← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/240/VWMA/BBU/8482

Strategy
ALGO/USDT/240/VWMA/BBU/8482
Pair
ALGO_USDT
Interval
4h
Score
302560
Daily Profit
0.198198
Profit Factor
1.715288
Profitability
39.560440
Streak
83.871935
Best Strategy
Training Data Length
2293.830000
Evaluation Time
2025-10-02 03:55
Expiration Time
2025-12-09 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454632.8222 458084.4654 -3451.6432 16700.8843 79318.3285 -62617.4441
Total P&L (%) 454.6328 458.0845 -3.4516 16.7009 79.3183 -62.6174
Avg Daily Profit (%) 0.1982 0.1997 -0.0015 0.0067 0.0255 -0.0429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140629 -182455 -95907 -180521 -175309 -118525
Profit Factor 1.7153 2.1582 0.9856 1.0262 1.1961 0.7324
Total Trades 91 46 45 91 46 45
Winning Trades 36 16 20 36 16 20
Losing Trades 55 30 25 55 30 25
Profitability (%) 39.5604 34.7826 44.4444 39.5604 34.7826 44.4444
Ratio Avg Win / Avg Loss 2.6206 4.0467 1.232 1.5677 2.2428 0.9155
Largest Winning Trade 294351 294351 48161 141665 141665 35793
Largest Losing Trade -36502 -36502 -31559 -47632 -47632 -35956
Avg Bars in Trades 141 154 127 141 154 127
Avg Bars in Winners 222 268 185 222 268 185
Avg Bars in Losers 88 94 81 88 94 81
Bars Traded 12864 7116 5747 12864 7116 5747
Profit Streak 83.8719 109.2053 83.8719 83.8719 109.2053 83.8719
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302560 246159 -580647 -386007 -167396 -582314
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13763,
    "evaluation_days": 2293.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564646400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759366535194,
    "expiration_time": 1765308816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "offset": 216
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 207,
            "offset": 0,
            "std": 2.14051
        }
    }
}
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": [
        [
            454632.8221976855,
            458084.46543329,
            -3451.6432356046,
            16700.884325446,
            79318.3284595775,
            -62617.4441341316
        ],
        [
            454.632822,
            458.084465,
            -3.451643,
            16.700884,
            79.318328,
            -62.617444
        ],
        [
            0.198198,
            0.199703,
            -0.001505,
            0.006733,
            0.025463,
            -0.042887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140629,
            -182455,
            -95907,
            -180521,
            -175309,
            -118525
        ],
        [
            1.715288,
            2.158243,
            0.985624,
            1.026162,
            1.196147,
            0.732374
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            39.56044,
            34.782609,
            44.444444,
            39.56044,
            34.782609,
            44.444444
        ],
        [
            2.620579,
            4.046706,
            1.23203,
            1.567748,
            2.242775,
            0.915467
        ],
        [
            294351,
            294351,
            48161,
            141665,
            141665,
            35793
        ],
        [
            -36502,
            -36502,
            -31559,
            -47632,
            -47632,
            -35956
        ],
        [
            141,
            154,
            127,
            141,
            154,
            127
        ],
        [
            222,
            268,
            185,
            222,
            268,
            185
        ],
        [
            88,
            94,
            81,
            88,
            94,
            81
        ],
        [
            12864,
            7116,
            5747,
            12864,
            7116,
            5747
        ],
        [
            83.871935,
            109.205268,
            83.871935,
            83.871935,
            109.205268,
            83.871935
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302560,
            246159,
            -580647,
            -386007,
            -167396,
            -582314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13763,
    "evaluation_days": 2293.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564646400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759366535194,
    "expiration_time": 1765308816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "offset": 216
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 207,
            "offset": 0,
            "std": 2.14051
        }
    }
}

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)