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Trade: ALGO/USDT/60/VWMA/HMA/5920

Strategy
ALGO/USDT/60/VWMA/HMA/5920
Pair
ALGO_USDT
Interval
1h
Score
319897
Daily Profit
0.315620
Profit Factor
1.567526
Profitability
41.212121
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 18:17
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328756.1641 282313.8026 46442.3615 163497.3098 136211.7707 27285.5391
Total P&L (%) 328.7562 282.3138 46.4424 163.4973 136.2118 27.2855
Avg Daily Profit (%) 0.3156 0.271 0.0446 0.0931 0.0826 0.0232
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75716 -65023 -56914 -298904 -231030 -112362
Profit Factor 1.5675 1.9074 1.1732 1.1537 1.2277 1.0586
Total Trades 165 83 82 165 83 82
Winning Trades 68 26 42 68 26 42
Losing Trades 97 57 40 97 57 40
Profitability (%) 41.2121 31.3253 51.2195 41.2121 31.3253 51.2195
Ratio Avg Win / Avg Loss 2.236 4.1816 1.1173 1.6458 2.6914 1.0082
Largest Winning Trade 277364 277364 27441 317208 317208 71405
Largest Losing Trade -22001 -18357 -22001 -86993 -77155 -86993
Avg Bars in Trades 149 134 164 149 134 164
Avg Bars in Winners 226 248 212 226 248 212
Avg Bars in Losers 95 82 113 95 82 113
Bars Traded 24643 11150 13494 24643 11150 13494
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 319897 153193 -169322 -121602 -89574 -325593

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669420800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758899854586,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 181,
            "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": [
        [
            328756.1640988718,
            282313.8025962277,
            46442.3615026442,
            163497.3098468903,
            136211.7707117232,
            27285.5391351671
        ],
        [
            328.756164,
            282.313803,
            46.442362,
            163.49731,
            136.211771,
            27.285539
        ],
        [
            0.31562,
            0.271033,
            0.044587,
            0.093059,
            0.082555,
            0.023165
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75716,
            -65023,
            -56914,
            -298904,
            -231030,
            -112362
        ],
        [
            1.567526,
            1.907399,
            1.173192,
            1.153722,
            1.227666,
            1.058642
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            68,
            26,
            42,
            68,
            26,
            42
        ],
        [
            97,
            57,
            40,
            97,
            57,
            40
        ],
        [
            41.212121,
            31.325301,
            51.219512,
            41.212121,
            31.325301,
            51.219512
        ],
        [
            2.23603,
            4.181605,
            1.117326,
            1.645751,
            2.691421,
            1.00823
        ],
        [
            277364,
            277364,
            27441,
            317208,
            317208,
            71405
        ],
        [
            -22001,
            -18357,
            -22001,
            -86993,
            -77155,
            -86993
        ],
        [
            149,
            134,
            164,
            149,
            134,
            164
        ],
        [
            226,
            248,
            212,
            226,
            248,
            212
        ],
        [
            95,
            82,
            113,
            95,
            82,
            113
        ],
        [
            24643,
            11150,
            13494,
            24643,
            11150,
            13494
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319897,
            153193,
            -169322,
            -121602,
            -89574,
            -325593
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669420800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758899854586,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 181,
            "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)