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Trade: ALGO/USDT/480/T3/VWMA/4218

Strategy
ALGO/USDT/480/T3/VWMA/4218
Pair
ALGO_USDT
Interval
8h
Score
314743
Daily Profit
0.213212
Profit Factor
2.810831
Profitability
36.363636
Streak
245.518334
Best Strategy
Training Data Length
2291.330000
Evaluation Time
2025-09-29 07:26
Expiration Time
2025-12-06 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558618.8737 488538.0976 70080.776 409859.1159 642687.1977 -232828.0818
Total P&L (%) 558.6189 488.5381 70.0808 409.8591 642.6872 -232.8281
Avg Daily Profit (%) 0.2438 0.2132 0.0306 0.0711 0.0875 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125024 -109097 -83670 -575165 -367471 -453245
Profit Factor 2.0252 2.8108 1.2547 1.2037 1.6972 0.7864
Total Trades 65 33 32 65 33 32
Winning Trades 25 12 13 25 12 13
Losing Trades 40 21 19 40 21 19
Profitability (%) 38.4615 36.3636 40.625 38.4615 36.3636 40.625
Ratio Avg Win / Avg Loss 3.2403 4.919 1.8339 1.926 2.9701 1.1493
Largest Winning Trade 289662 289662 55128 553821 553821 168576
Largest Losing Trade -35467 -26740 -35467 -221703 -95924 -221703
Avg Bars in Trades 98 98 99 98 98 99
Avg Bars in Winners 165 173 157 165 173 157
Avg Bars in Losers 57 55 59 57 55 59
Bars Traded 6418 3241 3177 6418 3241 3177
Profit Streak 80.5183 245.5183 0 80.5183 245.5183 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127945 314743 -154786 -237582 -76800 -582789
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563840000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119984028,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 94,
            "offset": 0,
            "a": 0.67249
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "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": [
        [
            558618.8736528585,
            488538.0976110121,
            70080.7760418466,
            409859.1158816192,
            642687.197676505,
            -232828.0817948857
        ],
        [
            558.618874,
            488.538098,
            70.080776,
            409.859116,
            642.687198,
            -232.828082
        ],
        [
            0.243797,
            0.213212,
            0.030585,
            0.071118,
            0.087547,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125024,
            -109097,
            -83670,
            -575165,
            -367471,
            -453245
        ],
        [
            2.025199,
            2.810831,
            1.254745,
            1.203731,
            1.697189,
            0.786385
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            38.461538,
            36.363636,
            40.625,
            38.461538,
            36.363636,
            40.625
        ],
        [
            3.240319,
            4.918954,
            1.833858,
            1.925969,
            2.970081,
            1.149332
        ],
        [
            289662,
            289662,
            55128,
            553821,
            553821,
            168576
        ],
        [
            -35467,
            -26740,
            -35467,
            -221703,
            -95924,
            -221703
        ],
        [
            98,
            98,
            99,
            98,
            98,
            99
        ],
        [
            165,
            173,
            157,
            165,
            173,
            157
        ],
        [
            57,
            55,
            59,
            57,
            55,
            59
        ],
        [
            6418,
            3241,
            3177,
            6418,
            3241,
            3177
        ],
        [
            80.518334,
            245.518334,
            0,
            80.518334,
            245.518334,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127945,
            314743,
            -154786,
            -237582,
            -76800,
            -582789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6874,
    "evaluation_days": 2291.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563840000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119984028,
    "expiration_time": 1765043136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 94,
            "offset": 0,
            "a": 0.67249
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "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)