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Trade: EGLD/USDT/720/RMA/VWAP/6940

Strategy
EGLD/USDT/720/RMA/VWAP/6940
Pair
EGLD_USDT
Interval
12h
Score
325975
Daily Profit
0.953434
Profit Factor
3.323317
Profitability
29.047619
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-05 11:59
Expiration Time
2025-11-29 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1771956.9237 1647847.0283 124109.8954 1724572.8232 1367183.7671 357389.0561
Total P&L (%) 1771.9569 1647.847 124.1099 1724.5728 1367.1838 357.3891
Avg Daily Profit (%) 0.9534 0.8867 0.0668 0.1564 0.1446 0.0818
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128295 -74569 -119831 -1855842 -2257136 -1563273
Profit Factor 3.3233 5.4501 1.3163 1.1407 1.2302 1.0566
Total Trades 210 105 105 210 105 105
Winning Trades 61 29 32 61 29 32
Losing Trades 149 76 73 149 76 73
Profitability (%) 29.0476 27.619 30.4762 29.0476 27.619 30.4762
Ratio Avg Win / Avg Loss 8.1176 14.2829 3.0028 2.7863 3.2241 2.4103
Largest Winning Trade 1606274 1606274 61439 1633564 1633564 754897
Largest Losing Trade -33074 -17958 -33074 -639147 -505209 -639147
Avg Bars in Trades 17 15 20 17 15 20
Avg Bars in Winners 44 39 49 44 39 49
Avg Bars in Losers 6 5 6 6 5 6
Bars Traded 3686 1585 2101 3686 1585 2101
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 325975 111521 -110061 -67567 -17054 -248469
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654774132,
    "expiration_time": 1764439632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 19,
            "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": [
        [
            1771956.9236893463,
            1647847.0282630166,
            124109.8954263302,
            1724572.8232179317,
            1367183.7671458523,
            357389.0560720784
        ],
        [
            1771.956924,
            1647.847028,
            124.109895,
            1724.572823,
            1367.183767,
            357.389056
        ],
        [
            0.953434,
            0.886654,
            0.06678,
            0.156373,
            0.144626,
            0.081839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128295,
            -74569,
            -119831,
            -1855842,
            -2257136,
            -1563273
        ],
        [
            3.323317,
            5.450058,
            1.316295,
            1.140711,
            1.230236,
            1.056567
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            149,
            76,
            73,
            149,
            76,
            73
        ],
        [
            29.047619,
            27.619048,
            30.47619,
            29.047619,
            27.619048,
            30.47619
        ],
        [
            8.11761,
            14.282911,
            3.002799,
            2.786326,
            3.224068,
            2.410293
        ],
        [
            1606274,
            1606274,
            61439,
            1633564,
            1633564,
            754897
        ],
        [
            -33074,
            -17958,
            -33074,
            -639147,
            -505209,
            -639147
        ],
        [
            17,
            15,
            20,
            17,
            15,
            20
        ],
        [
            44,
            39,
            49,
            44,
            39,
            49
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            3686,
            1585,
            2101,
            3686,
            1585,
            2101
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325975,
            111521,
            -110061,
            -67567,
            -17054,
            -248469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654774132,
    "expiration_time": 1764439632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 19,
            "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)