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Trade: EGLD/USDT/720/VWMA/HL2/6397

Strategy
EGLD/USDT/720/VWMA/HL2/6397
Pair
EGLD_USDT
Interval
12h
Score
531410
Daily Profit
0.975113
Profit Factor
5.549998
Profitability
31.858407
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-06 00:37
Expiration Time
2025-11-30 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1812734.8839 1624280.9364 188453.9475 11813539.7917 -492308.4157 12305848.2074
Total P&L (%) 1812.7349 1624.2809 188.4539 11813.5398 -492.3084 12305.8482
Avg Daily Profit (%) 0.9751 0.8737 0.1014 0.2575 0 0.2597
Buy And Hold Return (%) 78.5339 78.5339 78.5339 78.5339 78.5339 78.5339
Max Trade Drawdown -62784 -70749 -39106 -10215467 -6636538 -4910398
Profit Factor 5.55 8.3576 2.0609 1.4061 0.9717 2.0521
Total Trades 113 57 56 113 57 56
Winning Trades 36 14 22 36 14 22
Losing Trades 77 43 34 77 43 34
Profitability (%) 31.8584 24.5614 39.2857 31.8584 24.5614 39.2857
Ratio Avg Win / Avg Loss 11.8708 25.6697 3.185 3.0075 2.9845 3.1714
Largest Winning Trade 1425784 1425784 62115 7499689 4871022 7499689
Largest Losing Trade -17141 -12501 -17141 -2661199 -2661199 -2258823
Avg Bars in Trades 31 25 37 31 25 37
Avg Bars in Winners 81 77 83 81 77 83
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3577 1452 2125 3577 1452 2125
Profit Streak 0 0 43.9012 0 0 43.9012
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531410 -190045 -241182 130233 -789803 -170786
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759700261141,
    "expiration_time": 1764484128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1812734.8838715549,
            1624280.9363944607,
            188453.9474770954,
            11813539.79169255,
            -492308.41570403,
            12305848.207396584
        ],
        [
            1812.734884,
            1624.280936,
            188.453947,
            11813.539792,
            -492.308416,
            12305.848207
        ],
        [
            0.975113,
            0.873739,
            0.101374,
            0.257472,
            0,
            0.259656
        ],
        [
            78.533894,
            78.533894,
            78.533894,
            78.533894,
            78.533894,
            78.533894
        ],
        [
            -62784,
            -70749,
            -39106,
            -10215467,
            -6636538,
            -4910398
        ],
        [
            5.549998,
            8.357562,
            2.060876,
            1.406123,
            0.971693,
            2.052087
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            31.858407,
            24.561404,
            39.285714,
            31.858407,
            24.561404,
            39.285714
        ],
        [
            11.870829,
            25.669655,
            3.18499,
            3.007541,
            2.984487,
            3.171407
        ],
        [
            1425784,
            1425784,
            62115,
            7499689,
            4871022,
            7499689
        ],
        [
            -17141,
            -12501,
            -17141,
            -2661199,
            -2661199,
            -2258823
        ],
        [
            31,
            25,
            37,
            31,
            25,
            37
        ],
        [
            81,
            77,
            83,
            81,
            77,
            83
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3577,
            1452,
            2125,
            3577,
            1452,
            2125
        ],
        [
            0,
            0,
            43.901171,
            0,
            0,
            43.901171
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531410,
            -190045,
            -241182,
            130233,
            -789803,
            -170786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759700261141,
    "expiration_time": 1764484128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)