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Trade: EGLD/USDT/720/VWMA/BBU/9158

Strategy
EGLD/USDT/720/VWMA/BBU/9158
Pair
EGLD_USDT
Interval
12h
Score
571237
Daily Profit
0.879371
Profit Factor
2.590741
Profitability
39.009288
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 03:47
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 1625077.9889 1577900.0728 47177.916 308293.6878 -584172.4297 892466.1175
Total P&L (%) 1625.078 1577.9001 47.1779 308.2937 -584.1724 892.4661
Avg Daily Profit (%) 0.8794 0.8538 0.0255 0.0762 0 0.1243
Buy And Hold Return (%) 70.7975 70.7975 70.7975 70.7975 70.7975 70.7975
Max Trade Drawdown -164605 -174650 -62321 -3668450 -3848828 -1079638
Profit Factor 2.5907 4.0654 1.0931 1.0217 0.9166 1.1237
Total Trades 323 162 161 323 162 161
Winning Trades 126 55 71 126 55 71
Losing Trades 197 107 90 197 107 90
Profitability (%) 39.0093 33.9506 44.0994 39.0093 33.9506 44.0994
Ratio Avg Win / Avg Loss 4.0506 7.9091 1.3856 1.5974 1.7832 1.4244
Largest Winning Trade 1523117 1523117 35295 1352952 1352952 753666
Largest Losing Trade -24088 -22040 -24088 -777703 -777703 -632470
Avg Bars in Trades 11 12 9 11 12 9
Avg Bars in Winners 17 22 14 17 22 14
Avg Bars in Losers 6 7 5 6 7 5
Bars Traded 3591 2084 1507 3591 2084 1507
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 571237 527467 -444412 -291042 -583670 -112854

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847670931,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 236,
            "offset": 0,
            "std": 4.78984
        }
    }
}
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": [
        [
            1625077.9888788108,
            1577900.0728447079,
            47177.9160341027,
            308293.6877790642,
            -584172.4297369199,
            892466.1175159833
        ],
        [
            1625.077989,
            1577.900073,
            47.177916,
            308.293688,
            -584.17243,
            892.466118
        ],
        [
            0.879371,
            0.853842,
            0.025529,
            0.076155,
            0,
            0.124267
        ],
        [
            70.797483,
            70.797483,
            70.797483,
            70.797483,
            70.797483,
            70.797483
        ],
        [
            -164605,
            -174650,
            -62321,
            -3668450,
            -3848828,
            -1079638
        ],
        [
            2.590741,
            4.065443,
            1.093081,
            1.021686,
            0.916585,
            1.123729
        ],
        [
            323,
            162,
            161,
            323,
            162,
            161
        ],
        [
            126,
            55,
            71,
            126,
            55,
            71
        ],
        [
            197,
            107,
            90,
            197,
            107,
            90
        ],
        [
            39.009288,
            33.950617,
            44.099379,
            39.009288,
            33.950617,
            44.099379
        ],
        [
            4.050603,
            7.909134,
            1.385596,
            1.597398,
            1.783175,
            1.424445
        ],
        [
            1523117,
            1523117,
            35295,
            1352952,
            1352952,
            753666
        ],
        [
            -24088,
            -22040,
            -24088,
            -777703,
            -777703,
            -632470
        ],
        [
            11,
            12,
            9,
            11,
            12,
            9
        ],
        [
            17,
            22,
            14,
            17,
            22,
            14
        ],
        [
            6,
            7,
            5,
            6,
            7,
            5
        ],
        [
            3591,
            2084,
            1507,
            3591,
            2084,
            1507
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571237,
            527467,
            -444412,
            -291042,
            -583670,
            -112854
        ]
    ]
}
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": 1602374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847670931,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 236,
            "offset": 0,
            "std": 4.78984
        }
    }
}

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)