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Trade: EGLD/USDT/720/VWMA/PSAR/8486

Strategy
EGLD/USDT/720/VWMA/PSAR/8486
Pair
EGLD_USDT
Interval
12h
Score
817810
Daily Profit
0.798835
Profit Factor
5.139243
Profitability
56.435644
Streak
18.794312
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-03 22:03
Expiration Time
2025-11-28 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1483435.9041 1265944.7279 217491.1762 10821669.8444 265665.4935 10556004.3509
Total P&L (%) 1483.4359 1265.9447 217.4912 10821.6698 265.6655 10556.0044
Avg Daily Profit (%) 0.7988 0.6817 0.1171 0.2531 0.0698 0.2517
Buy And Hold Return (%) 10.0643 10.0643 10.0643 10.0643 10.0643 10.0643
Max Trade Drawdown -56304 -58455 -40646 -7729237 -4838972 -3553677
Profit Factor 5.1392 7.0788 2.4487 1.3725 1.0168 1.7982
Total Trades 101 51 50 101 51 50
Winning Trades 57 26 31 57 26 31
Losing Trades 44 25 19 44 25 19
Profitability (%) 56.4356 50.9804 62 56.4356 50.9804 62
Ratio Avg Win / Avg Loss 3.9671 6.8066 1.5008 1.0595 0.9777 1.1021
Largest Winning Trade 1119955 1119955 57638 5465490 4498219 5465490
Largest Losing Trade -24087 -24087 -20112 -2352992 -2352992 -2235169
Avg Bars in Trades 34 25 44 34 25 44
Avg Bars in Winners 46 32 58 46 32 58
Avg Bars in Losers 19 17 21 19 17 21
Bars Traded 3495 1283 2212 3495 1283 2212
Profit Streak 18.7943 29.2943 0 18.7943 29.2943 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 817810 -158427 -210479 384545 -482522 -167720
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1606996800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518228568,
    "expiration_time": 1764306144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1483435.9040555428,
            1265944.7278930768,
            217491.1761624663,
            10821669.844389804,
            265665.4934561707,
            10556004.350933634
        ],
        [
            1483.435904,
            1265.944728,
            217.491176,
            10821.669844,
            265.665493,
            10556.004351
        ],
        [
            0.798835,
            0.681715,
            0.11712,
            0.253057,
            0.069844,
            0.251728
        ],
        [
            10.064338,
            10.064338,
            10.064338,
            10.064338,
            10.064338,
            10.064338
        ],
        [
            -56304,
            -58455,
            -40646,
            -7729237,
            -4838972,
            -3553677
        ],
        [
            5.139243,
            7.078827,
            2.448699,
            1.372469,
            1.016784,
            1.798177
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            56.435644,
            50.980392,
            62,
            56.435644,
            50.980392,
            62
        ],
        [
            3.967135,
            6.806564,
            1.500816,
            1.05945,
            0.977677,
            1.102109
        ],
        [
            1119955,
            1119955,
            57638,
            5465490,
            4498219,
            5465490
        ],
        [
            -24087,
            -24087,
            -20112,
            -2352992,
            -2352992,
            -2235169
        ],
        [
            34,
            25,
            44,
            34,
            25,
            44
        ],
        [
            46,
            32,
            58,
            46,
            32,
            58
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            3495,
            1283,
            2212,
            3495,
            1283,
            2212
        ],
        [
            18.794312,
            29.294312,
            0,
            18.794312,
            29.294312,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            817810,
            -158427,
            -210479,
            384545,
            -482522,
            -167720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1606996800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518228568,
    "expiration_time": 1764306144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)