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Trade: ALGO/USDT/360/EMA/VWMA/5662

Strategy
ALGO/USDT/360/EMA/VWMA/5662
Pair
ALGO_USDT
Interval
6h
Score
335333
Daily Profit
0.288954
Profit Factor
2.276498
Profitability
39.560440
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 23:52
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 660765.5761 485479.5985 175285.9776 1477173.5876 872508.9956 604664.5919
Total P&L (%) 660.7656 485.4796 175.286 1477.1736 872.509 604.6646
Avg Daily Profit (%) 0.289 0.2123 0.0767 0.1207 0.0995 0.0854
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73540 -133039 -42489 -609030 -682724 -326004
Profit Factor 2.2765 2.5183 1.8858 1.4741 1.4221 1.5767
Total Trades 91 46 45 91 46 45
Winning Trades 36 18 18 36 18 18
Losing Trades 55 28 27 55 28 27
Profitability (%) 39.5604 39.1304 40 39.5604 39.1304 40
Ratio Avg Win / Avg Loss 3.478 3.9173 2.8287 2.2521 2.2121 2.365
Largest Winning Trade 276160 276160 56853 924650 924650 549808
Largest Losing Trade -33053 -32635 -33053 -207837 -206566 -207837
Avg Bars in Trades 97 91 104 97 91 104
Avg Bars in Winners 164 142 186 164 142 186
Avg Bars in Losers 54 58 50 54 58 50
Bars Traded 8909 4194 4715 8909 4194 4715
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 335333 301432 -90845 -33027 -61904 -79430

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919975926,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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": [
        [
            660765.5760812017,
            485479.5985033792,
            175285.9775778224,
            1477173.587556606,
            872508.9956424953,
            604664.5919141102
        ],
        [
            660.765576,
            485.479599,
            175.285978,
            1477.173588,
            872.508996,
            604.664592
        ],
        [
            0.288954,
            0.212301,
            0.076653,
            0.12069,
            0.099523,
            0.085422
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73540,
            -133039,
            -42489,
            -609030,
            -682724,
            -326004
        ],
        [
            2.276498,
            2.518264,
            1.885821,
            1.474095,
            1.422055,
            1.576699
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            39.56044,
            39.130435,
            40,
            39.56044,
            39.130435,
            40
        ],
        [
            3.477983,
            3.9173,
            2.828731,
            2.252089,
            2.212086,
            2.365049
        ],
        [
            276160,
            276160,
            56853,
            924650,
            924650,
            549808
        ],
        [
            -33053,
            -32635,
            -33053,
            -207837,
            -206566,
            -207837
        ],
        [
            97,
            91,
            104,
            97,
            91,
            104
        ],
        [
            164,
            142,
            186,
            164,
            142,
            186
        ],
        [
            54,
            58,
            50,
            54,
            58,
            50
        ],
        [
            8909,
            4194,
            4715,
            8909,
            4194,
            4715
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335333,
            301432,
            -90845,
            -33027,
            -61904,
            -79430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919975926,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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)