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Trade: ETC/USDT/120/VWMA/PSAR/8727

Strategy
ETC/USDT/120/VWMA/PSAR/8727
Pair
ETC_USDT
Interval
2h
Score
311485
Daily Profit
0.219707
Profit Factor
1.947664
Profitability
45.971564
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 12:02
Expiration Time
2025-12-18 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367465.8121 457721.8785 -90256.0664 -24850.0468 121552.2322 -146402.279
Total P&L (%) 367.4658 457.7219 -90.2561 -24.85 121.5522 -146.4023
Avg Daily Profit (%) 0.1764 0.2197 -0.0433 -0.0137 0.0382 0
Buy And Hold Return (%) 102.7664 102.7664 102.7664 102.7664 102.7664 102.7664
Max Trade Drawdown -151613 -87721 -104127 -462605 -253672 -317118
Profit Factor 1.3558 1.9477 0.8358 0.9882 1.1228 0.8693
Total Trades 421 211 210 421 211 210
Winning Trades 194 97 97 194 97 97
Losing Trades 227 114 113 227 114 113
Profitability (%) 46.0808 45.9716 46.1905 46.0808 45.9716 46.1905
Ratio Avg Win / Avg Loss 1.5865 2.289 0.9737 1.1563 1.3196 1.0126
Largest Winning Trade 418152 418152 43617 241801 241801 162336
Largest Losing Trade -27204 -16551 -27204 -102707 -55591 -102707
Avg Bars in Trades 56 47 65 56 47 65
Avg Bars in Winners 74 60 88 74 60 88
Avg Bars in Losers 41 37 45 41 37 45
Bars Traded 23873 10086 13787 23873 10086 13787
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 253170 311485 -581715 -578434 -337227 -580049
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581998400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568557083,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 124
        }
    },
    "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": [
        [
            367465.8121326278,
            457721.8785470485,
            -90256.0664144203,
            -24850.0468318496,
            121552.2321731464,
            -146402.2790049962
        ],
        [
            367.465812,
            457.721879,
            -90.256066,
            -24.850047,
            121.552232,
            -146.402279
        ],
        [
            0.176384,
            0.219707,
            -0.043323,
            -0.013712,
            0.038191,
            0
        ],
        [
            102.766409,
            102.766409,
            102.766409,
            102.766409,
            102.766409,
            102.766409
        ],
        [
            -151613,
            -87721,
            -104127,
            -462605,
            -253672,
            -317118
        ],
        [
            1.355844,
            1.947664,
            0.835796,
            0.988219,
            1.122826,
            0.869256
        ],
        [
            421,
            211,
            210,
            421,
            211,
            210
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            46.08076,
            45.971564,
            46.190476,
            46.08076,
            45.971564,
            46.190476
        ],
        [
            1.586478,
            2.289007,
            0.973659,
            1.156319,
            1.319609,
            1.012638
        ],
        [
            418152,
            418152,
            43617,
            241801,
            241801,
            162336
        ],
        [
            -27204,
            -16551,
            -27204,
            -102707,
            -55591,
            -102707
        ],
        [
            56,
            47,
            65,
            56,
            47,
            65
        ],
        [
            74,
            60,
            88,
            74,
            60,
            88
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            23873,
            10086,
            13787,
            23873,
            10086,
            13787
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            253170,
            311485,
            -581715,
            -578434,
            -337227,
            -580049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581998400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568557083,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 124
        }
    },
    "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)