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Trade: ALGO/USDT/30/VWMA/TEMA/6437

Strategy
ALGO/USDT/30/VWMA/TEMA/6437
Pair
ALGO_USDT
Interval
30m
Score
338038
Daily Profit
0.503487
Profit Factor
1.730676
Profitability
38.750000
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-09 07:15
Expiration Time
2025-12-23 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262231.3814 184781.8569 77449.5244 482599.6301 284326.3077 198273.3224
Total P&L (%) 262.2314 184.7819 77.4495 482.5996 284.3263 198.2733
Avg Daily Profit (%) 0.5035 0.3548 0.1487 0.3389 0.2588 0.21
Buy And Hold Return (%) 18.8865 18.8865 18.8865 18.8865 18.8865 18.8865
Max Trade Drawdown -42899 -33364 -33266 -293511 -216832 -212453
Profit Factor 1.7307 1.9858 1.4518 1.3054 1.3157 1.2917
Total Trades 160 80 80 160 80 80
Winning Trades 62 27 35 62 27 35
Losing Trades 98 53 45 98 53 45
Profitability (%) 38.75 33.75 43.75 38.75 33.75 43.75
Ratio Avg Win / Avg Loss 2.7356 3.898 1.8665 2.0633 2.5827 1.6607
Largest Winning Trade 71846 71846 31803 296120 296120 141147
Largest Losing Trade -17799 -17799 -16434 -121940 -121940 -60240
Avg Bars in Trades 154 140 167 154 140 167
Avg Bars in Winners 250 241 257 250 241 257
Avg Bars in Losers 93 89 98 93 89 98
Bars Traded 24700 11261 13439 24700 11261 13439
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 338038 -13629 -17002 213511 -16931 -13606
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714984200000,
    "first_datapoint_time": 1715412600000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759983306909,
    "expiration_time": 1766462400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 239,
            "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": [
        [
            262231.3813706884,
            184781.8569460883,
            77449.5244246001,
            482599.6301239494,
            284326.3076973619,
            198273.3224265877
        ],
        [
            262.231381,
            184.781857,
            77.449524,
            482.59963,
            284.326308,
            198.273322
        ],
        [
            0.503487,
            0.354783,
            0.148704,
            0.338943,
            0.25883,
            0.210047
        ],
        [
            18.886463,
            18.886463,
            18.886463,
            18.886463,
            18.886463,
            18.886463
        ],
        [
            -42899,
            -33364,
            -33266,
            -293511,
            -216832,
            -212453
        ],
        [
            1.730676,
            1.98577,
            1.45176,
            1.305366,
            1.315699,
            1.291676
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            38.75,
            33.75,
            43.75,
            38.75,
            33.75,
            43.75
        ],
        [
            2.735585,
            3.897993,
            1.866549,
            2.06332,
            2.582668,
            1.660726
        ],
        [
            71846,
            71846,
            31803,
            296120,
            296120,
            141147
        ],
        [
            -17799,
            -17799,
            -16434,
            -121940,
            -121940,
            -60240
        ],
        [
            154,
            140,
            167,
            154,
            140,
            167
        ],
        [
            250,
            241,
            257,
            250,
            241,
            257
        ],
        [
            93,
            89,
            98,
            93,
            89,
            98
        ],
        [
            24700,
            11261,
            13439,
            24700,
            11261,
            13439
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338038,
            -13629,
            -17002,
            213511,
            -16931,
            -13606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714984200000,
    "first_datapoint_time": 1715412600000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759983306909,
    "expiration_time": 1766462400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 239,
            "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)