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Trade: ALGO/USDT/480/T3/VWAP/6328

Strategy
ALGO/USDT/480/T3/VWAP/6328
Pair
ALGO_USDT
Interval
8h
Score
315152
Daily Profit
0.174752
Profit Factor
3.752338
Profitability
34.482759
Streak
88.894837
Best Strategy
Training Data Length
2293.670000
Evaluation Time
2025-10-01 16:28
Expiration Time
2025-12-09 05:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 513248.9208 400823.5015 112425.4194 1185288.8805 683181.6588 502107.2218
Total P&L (%) 513.2489 400.8235 112.4254 1185.2889 683.1817 502.1072
Avg Daily Profit (%) 0.2238 0.1748 0.049 0.1114 0.0898 0.0783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56360 -43662 -27511 -948457 -700133 -248324
Profit Factor 3.1949 3.7523 2.2746 1.759 1.6394 2.0179
Total Trades 57 29 28 57 29 28
Winning Trades 19 10 9 19 10 9
Losing Trades 38 19 19 38 19 19
Profitability (%) 33.3333 34.4828 32.1429 33.3333 34.4828 32.1429
Ratio Avg Win / Avg Loss 6.3899 7.1294 4.802 3.5179 3.1149 4.2601
Largest Winning Trade 272991 272991 79253 1063866 1063866 254676
Largest Losing Trade -33820 -33820 -10894 -192735 -192735 -119020
Avg Bars in Trades 111 100 123 111 100 123
Avg Bars in Winners 276 242 314 276 242 314
Avg Bars in Losers 29 25 33 29 25 33
Bars Traded 6369 2910 3459 6369 2910 3459
Profit Streak 84.2282 88.8948 0 84.2282 88.8948 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171353 315152 -151121 -226231 -75117 -112153
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6881,
    "evaluation_days": 2293.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568937600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759325313910,
    "expiration_time": 1765250784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 62,
            "offset": 209,
            "a": 0.63702
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            513248.920840738,
            400823.5014701898,
            112425.419370548,
            1185288.88054914,
            683181.6587525555,
            502107.2217965844
        ],
        [
            513.248921,
            400.823501,
            112.425419,
            1185.288881,
            683.181659,
            502.107222
        ],
        [
            0.223768,
            0.174752,
            0.049016,
            0.111393,
            0.089774,
            0.078301
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56360,
            -43662,
            -27511,
            -948457,
            -700133,
            -248324
        ],
        [
            3.194928,
            3.752338,
            2.274609,
            1.758961,
            1.639404,
            2.017937
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            19,
            10,
            9,
            19,
            10,
            9
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            33.333333,
            34.482759,
            32.142857,
            33.333333,
            34.482759,
            32.142857
        ],
        [
            6.389856,
            7.129442,
            4.801952,
            3.517922,
            3.114869,
            4.260088
        ],
        [
            272991,
            272991,
            79253,
            1063866,
            1063866,
            254676
        ],
        [
            -33820,
            -33820,
            -10894,
            -192735,
            -192735,
            -119020
        ],
        [
            111,
            100,
            123,
            111,
            100,
            123
        ],
        [
            276,
            242,
            314,
            276,
            242,
            314
        ],
        [
            29,
            25,
            33,
            29,
            25,
            33
        ],
        [
            6369,
            2910,
            3459,
            6369,
            2910,
            3459
        ],
        [
            84.22817,
            88.894837,
            0,
            84.22817,
            88.894837,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171353,
            315152,
            -151121,
            -226231,
            -75117,
            -112153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6881,
    "evaluation_days": 2293.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1568937600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759325313910,
    "expiration_time": 1765250784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 62,
            "offset": 209,
            "a": 0.63702
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)