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Trade: STX/USDT/30/SSF/VWMA/7695

Strategy
STX/USDT/30/SSF/VWMA/7695
Pair
STX_USDT
Interval
30m
Score
343875
Daily Profit
0.349222
Profit Factor
1.344894
Profitability
61.904762
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 04:19
Expiration Time
2025-12-16 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 181885.2297 58138.4701 123746.7596 202626.3374 58236.6105 144389.7269
Total P&L (%) 181.8852 58.1385 123.7468 202.6263 58.2366 144.3897
Avg Daily Profit (%) 0.3492 0.1116 0.2376 0.2128 0.0882 0.1717
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104399 -47557 -70797 -109493 -67812 -64724
Profit Factor 1.3449 1.1836 1.5872 1.3032 1.1493 1.5189
Total Trades 189 94 95 189 94 95
Winning Trades 117 58 59 117 58 59
Losing Trades 72 36 36 72 36 36
Profitability (%) 61.9048 61.7021 62.1053 61.9048 61.7021 62.1053
Ratio Avg Win / Avg Loss 0.8276 0.7347 0.9685 0.8019 0.7133 0.9268
Largest Winning Trade 27406 27406 20288 40667 40667 27642
Largest Losing Trade -38887 -38887 -19365 -57344 -57344 -40681
Avg Bars in Trades 130 143 118 130 143 118
Avg Bars in Winners 113 119 107 113 119 107
Avg Bars in Losers 159 180 138 159 180 138
Bars Traded 24751 13451 11300 24751 13451 11300
Profit Streak 0 2.5132 0 0 2.5132 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343875 -65930 317318 292727 -135001 282019
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714368600000,
    "first_datapoint_time": 1714744800000,
    "last_datapoint_time": 1759366800000,
    "evaluation_time": 1759367940848,
    "expiration_time": 1765846800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "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": [
        [
            181885.2297041935,
            58138.4700717747,
            123746.7596324185,
            202626.3374188688,
            58236.6105292569,
            144389.7268896119
        ],
        [
            181.88523,
            58.13847,
            123.74676,
            202.626337,
            58.236611,
            144.389727
        ],
        [
            0.349222,
            0.111627,
            0.237595,
            0.212835,
            0.088152,
            0.171718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104399,
            -47557,
            -70797,
            -109493,
            -67812,
            -64724
        ],
        [
            1.344894,
            1.183621,
            1.587193,
            1.303153,
            1.149278,
            1.518876
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            61.904762,
            61.702128,
            62.105263,
            61.904762,
            61.702128,
            62.105263
        ],
        [
            0.827627,
            0.734661,
            0.968457,
            0.80194,
            0.713345,
            0.926772
        ],
        [
            27406,
            27406,
            20288,
            40667,
            40667,
            27642
        ],
        [
            -38887,
            -38887,
            -19365,
            -57344,
            -57344,
            -40681
        ],
        [
            130,
            143,
            118,
            130,
            143,
            118
        ],
        [
            113,
            119,
            107,
            113,
            119,
            107
        ],
        [
            159,
            180,
            138,
            159,
            180,
            138
        ],
        [
            24751,
            13451,
            11300,
            24751,
            13451,
            11300
        ],
        [
            0,
            2.513204,
            0,
            0,
            2.513204,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343875,
            -65930,
            317318,
            292727,
            -135001,
            282019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714368600000,
    "first_datapoint_time": 1714744800000,
    "last_datapoint_time": 1759366800000,
    "evaluation_time": 1759367940848,
    "expiration_time": 1765846800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "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)