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Trade: ALGO/USDT/240/VWMA/MIDPRICE/7172

Strategy
ALGO/USDT/240/VWMA/MIDPRICE/7172
Pair
ALGO_USDT
Interval
4h
Score
420745
Daily Profit
0.223163
Profit Factor
1.552845
Profitability
53.459119
Streak
33.321580
Best Strategy
Training Data Length
2292.330000
Evaluation Time
2025-09-30 18:43
Expiration Time
2025-12-08 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511563.4037 388726.3258 122837.0779 327097.256 333642.4082 -6545.1522
Total P&L (%) 511.5634 388.7263 122.8371 327.0973 333.6424 -6.5452
Avg Daily Profit (%) 0.2232 0.1696 0.0536 0.0634 0.064 -0.003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103714 -126821 -134639 -202344 -121897 -291788
Profit Factor 1.5528 2.0212 1.2255 1.3045 1.7744 0.9898
Total Trades 159 79 80 159 79 80
Winning Trades 85 46 39 85 46 39
Losing Trades 74 33 41 74 33 41
Profitability (%) 53.4591 58.2278 48.75 53.4591 58.2278 48.75
Ratio Avg Win / Avg Loss 1.3519 1.45 1.2884 1.1356 1.2729 1.0406
Largest Winning Trade 70916 58939 70916 111766 111766 74179
Largest Losing Trade -75052 -42710 -75052 -120710 -74413 -120710
Avg Bars in Trades 83 96 70 83 96 70
Avg Bars in Winners 93 82 105 93 82 105
Avg Bars in Losers 71 114 37 71 114 37
Bars Traded 13234 7601 5633 13234 7601 5633
Profit Streak 33.3216 0 256.6549 33.3216 0 256.6549
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420745 -15522 -140276 -106399 -130807 -597658
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13754,
    "evaluation_days": 2292.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564300800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246984548,
    "expiration_time": 1765175328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 219,
            "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": [
        [
            511563.4036967092,
            388726.3257804502,
            122837.0779162587,
            327097.2560291506,
            333642.4082287774,
            -6545.1521996268
        ],
        [
            511.563404,
            388.726326,
            122.837078,
            327.097256,
            333.642408,
            -6.545152
        ],
        [
            0.223163,
            0.169577,
            0.053586,
            0.063355,
            0.064019,
            -0.002953
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103714,
            -126821,
            -134639,
            -202344,
            -121897,
            -291788
        ],
        [
            1.552845,
            2.021227,
            1.225521,
            1.30445,
            1.774361,
            0.989829
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            53.459119,
            58.227848,
            48.75,
            53.459119,
            58.227848,
            48.75
        ],
        [
            1.351889,
            1.45001,
            1.288368,
            1.135639,
            1.272911,
            1.04059
        ],
        [
            70916,
            58939,
            70916,
            111766,
            111766,
            74179
        ],
        [
            -75052,
            -42710,
            -75052,
            -120710,
            -74413,
            -120710
        ],
        [
            83,
            96,
            70,
            83,
            96,
            70
        ],
        [
            93,
            82,
            105,
            93,
            82,
            105
        ],
        [
            71,
            114,
            37,
            71,
            114,
            37
        ],
        [
            13234,
            7601,
            5633,
            13234,
            7601,
            5633
        ],
        [
            33.32158,
            0,
            256.654914,
            33.32158,
            0,
            256.654914
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420745,
            -15522,
            -140276,
            -106399,
            -130807,
            -597658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13754,
    "evaluation_days": 2292.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564300800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246984548,
    "expiration_time": 1765175328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 219,
            "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)