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Trade: ALGO/USDT/30/VWMA/ZLMA/2819

Strategy
ALGO/USDT/30/VWMA/ZLMA/2819
Pair
ALGO_USDT
Interval
30m
Score
324205
Daily Profit
0.221943
Profit Factor
1.516440
Profitability
47.272727
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-01 01:49
Expiration Time
2025-12-15 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159210.1252 115594.4279 43615.6973 169780.9395 209619.2667 -39838.3271
Total P&L (%) 159.2101 115.5944 43.6157 169.7809 209.6193 -39.8383
Avg Daily Profit (%) 0.3057 0.2219 0.0837 0.1907 0.2172 -0.0975
Buy And Hold Return (%) 15.6493 15.6493 15.6493 15.6493 15.6493 15.6493
Max Trade Drawdown -51334 -27936 -69501 -193276 -88939 -191806
Profit Factor 1.2893 1.5164 1.1336 1.119 1.3679 0.9535
Total Trades 329 165 164 329 165 164
Winning Trades 155 78 77 155 78 77
Losing Trades 174 87 87 174 87 87
Profitability (%) 47.1125 47.2727 46.9512 47.1125 47.2727 46.9512
Ratio Avg Win / Avg Loss 1.4474 1.6914 1.2808 1.2561 1.5257 1.0774
Largest Winning Trade 39382 39382 31766 83936 83936 53630
Largest Losing Trade -20689 -15227 -20689 -65729 -39410 -65729
Avg Bars in Trades 73 68 79 73 68 79
Avg Bars in Winners 89 77 102 89 77 102
Avg Bars in Losers 59 59 59 59 59 59
Bars Traded 24294 11231 13063 24294 11231 13063
Profit Streak 0 0 12.7216 0 0 12.7216
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308574 324205 -158860 -82086 290069 -579949
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714273200000,
    "first_datapoint_time": 1714604400000,
    "last_datapoint_time": 1759271400000,
    "evaluation_time": 1759272549013,
    "expiration_time": 1765751400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "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": [
        [
            159210.1251875817,
            115594.4279135594,
            43615.6972740225,
            169780.939548525,
            209619.2666785769,
            -39838.3271300519
        ],
        [
            159.210125,
            115.594428,
            43.615697,
            169.78094,
            209.619267,
            -39.838327
        ],
        [
            0.305685,
            0.221943,
            0.083743,
            0.190731,
            0.21723,
            -0.097515
        ],
        [
            15.649279,
            15.649279,
            15.649279,
            15.649279,
            15.649279,
            15.649279
        ],
        [
            -51334,
            -27936,
            -69501,
            -193276,
            -88939,
            -191806
        ],
        [
            1.289312,
            1.51644,
            1.133595,
            1.118973,
            1.367866,
            0.953527
        ],
        [
            329,
            165,
            164,
            329,
            165,
            164
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            47.112462,
            47.272727,
            46.95122,
            47.112462,
            47.272727,
            46.95122
        ],
        [
            1.447357,
            1.691413,
            1.280816,
            1.256137,
            1.525697,
            1.077362
        ],
        [
            39382,
            39382,
            31766,
            83936,
            83936,
            53630
        ],
        [
            -20689,
            -15227,
            -20689,
            -65729,
            -39410,
            -65729
        ],
        [
            73,
            68,
            79,
            73,
            68,
            79
        ],
        [
            89,
            77,
            102,
            89,
            77,
            102
        ],
        [
            59,
            59,
            59,
            59,
            59,
            59
        ],
        [
            24294,
            11231,
            13063,
            24294,
            11231,
            13063
        ],
        [
            0,
            0,
            12.721632,
            0,
            0,
            12.721632
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308574,
            324205,
            -158860,
            -82086,
            290069,
            -579949
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714273200000,
    "first_datapoint_time": 1714604400000,
    "last_datapoint_time": 1759271400000,
    "evaluation_time": 1759272549013,
    "expiration_time": 1765751400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "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)