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Trade: ALGO/USDT/30/MIDPOINT/VWMA/5447

Strategy
ALGO/USDT/30/MIDPOINT/VWMA/5447
Pair
ALGO_USDT
Interval
30m
Score
402528
Daily Profit
0.591551
Profit Factor
2.252569
Profitability
38.888889
Streak
16.300011
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-06 05:42
Expiration Time
2025-12-20 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308097.2494 250251.1073 57846.1421 278029.3935 112737.1319 165292.2617
Total P&L (%) 308.0972 250.2511 57.8461 278.0294 112.7371 165.2923
Avg Daily Profit (%) 0.5916 0.4805 0.1111 0.2557 0.145 0.1875
Buy And Hold Return (%) 12.6425 12.6425 12.6425 12.6425 12.6425 12.6425
Max Trade Drawdown -46807 -48854 -22038 -157305 -179049 -64217
Profit Factor 2.2526 2.7981 1.5416 1.4725 1.3185 1.7051
Total Trades 90 45 45 90 45 45
Winning Trades 35 13 22 35 13 22
Losing Trades 55 32 23 55 32 23
Profitability (%) 38.8889 28.8889 48.8889 38.8889 28.8889 48.8889
Ratio Avg Win / Avg Loss 3.5398 6.8876 1.6117 2.314 3.2456 1.7826
Largest Winning Trade 278229 278229 19126 227293 227293 59099
Largest Losing Trade -11935 -11935 -10296 -46566 -46566 -23322
Avg Bars in Trades 267 233 301 267 233 301
Avg Bars in Winners 456 446 461 456 446 461
Avg Bars in Losers 147 146 147 147 146 147
Bars Traded 24061 10504 13557 24061 10504 13557
Profit Streak 16.3 0 16.8417 16.3 0 16.8417
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402528 78519 -44121 225798 -11283 373764
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714719600000,
    "first_datapoint_time": 1715295600000,
    "last_datapoint_time": 1759717800000,
    "evaluation_time": 1759718520984,
    "expiration_time": 1766197800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "offset": 102
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "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": [
        [
            308097.2493777922,
            250251.1072575661,
            57846.142120226,
            278029.3935475664,
            112737.1318689581,
            165292.2616786084
        ],
        [
            308.097249,
            250.251107,
            57.846142,
            278.029394,
            112.737132,
            165.292262
        ],
        [
            0.591551,
            0.480485,
            0.111065,
            0.25565,
            0.145044,
            0.187504
        ],
        [
            12.642487,
            12.642487,
            12.642487,
            12.642487,
            12.642487,
            12.642487
        ],
        [
            -46807,
            -48854,
            -22038,
            -157305,
            -179049,
            -64217
        ],
        [
            2.252569,
            2.798099,
            1.541647,
            1.472545,
            1.318515,
            1.705111
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            35,
            13,
            22,
            35,
            13,
            22
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            38.888889,
            28.888889,
            48.888889,
            38.888889,
            28.888889,
            48.888889
        ],
        [
            3.539752,
            6.887629,
            1.611721,
            2.313999,
            3.245575,
            1.782616
        ],
        [
            278229,
            278229,
            19126,
            227293,
            227293,
            59099
        ],
        [
            -11935,
            -11935,
            -10296,
            -46566,
            -46566,
            -23322
        ],
        [
            267,
            233,
            301,
            267,
            233,
            301
        ],
        [
            456,
            446,
            461,
            456,
            446,
            461
        ],
        [
            147,
            146,
            147,
            147,
            146,
            147
        ],
        [
            24061,
            10504,
            13557,
            24061,
            10504,
            13557
        ],
        [
            16.300011,
            0,
            16.841678,
            16.300011,
            0,
            16.841678
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402528,
            78519,
            -44121,
            225798,
            -11283,
            373764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714719600000,
    "first_datapoint_time": 1715295600000,
    "last_datapoint_time": 1759717800000,
    "evaluation_time": 1759718520984,
    "expiration_time": 1766197800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "offset": 102
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "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)