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Trade: ALGO/USDT/240/VWAP/BBU/5983

Strategy
ALGO/USDT/240/VWAP/BBU/5983
Pair
ALGO_USDT
Interval
4h
Score
502056
Daily Profit
0.182411
Profit Factor
2.434958
Profitability
75.000000
Streak
334.213289
Best Strategy
Training Data Length
2302.170000
Evaluation Time
2025-10-10 12:07
Expiration Time
2025-12-18 11:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443408.8364 419942.179 23466.6574 49482.2893 90911.6703 -41429.381
Total P&L (%) 443.4088 419.9422 23.4667 49.4823 90.9117 -41.4294
Avg Daily Profit (%) 0.1926 0.1824 0.0102 0.0175 0.0281 -0.0232
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156779 -143498 -21373 -1394107 -1194405 -288459
Profit Factor 2.2791 2.435 1.4345 1.0242 1.0534 0.8804
Total Trades 65 32 33 65 32 33
Winning Trades 47 24 23 47 24 23
Losing Trades 18 8 10 18 8 10
Profitability (%) 72.3077 75 69.697 72.3077 75 69.697
Ratio Avg Win / Avg Loss 0.8728 0.8117 0.6237 0.3922 0.3511 0.3828
Largest Winning Trade 312262 312262 12479 764019 764019 125881
Largest Losing Trade -82030 -82030 -19762 -1036662 -1036662 -288459
Avg Bars in Trades 191 385 3 191 385 3
Avg Bars in Winners 78 150 3 78 150 3
Avg Bars in Losers 487 1090 5 487 1090 5
Bars Traded 12467 12337 130 12467 12337 130
Profit Streak 0 334.2133 0 0 334.2133 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123989 502056 -181748 -499625 -314160 -577971
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563091200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087228214,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 3.09647
        }
    }
}
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": [
        [
            443408.8363883839,
            419942.1789636307,
            23466.6574247531,
            49482.289343541,
            90911.670347271,
            -41429.38100373
        ],
        [
            443.408836,
            419.942179,
            23.466657,
            49.482289,
            90.91167,
            -41.429381
        ],
        [
            0.192605,
            0.182411,
            0.010193,
            0.017464,
            0.028092,
            -0.023234
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156779,
            -143498,
            -21373,
            -1394107,
            -1194405,
            -288459
        ],
        [
            2.279076,
            2.434958,
            1.434471,
            1.024161,
            1.053428,
            0.880401
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            72.307692,
            75,
            69.69697,
            72.307692,
            75,
            69.69697
        ],
        [
            0.872838,
            0.811653,
            0.623683,
            0.392232,
            0.351143,
            0.382783
        ],
        [
            312262,
            312262,
            12479,
            764019,
            764019,
            125881
        ],
        [
            -82030,
            -82030,
            -19762,
            -1036662,
            -1036662,
            -288459
        ],
        [
            191,
            385,
            3,
            191,
            385,
            3
        ],
        [
            78,
            150,
            3,
            78,
            150,
            3
        ],
        [
            487,
            1090,
            5,
            487,
            1090,
            5
        ],
        [
            12467,
            12337,
            130,
            12467,
            12337,
            130
        ],
        [
            0,
            334.213289,
            0,
            0,
            334.21329,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123989,
            502056,
            -181748,
            -499625,
            -314160,
            -577971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563091200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087228214,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 3.09647
        }
    }
}

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)