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Trade: VET/USDT/360/SWMA/WMA/1370

Strategy
VET/USDT/360/SWMA/WMA/1370
Pair
VET_USDT
Interval
6h
Score
533886
Daily Profit
0.538412
Profit Factor
9.335589
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-12 17:24
Expiration Time
2025-12-26 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1518335.8921 1348182.7252 170153.1669 29174534.5948 16457072.8066 12717461.7883
Total P&L (%) 1518.3359 1348.1827 170.1532 29174.5346 16457.0728 12717.4618
Avg Daily Profit (%) 0.6064 0.5384 0.068 0.2271 0.2043 0.194
Buy And Hold Return (%) 316.2279 316.2279 316.2279 316.2279 316.2279 316.2279
Max Trade Drawdown -95546 -52499 -63120 -29372218 -17993214 -19072041
Profit Factor 5.1129 9.3356 1.8203 1.3634 1.385 1.3388
Total Trades 60 30 30 60 30 30
Winning Trades 27 13 14 27 13 14
Losing Trades 33 17 16 33 17 16
Profitability (%) 45 43.3333 46.6667 45 43.3333 46.6667
Ratio Avg Win / Avg Loss 6.2491 12.2081 2.0804 1.6663 1.8111 1.53
Largest Winning Trade 790155 790155 58699 18106962 18106962 17221454
Largest Losing Trade -35472 -21490 -35472 -13472640 -7855584 -13472640
Avg Bars in Trades 161 148 175 161 148 175
Avg Bars in Winners 277 247 305 277 247 305
Avg Bars in Losers 67 72 61 67 72 61
Bars Traded 9711 4442 5269 9711 4442 5269
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157565 533886 -265870 -165592 257343 290684
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543924800000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279060308,
    "expiration_time": 1766760768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "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": [
        [
            1518335.8921160558,
            1348182.7251998396,
            170153.1669162167,
            29174534.594816234,
            16457072.806562351,
            12717461.788253874
        ],
        [
            1518.335892,
            1348.182725,
            170.153167,
            29174.534595,
            16457.072807,
            12717.461788
        ],
        [
            0.606364,
            0.538412,
            0.067953,
            0.227067,
            0.204258,
            0.194014
        ],
        [
            316.22786,
            316.22786,
            316.22786,
            316.22786,
            316.22786,
            316.22786
        ],
        [
            -95546,
            -52499,
            -63120,
            -29372218,
            -17993214,
            -19072041
        ],
        [
            5.112917,
            9.335589,
            1.820313,
            1.363372,
            1.384994,
            1.338753
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            45,
            43.333333,
            46.666667,
            45,
            43.333333,
            46.666667
        ],
        [
            6.249121,
            12.208078,
            2.080358,
            1.666344,
            1.811146,
            1.530003
        ],
        [
            790155,
            790155,
            58699,
            18106962,
            18106962,
            17221454
        ],
        [
            -35472,
            -21490,
            -35472,
            -13472640,
            -7855584,
            -13472640
        ],
        [
            161,
            148,
            175,
            161,
            148,
            175
        ],
        [
            277,
            247,
            305,
            277,
            247,
            305
        ],
        [
            67,
            72,
            61,
            67,
            72,
            61
        ],
        [
            9711,
            4442,
            5269,
            9711,
            4442,
            5269
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157565,
            533886,
            -265870,
            -165592,
            257343,
            290684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543924800000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279060308,
    "expiration_time": 1766760768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "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)