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Trade: EGLD/USDT/720/VWMA/ALMA/2461

Strategy
EGLD/USDT/720/VWMA/ALMA/2461
Pair
EGLD_USDT
Interval
12h
Score
337612
Daily Profit
0.901405
Profit Factor
9.447886
Profitability
28.947368
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 21:01
Expiration Time
2025-11-19 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1807340.3911 1665795.5162 141544.8749 4471263.7729 -2254266.0976 6725529.8705
Total P&L (%) 1807.3404 1665.7955 141.5449 4471.2638 -2254.2661 6725.5299
Avg Daily Profit (%) 0.978 0.9014 0.0766 0.2071 0 0.2288
Buy And Hold Return (%) 87.3767 87.3767 87.3767 87.3767 87.3767 87.3767
Max Trade Drawdown -103422 -92272 -43247 -13333332 -10920209 -6034940
Profit Factor 5.861 9.4479 1.8106 1.122 0.8899 1.4156
Total Trades 75 38 37 75 38 37
Winning Trades 28 11 17 28 11 17
Losing Trades 47 27 20 47 27 20
Profitability (%) 37.3333 28.9474 45.9459 37.3333 28.9474 45.9459
Ratio Avg Win / Avg Loss 9.8381 23.1903 2.1301 1.8833 2.1842 1.6654
Largest Winning Trade 1456342 1456342 60474 8604194 8604194 4844121
Largest Losing Trade -24232 -24232 -21741 -2744616 -2744616 -2582026
Avg Bars in Trades 46 35 57 46 35 57
Avg Bars in Winners 91 87 93 91 87 93
Avg Bars in Losers 19 14 26 19 14 26
Bars Traded 3471 1344 2127 3471 1344 2127
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 -44456 337612 -98240 -143332 -590404 310100

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909700038,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 5,
            "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": [
        [
            1807340.3911184587,
            1665795.5162127465,
            141544.8749057126,
            4471263.772885176,
            -2254266.0975980433,
            6725529.870483216
        ],
        [
            1807.340391,
            1665.795516,
            141.544875,
            4471.263773,
            -2254.266098,
            6725.52987
        ],
        [
            0.977998,
            0.901405,
            0.076594,
            0.207053,
            0,
            0.228792
        ],
        [
            87.376726,
            87.376726,
            87.376726,
            87.376726,
            87.376726,
            87.376726
        ],
        [
            -103422,
            -92272,
            -43247,
            -13333332,
            -10920209,
            -6034940
        ],
        [
            5.860982,
            9.447886,
            1.810585,
            1.12199,
            0.889867,
            1.415563
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            37.333333,
            28.947368,
            45.945946,
            37.333333,
            28.947368,
            45.945946
        ],
        [
            9.838076,
            23.190265,
            2.130099,
            1.88334,
            2.184219,
            1.665368
        ],
        [
            1456342,
            1456342,
            60474,
            8604194,
            8604194,
            4844121
        ],
        [
            -24232,
            -24232,
            -21741,
            -2744616,
            -2744616,
            -2582026
        ],
        [
            46,
            35,
            57,
            46,
            35,
            57
        ],
        [
            91,
            87,
            93,
            91,
            87,
            93
        ],
        [
            19,
            14,
            26,
            19,
            14,
            26
        ],
        [
            3471,
            1344,
            2127,
            3471,
            1344,
            2127
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44456,
            337612,
            -98240,
            -143332,
            -590404,
            310100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909700038,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 5,
            "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)