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Trade: ALGO/USDT/360/VWMA/EMA/3629

Strategy
ALGO/USDT/360/VWMA/EMA/3629
Pair
ALGO_USDT
Interval
6h
Score
327137
Daily Profit
0.193996
Profit Factor
2.401242
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2292.250000
Evaluation Time
2025-09-30 07:43
Expiration Time
2025-12-07 20:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 516509.7083 444687.6259 71822.0823 299110.9066 294328.612 4782.2945
Total P&L (%) 516.5097 444.6876 71.8221 299.1109 294.3286 4.7823
Avg Daily Profit (%) 0.2253 0.194 0.0313 0.0604 0.0599 0.002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141676 -89413 -109249 -174854 -126283 -155858
Profit Factor 1.8309 2.4012 1.2361 1.3515 1.6369 1.0123
Total Trades 75 38 37 75 38 37
Winning Trades 34 16 18 34 16 18
Losing Trades 41 22 19 41 22 19
Profitability (%) 45.3333 42.1053 48.6486 45.3333 42.1053 48.6486
Ratio Avg Win / Avg Loss 2.2079 3.3017 1.3047 1.6298 2.2507 1.0685
Largest Winning Trade 218699 218699 52455 150569 150569 82788
Largest Losing Trade -51520 -43408 -51520 -90495 -90495 -86875
Avg Bars in Trades 111 91 132 111 91 132
Avg Bars in Winners 164 124 199 164 124 199
Avg Bars in Losers 68 66 69 68 66 69
Bars Traded 8388 3469 4919 8388 3469 4919
Profit Streak 0 0 256.447 0 0 256.447
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51364 327137 -150503 -173856 -112934 -562028
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9169,
    "evaluation_days": 2292.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207417098,
    "expiration_time": 1765131912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 59,
            "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": [
        [
            516509.7082500303,
            444687.6259104942,
            71822.0823395359,
            299110.9065609697,
            294328.6120410317,
            4782.2945199378
        ],
        [
            516.509708,
            444.687626,
            71.822082,
            299.110907,
            294.328612,
            4.782295
        ],
        [
            0.225329,
            0.193996,
            0.031333,
            0.060399,
            0.059872,
            0.002038
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141676,
            -89413,
            -109249,
            -174854,
            -126283,
            -155858
        ],
        [
            1.83094,
            2.401242,
            1.236067,
            1.351541,
            1.636862,
            1.012303
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            45.333333,
            42.105263,
            48.648649,
            45.333333,
            42.105263,
            48.648649
        ],
        [
            2.207898,
            3.301708,
            1.304737,
            1.6298,
            2.250686,
            1.068542
        ],
        [
            218699,
            218699,
            52455,
            150569,
            150569,
            82788
        ],
        [
            -51520,
            -43408,
            -51520,
            -90495,
            -90495,
            -86875
        ],
        [
            111,
            91,
            132,
            111,
            91,
            132
        ],
        [
            164,
            124,
            199,
            164,
            124,
            199
        ],
        [
            68,
            66,
            69,
            68,
            66,
            69
        ],
        [
            8388,
            3469,
            4919,
            8388,
            3469,
            4919
        ],
        [
            0,
            0,
            256.446957,
            0,
            0,
            256.446957
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51364,
            327137,
            -150503,
            -173856,
            -112934,
            -562028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9169,
    "evaluation_days": 2292.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207417098,
    "expiration_time": 1765131912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 59,
            "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)