,
            18.842798,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            529864,
            483291,
            -580823,
            -579961,
            -23797,
            -582490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760127217789,
    "expiration_time": 1764929088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 46,
            "na": 0.84983,
            "nb": 0.88519,
            "nc": 0.74814
        }
    },
    "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)