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Trade: VET/USDT/15/DCM/SWMA/8865

Strategy
VET/USDT/15/DCM/SWMA/8865
Pair
VET_USDT
Interval
15m
Score
334800
Daily Profit
0.246390
Profit Factor
1.529304
Profitability
64.814815
Streak
5.617029
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 03:33
Expiration Time
2025-12-23 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72355.1384 8190.2661 64164.8723 62480.9357 -3199.8591 65680.7948
Total P&L (%) 72.3551 8.1903 64.1649 62.4809 -3.1999 65.6808
Avg Daily Profit (%) 0.2778 0.0315 0.2464 0.1866 -0.0125 0.1941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82974 -48615 -38744 -175696 -112331 -73711
Profit Factor 1.2405 1.0456 1.5293 1.1107 0.9903 1.2816
Total Trades 216 108 108 216 108 108
Winning Trades 137 67 70 137 67 70
Losing Trades 79 41 38 79 41 38
Profitability (%) 63.4259 62.037 64.8148 63.4259 62.037 64.8148
Ratio Avg Win / Avg Loss 0.7153 0.6398 0.8302 0.6405 0.606 0.6957
Largest Winning Trade 11605 11605 11297 23917 22915 23917
Largest Losing Trade -23984 -16541 -23984 -62952 -39847 -62952
Avg Bars in Trades 114 118 110 114 118 110
Avg Bars in Winners 74 67 82 74 67 82
Avg Bars in Losers 183 203 162 183 203 162
Bars Traded 24777 12841 11936 24777 12841 11936
Profit Streak 0 0 5.617 0 0 5.617
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 281359 -488784 334800 -91903 -580879 267851
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737470700000,
    "first_datapoint_time": 1737617400000,
    "last_datapoint_time": 1759969800000,
    "evaluation_time": 1759970011356,
    "expiration_time": 1766449800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 164,
            "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": [
        [
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            8190.2661079306,
            64164.8723209798,
            62480.9357330772,
            -3199.859094784,
            65680.7948278614
        ],
        [
            72.355138,
            8.190266,
            64.164872,
            62.480936,
            -3.199859,
            65.680795
        ],
        [
            0.27784,
            0.03145,
            0.24639,
            0.186561,
            -0.012487,
            0.194064
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82974,
            -48615,
            -38744,
            -175696,
            -112331,
            -73711
        ],
        [
            1.240521,
            1.045602,
            1.529304,
            1.110736,
            0.990333,
            1.281635
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            137,
            67,
            70,
            137,
            67,
            70
        ],
        [
            79,
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            38,
            79,
            41,
            38
        ],
        [
            63.425926,
            62.037037,
            64.814815,
            63.425926,
            62.037037,
            64.814815
        ],
        [
            0.715337,
            0.639846,
            0.830194,
            0.640497,
            0.606025,
            0.695745
        ],
        [
            11605,
            11605,
            11297,
            23917,
            22915,
            23917
        ],
        [
            -23984,
            -16541,
            -23984,
            -62952,
            -39847,
            -62952
        ],
        [
            114,
            118,
            110,
            114,
            118,
            110
        ],
        [
            74,
            67,
            82,
            74,
            67,
            82
        ],
        [
            183,
            203,
            162,
            183,
            203,
            162
        ],
        [
            24777,
            12841,
            11936,
            24777,
            12841,
            11936
        ],
        [
            0,
            0,
            5.617029,
            0,
            0,
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        ],
        [
            0,
            0,
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            0,
            0,
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        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            281359,
            -488784,
            334800,
            -91903,
            -580879,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737470700000,
    "first_datapoint_time": 1737617400000,
    "last_datapoint_time": 1759969800000,
    "evaluation_time": 1759970011356,
    "expiration_time": 1766449800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 164,
            "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)