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Trade: STX/USDT/720/HWMA/VWMA/9981

Strategy
STX/USDT/720/HWMA/VWMA/9981
Pair
STX_USDT
Interval
12h
Score
435364
Daily Profit
0.158415
Profit Factor
2.031513
Profitability
50.000000
Streak
128.929487
Best Strategy
Training Data Length
2162.000000
Evaluation Time
2025-09-26 13:18
Expiration Time
2025-11-28 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -635927.0914 117073.7871 -753000.8785 -406808.8538 2963760.7546 -3370569.6083
Total P&L (%) -635.9271 117.0738 -753.0009 -406.8089 2963.7608 -3370.5696
Avg Daily Profit (%) -0.2941 0.0542 -0.3483 0 0.1584 0
Buy And Hold Return (%) 267.0732 267.0732 267.0732 267.0732 267.0732 267.0732
Max Trade Drawdown -900045 -115079 -864182 -6398180 -2609638 -5087751
Profit Factor 0.4706 1.6469 0.2619 0.9621 2.0315 0.5708
Total Trades 69 34 35 69 34 35
Winning Trades 56 28 28 30 17 13
Losing Trades 13 6 7 39 17 22
Profitability (%) 81.1594 82.3529 80 43.4783 50 37.1429
Ratio Avg Win / Avg Loss 0.1092 0.3529 0.0655 1.2507 2.0315 0.9659
Largest Winning Trade 55797 55797 43830 4840328 4840328 2758480
Largest Losing Trade -525747 -85375 -525747 -3831347 -597484 -3831347
Avg Bars in Trades 57 66 49 57 66 49
Avg Bars in Winners 20 24 16 70 102 28
Avg Bars in Losers 216 258 179 47 29 61
Bars Traded 3970 2249 1721 3970 2249 1721
Profit Streak 77.4295 0 281.4295 0 128.9295 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -682218 -281941 -575549 -687925 435364 -585787

Evaluation Data

{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4324,
    "evaluation_days": 2162,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1582200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881907698,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.5361,
            "nb": 0.1,
            "nc": 0.07371
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "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": [
        [
            -635927.0914316188,
            117073.7870755034,
            -753000.8785071222,
            -406808.8537516105,
            2963760.754574879,
            -3370569.608326489
        ],
        [
            -635.927091,
            117.073787,
            -753.000879,
            -406.808854,
            2963.760755,
            -3370.569608
        ],
        [
            -0.294138,
            0.054151,
            -0.348289,
            0,
            0.158415,
            0
        ],
        [
            267.073171,
            267.073171,
            267.073171,
            267.073171,
            267.073171,
            267.073171
        ],
        [
            -900045,
            -115079,
            -864182,
            -6398180,
            -2609638,
            -5087751
        ],
        [
            0.470578,
            1.646851,
            0.261895,
            0.962071,
            2.031513,
            0.570763
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            56,
            28,
            28,
            30,
            17,
            13
        ],
        [
            13,
            6,
            7,
            39,
            17,
            22
        ],
        [
            81.15942,
            82.352941,
            80,
            43.478261,
            50,
            37.142857
        ],
        [
            0.109241,
            0.352897,
            0.065474,
            1.250693,
            2.031513,
            0.965906
        ],
        [
            55797,
            55797,
            43830,
            4840328,
            4840328,
            2758480
        ],
        [
            -525747,
            -85375,
            -525747,
            -3831347,
            -597484,
            -3831347
        ],
        [
            57,
            66,
            49,
            57,
            66,
            49
        ],
        [
            20,
            24,
            16,
            70,
            102,
            28
        ],
        [
            216,
            258,
            179,
            47,
            29,
            61
        ],
        [
            3970,
            2249,
            1721,
            3970,
            2249,
            1721
        ],
        [
            77.429487,
            0,
            281.429487,
            0,
            128.929487,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -682218,
            -281941,
            -575549,
            -687925,
            435364,
            -585787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4324,
    "evaluation_days": 2162,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1582200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881907698,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.5361,
            "nb": 0.1,
            "nc": 0.07371
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "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)