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Trade: ALGO/USDT/5/VWAP/RMA/6089

Strategy
ALGO/USDT/5/VWAP/RMA/6089
Pair
ALGO_USDT
Interval
5m
Score
311627
Daily Profit
0.318856
Profit Factor
1.829658
Profitability
69.047619
Streak
6.851059
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 01:20
Expiration Time
2025-12-25 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 30135.8147 1981.2599 28154.5548 29576.453 -2255.6362 31832.0892
Total P&L (%) 30.1358 1.9813 28.1546 29.5765 -2.2556 31.8321
Avg Daily Profit (%) 0.3471 0.0228 0.3243 0.2989 -0.0263 0.3189
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31634 -21269 -14432 -41054 -27959 -18813
Profit Factor 1.3817 1.0416 1.8985 1.3002 0.9625 1.8297
Total Trades 84 42 42 84 42 42
Winning Trades 50 21 29 50 21 29
Losing Trades 34 21 13 34 21 13
Profitability (%) 59.5238 50 69.0476 59.5238 50 69.0476
Ratio Avg Win / Avg Loss 0.9395 1.0416 0.851 0.8842 0.9625 0.8202
Largest Winning Trade 8600 8600 6347 9646 9646 6694
Largest Losing Trade -11203 -11203 -8335 -14230 -14230 -9307
Avg Bars in Trades 293 326 260 293 326 260
Avg Bars in Winners 211 230 198 211 230 198
Avg Bars in Losers 414 422 400 414 422 400
Bars Traded 24666 13711 10955 24666 13711 10955
Profit Streak 3.0872 3.0872 6.8511 3.0872 3.0872 6.8511
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 155415 -505421 306321 120866 -583287 311627
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752634800000,
    "first_datapoint_time": 1752698700000,
    "last_datapoint_time": 1760134500000,
    "evaluation_time": 1760134831502,
    "expiration_time": 1766614500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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": [
        [
            30135.8147005009,
            1981.2598778464,
            28154.5548226544,
            29576.452993751,
            -2255.6361711365,
            31832.0891648875
        ],
        [
            30.135815,
            1.98126,
            28.154555,
            29.576453,
            -2.255636,
            31.832089
        ],
        [
            0.347147,
            0.022823,
            0.324324,
            0.298915,
            -0.026278,
            0.318856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31634,
            -21269,
            -14432,
            -41054,
            -27959,
            -18813
        ],
        [
            1.381685,
            1.041607,
            1.898463,
            1.300243,
            0.962494,
            1.829658
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            34,
            21,
            13,
            34,
            21,
            13
        ],
        [
            59.52381,
            50,
            69.047619,
            59.52381,
            50,
            69.047619
        ],
        [
            0.939546,
            1.041607,
            0.851035,
            0.884165,
            0.962494,
            0.820192
        ],
        [
            8600,
            8600,
            6347,
            9646,
            9646,
            6694
        ],
        [
            -11203,
            -11203,
            -8335,
            -14230,
            -14230,
            -9307
        ],
        [
            293,
            326,
            260,
            293,
            326,
            260
        ],
        [
            211,
            230,
            198,
            211,
            230,
            198
        ],
        [
            414,
            422,
            400,
            414,
            422,
            400
        ],
        [
            24666,
            13711,
            10955,
            24666,
            13711,
            10955
        ],
        [
            3.08717,
            3.08717,
            6.851059,
            3.08717,
            3.08717,
            6.851059
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            155415,
            -505421,
            306321,
            120866,
            -583287,
            311627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752634800000,
    "first_datapoint_time": 1752698700000,
    "last_datapoint_time": 1760134500000,
    "evaluation_time": 1760134831502,
    "expiration_time": 1766614500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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)