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Trade: ETC/USDT/15/VWMA/SMA/5678

Strategy
ETC/USDT/15/VWMA/SMA/5678
Pair
ETC_USDT
Interval
15m
Score
314522
Daily Profit
0.253894
Profit Factor
1.217820
Profitability
59.420290
Streak
6.046930
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 01:37
Expiration Time
2025-12-25 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66118.96 18501.3332 47617.6268 51190.8023 19666.295 31524.5073
Total P&L (%) 66.119 18.5013 47.6176 51.1908 19.6663 31.5245
Avg Daily Profit (%) 0.2539 0.071 0.1828 0.1589 0.069 0.1053
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54116 -25726 -46412 -96297 -38264 -83769
Profit Factor 1.2178 1.1187 1.3224 1.1204 1.0948 1.1448
Total Trades 276 138 138 276 138 138
Winning Trades 164 84 80 164 84 80
Losing Trades 112 54 58 112 54 58
Profitability (%) 59.4203 60.8696 57.971 59.4203 60.8696 57.971
Ratio Avg Win / Avg Loss 0.8317 0.7192 0.9587 0.7652 0.7038 0.83
Largest Winning Trade 18092 8832 18092 23163 12907 23163
Largest Losing Trade -26804 -18204 -26804 -46018 -21760 -46018
Avg Bars in Trades 89 93 86 89 93 86
Avg Bars in Winners 72 67 78 72 67 78
Avg Bars in Losers 115 133 98 115 133 98
Bars Traded 24835 12881 11953 24835 12881 11953
Profit Streak 6.0469 6.5157 6.0469 6.0469 6.5157 6.0469
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314522 -196114 200735 -80718 -224386 -117243
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737636300000,
    "first_datapoint_time": 1737760500000,
    "last_datapoint_time": 1760135400000,
    "evaluation_time": 1760135854751,
    "expiration_time": 1766615400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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": [
        [
            66118.9600332821,
            18501.3332307192,
            47617.6268025629,
            51190.8023198433,
            19666.295016779,
            31524.5073030641
        ],
        [
            66.11896,
            18.501333,
            47.617627,
            51.190802,
            19.666295,
            31.524507
        ],
        [
            0.253894,
            0.071044,
            0.182849,
            0.158859,
            0.068965,
            0.105279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54116,
            -25726,
            -46412,
            -96297,
            -38264,
            -83769
        ],
        [
            1.21782,
            1.11872,
            1.322377,
            1.120419,
            1.094832,
            1.144789
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            164,
            84,
            80,
            164,
            84,
            80
        ],
        [
            112,
            54,
            58,
            112,
            54,
            58
        ],
        [
            59.42029,
            60.869565,
            57.971014,
            59.42029,
            60.869565,
            57.971014
        ],
        [
            0.831682,
            0.719177,
            0.958724,
            0.765164,
            0.703821,
            0.829972
        ],
        [
            18092,
            8832,
            18092,
            23163,
            12907,
            23163
        ],
        [
            -26804,
            -18204,
            -26804,
            -46018,
            -21760,
            -46018
        ],
        [
            89,
            93,
            86,
            89,
            93,
            86
        ],
        [
            72,
            67,
            78,
            72,
            67,
            78
        ],
        [
            115,
            133,
            98,
            115,
            133,
            98
        ],
        [
            24835,
            12881,
            11953,
            24835,
            12881,
            11953
        ],
        [
            6.04693,
            6.51568,
            6.04693,
            6.04693,
            6.51568,
            6.04693
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314522,
            -196114,
            200735,
            -80718,
            -224386,
            -117243
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737636300000,
    "first_datapoint_time": 1737760500000,
    "last_datapoint_time": 1760135400000,
    "evaluation_time": 1760135854751,
    "expiration_time": 1766615400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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)