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Trade: GALA/USDT/5/VWAP/LINREG/6093

Strategy
GALA/USDT/5/VWAP/LINREG/6093
Pair
GALA_USDT
Interval
5m
Score
407483
Daily Profit
2.543145
Profit Factor
1.907352
Profitability
42.460317
Streak
0.576237
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 09:39
Expiration Time
2025-12-25 08:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220770.4328 153469.3465 67301.0863 236906.1036 195655.8462 41250.2574
Total P&L (%) 220.7704 153.4693 67.3011 236.9061 195.6558 41.2503
Avg Daily Profit (%) 2.5431 1.7679 0.7753 1.409 1.2566 0.3986
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54120 -27397 -30421 -43121 -21373 -21682
Profit Factor 1.9074 2.3226 1.5288 2.2838 3.2331 1.4256
Total Trades 252 126 126 252 126 126
Winning Trades 107 54 53 107 54 53
Losing Trades 145 72 73 145 72 73
Profitability (%) 42.4603 42.8571 42.0635 42.4603 42.8571 42.0635
Ratio Avg Win / Avg Loss 2.5847 3.0968 2.1057 3.0949 4.3108 1.9636
Largest Winning Trade 171523 171523 75670 212826 212826 53447
Largest Losing Trade -6951 -5904 -6951 -5458 -4817 -5458
Avg Bars in Trades 98 104 91 98 104 91
Avg Bars in Winners 132 139 124 132 139 124
Avg Bars in Losers 72 77 68 72 77 68
Bars Traded 24711 13140 11571 24711 13140 11571
Profit Streak 0.5762 0.5762 2.861 0.5762 0.5762 2.861
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407483 348952 334270 398195 406228 126165
Evaluation Data
{
    "trading_pair": "GALA_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752664800000,
    "first_datapoint_time": 1752705900000,
    "last_datapoint_time": 1760164500000,
    "evaluation_time": 1760164786896,
    "expiration_time": 1766644500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 138,
            "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": [
        [
            220770.4327820984,
            153469.3464633868,
            67301.0863187116,
            236906.1035870024,
            195655.8461614169,
            41250.2574255854
        ],
        [
            220.770433,
            153.469346,
            67.301086,
            236.906104,
            195.655846,
            41.250257
        ],
        [
            2.543145,
            1.767876,
            0.775269,
            1.409021,
            1.256563,
            0.39863
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54120,
            -27397,
            -30421,
            -43121,
            -21373,
            -21682
        ],
        [
            1.907352,
            2.322602,
            1.528776,
            2.283797,
            3.233082,
            1.425618
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            42.460317,
            42.857143,
            42.063492,
            42.460317,
            42.857143,
            42.063492
        ],
        [
            2.584729,
            3.096803,
            2.105673,
            3.094866,
            4.310775,
            1.963587
        ],
        [
            171523,
            171523,
            75670,
            212826,
            212826,
            53447
        ],
        [
            -6951,
            -5904,
            -6951,
            -5458,
            -4817,
            -5458
        ],
        [
            98,
            104,
            91,
            98,
            104,
            91
        ],
        [
            132,
            139,
            124,
            132,
            139,
            124
        ],
        [
            72,
            77,
            68,
            72,
            77,
            68
        ],
        [
            24711,
            13140,
            11571,
            24711,
            13140,
            11571
        ],
        [
            0.576237,
            0.576237,
            2.860959,
            0.576237,
            0.576237,
            2.860959
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407483,
            348952,
            334270,
            398195,
            406228,
            126165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GALA_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752664800000,
    "first_datapoint_time": 1752705900000,
    "last_datapoint_time": 1760164500000,
    "evaluation_time": 1760164786896,
    "expiration_time": 1766644500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 138,
            "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)