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Trade: STX/USDT/720/VWAP/HWMA/8247

Strategy
STX/USDT/720/VWAP/HWMA/8247
Pair
STX_USDT
Interval
12h
Score
473116
Daily Profit
0.166856
Profit Factor
1.868608
Profitability
62.790698
Streak
84.854154
Best Strategy
Training Data Length
2162.000000
Evaluation Time
2025-09-25 11:29
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 -348587.358 98178.7191 -446766.0771 -130542.8467 3576069.6452 -3706612.4919
Total P&L (%) -348.5874 98.1787 -446.7661 -130.5428 3576.0696 -3706.6125
Avg Daily Profit (%) -0.1612 0.0454 -0.2066 0 0.1669 0
Buy And Hold Return (%) 524.4813 524.4813 524.4813 524.4813 524.4813 524.4813
Max Trade Drawdown -714901 -193131 -594064 -10321527 -3914406 -7195015
Profit Factor 0.6526 1.3291 0.3664 0.9903 1.8686 0.6006
Total Trades 87 43 44 87 43 44
Winning Trades 49 21 28 51 27 24
Losing Trades 38 22 16 36 16 20
Profitability (%) 56.3218 48.8372 63.6364 58.6207 62.7907 54.5455
Ratio Avg Win / Avg Loss 0.5061 1.3924 0.2094 0.699 1.1073 0.5005
Largest Winning Trade 58112 58112 47416 3093923 2030512 3093923
Largest Losing Trade -316995 -47816 -316995 -6720685 -2942330 -6720685
Avg Bars in Trades 47 49 44 47 49 44
Avg Bars in Winners 19 23 16 52 59 45
Avg Bars in Losers 82 74 93 39 33 43
Bars Traded 4098 2136 1962 4098 2136 1962
Profit Streak 8.3542 0 11.3542 0 84.8542 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579053 -298175 -578317 -579428 473116 -580130

Evaluation Data

{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4324,
    "evaluation_days": 2162,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1580212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758788998901,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 191,
            "na": 0.2,
            "nb": 0.80768,
            "nc": 0.1
        }
    }
}
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": [
        [
            -348587.35800454,
            98178.719084044,
            -446766.0770885838,
            -130542.8467188296,
            3576069.64519834,
            -3706612.491917168
        ],
        [
            -348.587358,
            98.178719,
            -446.766077,
            -130.542847,
            3576.069645,
            -3706.612492
        ],
        [
            -0.161234,
            0.045411,
            -0.206645,
            0,
            0.166856,
            0
        ],
        [
            524.481328,
            524.481328,
            524.481328,
            524.481328,
            524.481328,
            524.481328
        ],
        [
            -714901,
            -193131,
            -594064,
            -10321527,
            -3914406,
            -7195015
        ],
        [
            0.652596,
            1.3291,
            0.366363,
            0.990256,
            1.868608,
            0.600578
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            49,
            21,
            28,
            51,
            27,
            24
        ],
        [
            38,
            22,
            16,
            36,
            16,
            20
        ],
        [
            56.321839,
            48.837209,
            63.636364,
            58.62069,
            62.790698,
            54.545455
        ],
        [
            0.506095,
            1.39239,
            0.20935,
            0.699004,
            1.107323,
            0.500482
        ],
        [
            58112,
            58112,
            47416,
            3093923,
            2030512,
            3093923
        ],
        [
            -316995,
            -47816,
            -316995,
            -6720685,
            -2942330,
            -6720685
        ],
        [
            47,
            49,
            44,
            47,
            49,
            44
        ],
        [
            19,
            23,
            16,
            52,
            59,
            45
        ],
        [
            82,
            74,
            93,
            39,
            33,
            43
        ],
        [
            4098,
            2136,
            1962,
            4098,
            2136,
            1962
        ],
        [
            8.354154,
            0,
            11.354154,
            0,
            84.854154,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579053,
            -298175,
            -578317,
            -579428,
            473116,
            -580130
        ]
    ]
}
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": 1580212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758788998901,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 191,
            "na": 0.2,
            "nb": 0.80768,
            "nc": 0.1
        }
    }
}

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)