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Trade: ATOM/USDT/720/SMA/VWMA/9234

Strategy
ATOM/USDT/720/SMA/VWMA/9234
Pair
ATOM_USDT
Interval
12h
Score
334821
Daily Profit
0.244934
Profit Factor
2.776493
Profitability
37.142857
Streak
250.371524
Best Strategy
Training Data Length
2356.000000
Evaluation Time
2025-10-09 23:55
Expiration Time
2025-12-19 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 576271.542 577063.4951 -791.9531 -35361.4661 39528.105 -74889.5711
Total P&L (%) 576.2715 577.0635 -0.792 -35.3615 39.5281 -74.8896
Avg Daily Profit (%) 0.2446 0.2449 -0.0003 -0.0185 0.0141 -0.0586
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171618 -109729 -74274 -401586 -231480 -170106
Profit Factor 2.0956 2.7765 0.9961 0.9526 1.0838 0.7278
Total Trades 70 35 35 70 35 35
Winning Trades 28 13 15 28 13 15
Losing Trades 42 22 20 42 22 20
Profitability (%) 40 37.1429 42.8571 40 37.1429 42.8571
Ratio Avg Win / Avg Loss 3.1434 4.6987 1.3281 1.429 1.8342 0.9704
Largest Winning Trade 689403 689403 44644 317350 317350 75336
Largest Losing Trade -50691 -50691 -50054 -114955 -114955 -78309
Avg Bars in Trades 65 96 35 65 96 35
Avg Bars in Winners 103 171 44 103 171 44
Avg Bars in Losers 40 51 28 40 51 28
Bars Traded 4595 3365 1230 4595 3365 1230
Profit Streak 250.3715 250.3715 252.8715 250.3715 250.3715 252.8715
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89291 334821 -581309 -680806 -307820 -582975
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1560556800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760043299640,
    "expiration_time": 1766117952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            576271.541987093,
            577063.4950692195,
            -791.9530821265,
            -35361.4660535085,
            39528.1049979848,
            -74889.5710514933
        ],
        [
            576.271542,
            577.063495,
            -0.791953,
            -35.361466,
            39.528105,
            -74.889571
        ],
        [
            0.244597,
            0.244934,
            -0.000336,
            -0.018519,
            0.014139,
            -0.058637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171618,
            -109729,
            -74274,
            -401586,
            -231480,
            -170106
        ],
        [
            2.095585,
            2.776493,
            0.996063,
            0.952635,
            1.083849,
            0.727817
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            40,
            37.142857,
            42.857143,
            40,
            37.142857,
            42.857143
        ],
        [
            3.143378,
            4.698681,
            1.328084,
            1.428952,
            1.834206,
            0.970423
        ],
        [
            689403,
            689403,
            44644,
            317350,
            317350,
            75336
        ],
        [
            -50691,
            -50691,
            -50054,
            -114955,
            -114955,
            -78309
        ],
        [
            65,
            96,
            35,
            65,
            96,
            35
        ],
        [
            103,
            171,
            44,
            103,
            171,
            44
        ],
        [
            40,
            51,
            28,
            40,
            51,
            28
        ],
        [
            4595,
            3365,
            1230,
            4595,
            3365,
            1230
        ],
        [
            250.371524,
            250.371524,
            252.871524,
            250.371524,
            250.371524,
            252.871524
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89291,
            334821,
            -581309,
            -680806,
            -307820,
            -582975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1560556800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760043299640,
    "expiration_time": 1766117952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)