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Trade: ETC/USDT/30/VWMA/ZLMA/5754

Strategy
ETC/USDT/30/VWMA/ZLMA/5754
Pair
ETC_USDT
Interval
30m
Score
302074
Daily Profit
0.259661
Profit Factor
1.380436
Profitability
42.245989
Streak
5.383267
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-13 12:11
Expiration Time
2025-12-27 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 135239.406 65633.9097 69605.4963 146365.082 78367.9626 67997.1194
Total P&L (%) 135.2394 65.6339 69.6055 146.3651 78.368 67.9971
Avg Daily Profit (%) 0.2597 0.126 0.1336 0.1733 0.1112 0.0997
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77154 -60753 -55437 -151354 -120713 -100637
Profit Factor 1.3804 1.384 1.3771 1.2319 1.2583 1.2075
Total Trades 187 94 93 187 94 93
Winning Trades 79 38 41 79 38 41
Losing Trades 108 56 52 108 56 52
Profitability (%) 42.246 40.4255 44.086 42.246 40.4255 44.086
Ratio Avg Win / Avg Loss 1.8872 2.0396 1.7466 1.6841 1.8544 1.5314
Largest Winning Trade 43141 41176 43141 71856 71856 52595
Largest Losing Trade -13422 -8923 -13422 -34668 -19383 -34668
Avg Bars in Trades 131 126 137 131 126 137
Avg Bars in Winners 176 177 174 176 177 174
Avg Bars in Losers 99 91 107 99 91 107
Bars Traded 24653 11888 12765 24653 11888 12765
Profit Streak 5.3833 5.3833 6.6541 5.3833 5.3833 6.6541
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302074 -27251 -15462 242815 -47527 -61923
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715347800000,
    "first_datapoint_time": 1715752800000,
    "last_datapoint_time": 1760346000000,
    "evaluation_time": 1760346714296,
    "expiration_time": 1766826000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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": [
        [
            135239.4060238791,
            65633.9097342196,
            69605.4962896595,
            146365.0820429218,
            78367.962615439,
            67997.1194274827
        ],
        [
            135.239406,
            65.63391,
            69.605496,
            146.365082,
            78.367963,
            67.997119
        ],
        [
            0.259661,
            0.126018,
            0.133643,
            0.173267,
            0.111169,
            0.099655
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77154,
            -60753,
            -55437,
            -151354,
            -120713,
            -100637
        ],
        [
            1.380436,
            1.384017,
            1.37712,
            1.231909,
            1.258337,
            1.20745
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            108,
            56,
            52,
            108,
            56,
            52
        ],
        [
            42.245989,
            40.425532,
            44.086022,
            42.245989,
            40.425532,
            44.086022
        ],
        [
            1.887178,
            2.039604,
            1.746592,
            1.684129,
            1.854392,
            1.531399
        ],
        [
            43141,
            41176,
            43141,
            71856,
            71856,
            52595
        ],
        [
            -13422,
            -8923,
            -13422,
            -34668,
            -19383,
            -34668
        ],
        [
            131,
            126,
            137,
            131,
            126,
            137
        ],
        [
            176,
            177,
            174,
            176,
            177,
            174
        ],
        [
            99,
            91,
            107,
            99,
            91,
            107
        ],
        [
            24653,
            11888,
            12765,
            24653,
            11888,
            12765
        ],
        [
            5.383267,
            5.383267,
            6.654101,
            5.383267,
            5.383267,
            6.654101
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302074,
            -27251,
            -15462,
            242815,
            -47527,
            -61923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715347800000,
    "first_datapoint_time": 1715752800000,
    "last_datapoint_time": 1760346000000,
    "evaluation_time": 1760346714296,
    "expiration_time": 1766826000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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)