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Trade: MATIC/USDT/480/VWMA/MIDPRICE/4100

Strategy
MATIC/USDT/480/VWMA/MIDPRICE/4100
Pair
MATIC_USDT
Interval
8h
Score
340075
Daily Profit
1.898470
Profit Factor
14.128212
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-09-28 19:56
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3583637.7248 3728595.3525 -144957.6277 68664.0738 483522.6152 -414858.5414
Total P&L (%) 3583.6377 3728.5954 -144.9576 68.6641 483.5226 -414.8585
Avg Daily Profit (%) 1.8247 1.8985 -0.0738 0.0266 0.0899 0
Buy And Hold Return (%) 2239.0875 2239.0875 2239.0875 2239.0875 2239.0875 2239.0875
Max Trade Drawdown -135914 -67099 -170077 -394644 -184198 -435295
Profit Factor 6.9026 14.1282 0.5514 1.0495 1.8471 0.4917
Total Trades 76 38 38 76 38 38
Winning Trades 29 15 14 29 15 14
Losing Trades 47 23 24 47 23 24
Profitability (%) 38.1579 39.4737 36.8421 38.1579 39.4737 36.8421
Ratio Avg Win / Avg Loss 11.187 21.6633 0.9452 1.7009 2.8323 0.843
Largest Winning Trade 3735209 3735209 53239 526176 526176 164809
Largest Losing Trade -52357 -36836 -52357 -282865 -105906 -282865
Avg Bars in Trades 72 103 41 72 103 41
Avg Bars in Winners 87 116 56 87 116 56
Avg Bars in Losers 63 95 32 63 95 32
Bars Traded 5510 3932 1579 5510 3932 1579
Profit Streak 0 0 479.0391 0 0 479.0391
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45351 340075 -585297 -546433 -239355 -585297
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5892,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556265600000,
    "first_datapoint_time": 1562688000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759078580678,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "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": [
        [
            3583637.7247537947,
            3728595.3524685865,
            -144957.6277147924,
            68664.0738340597,
            483522.6152161995,
            -414858.5413821405
        ],
        [
            3583.637725,
            3728.595352,
            -144.957628,
            68.664074,
            483.522615,
            -414.858541
        ],
        [
            1.824663,
            1.89847,
            -0.073807,
            0.02662,
            0.089853,
            0
        ],
        [
            2239.087546,
            2239.087546,
            2239.087546,
            2239.087546,
            2239.087546,
            2239.087546
        ],
        [
            -135914,
            -67099,
            -170077,
            -394644,
            -184198,
            -435295
        ],
        [
            6.902613,
            14.128212,
            0.551372,
            1.049506,
            1.847148,
            0.491734
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            38.157895,
            39.473684,
            36.842105,
            38.157895,
            39.473684,
            36.842105
        ],
        [
            11.186994,
            21.663259,
            0.94521,
            1.700923,
            2.832293,
            0.842973
        ],
        [
            3735209,
            3735209,
            53239,
            526176,
            526176,
            164809
        ],
        [
            -52357,
            -36836,
            -52357,
            -282865,
            -105906,
            -282865
        ],
        [
            72,
            103,
            41,
            72,
            103,
            41
        ],
        [
            87,
            116,
            56,
            87,
            116,
            56
        ],
        [
            63,
            95,
            32,
            63,
            95,
            32
        ],
        [
            5510,
            3932,
            1579,
            5510,
            3932,
            1579
        ],
        [
            0,
            0,
            479.039128,
            0,
            0,
            479.039128
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45351,
            340075,
            -585297,
            -546433,
            -239355,
            -585297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5892,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556265600000,
    "first_datapoint_time": 1562688000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759078580678,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "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)