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Trade: ETC/USDT/480/SSF/VWMA/3362

Strategy
ETC/USDT/480/SSF/VWMA/3362
Pair
ETC_USDT
Interval
8h
Score
446901
Daily Profit
0.240653
Profit Factor
3.242667
Profitability
50.000000
Streak
124.646555
Best Strategy
Training Data Length
2506.330000
Evaluation Time
2025-10-11 02:31
Expiration Time
2025-12-24 22:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 639833.0351 603156.9254 36676.1097 472103.6459 856473.1185 -384369.4726
Total P&L (%) 639.833 603.1569 36.6761 472.1036 856.4731 -384.3695
Avg Daily Profit (%) 0.2553 0.2407 0.0146 0.0696 0.0901 0
Buy And Hold Return (%) 203.3642 203.3642 203.3642 203.3642 203.3642 203.3642
Max Trade Drawdown -194091 -126422 -113216 -3278899 -1902857 -1807519
Profit Factor 2.1717 3.2427 1.1323 1.0959 1.3575 0.8479
Total Trades 77 38 39 77 38 39
Winning Trades 41 19 22 41 19 22
Losing Trades 36 19 17 36 19 17
Profitability (%) 53.2468 50 56.4103 53.2468 50 56.4103
Ratio Avg Win / Avg Loss 1.9068 3.2427 0.875 0.9622 1.3575 0.6552
Largest Winning Trade 307449 307449 39100 1111066 1111066 770525
Largest Losing Trade -79623 -32656 -79623 -1048416 -1048416 -1003100
Avg Bars in Trades 94 128 60 94 128 60
Avg Bars in Winners 111 151 76 111 151 76
Avg Bars in Losers 75 105 41 75 105 41
Bars Traded 7258 4885 2374 7258 4885 2374
Profit Streak 124.6466 124.6466 260.9799 124.6466 124.6466 260.9799
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34776 446901 -413471 -265892 -72835 -578552
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 2506.33,
    "actual_first_datapoint_time": 1543593600000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760139062389,
    "expiration_time": 1766608416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 80,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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": [
        [
            639833.0350780993,
            603156.9253604423,
            36676.1097176572,
            472103.6459090349,
            856473.118512906,
            -384369.4726038714
        ],
        [
            639.833035,
            603.156925,
            36.67611,
            472.103646,
            856.473119,
            -384.369473
        ],
        [
            0.255287,
            0.240653,
            0.014633,
            0.069614,
            0.090136,
            0
        ],
        [
            203.364184,
            203.364184,
            203.364184,
            203.364184,
            203.364184,
            203.364184
        ],
        [
            -194091,
            -126422,
            -113216,
            -3278899,
            -1902857,
            -1807519
        ],
        [
            2.171668,
            3.242667,
            1.132337,
            1.095883,
            1.357461,
            0.847939
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            53.246753,
            50,
            56.410256,
            53.246753,
            50,
            56.410256
        ],
        [
            1.90683,
            3.242667,
            0.874988,
            0.962239,
            1.357461,
            0.655226
        ],
        [
            307449,
            307449,
            39100,
            1111066,
            1111066,
            770525
        ],
        [
            -79623,
            -32656,
            -79623,
            -1048416,
            -1048416,
            -1003100
        ],
        [
            94,
            128,
            60,
            94,
            128,
            60
        ],
        [
            111,
            151,
            76,
            111,
            151,
            76
        ],
        [
            75,
            105,
            41,
            75,
            105,
            41
        ],
        [
            7258,
            4885,
            2374,
            7258,
            4885,
            2374
        ],
        [
            124.646555,
            124.646555,
            260.979889,
            124.646555,
            124.646555,
            260.979889
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34776,
            446901,
            -413471,
            -265892,
            -72835,
            -578552
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 2506.33,
    "actual_first_datapoint_time": 1543593600000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760139062389,
    "expiration_time": 1766608416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 80,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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)