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Trade: ATOM/USDT/720/SSF/VWMA/5318

Strategy
ATOM/USDT/720/SSF/VWMA/5318
Pair
ATOM_USDT
Interval
12h
Score
308328
Daily Profit
0.150484
Profit Factor
1.933361
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2357.500000
Evaluation Time
2025-10-11 15:22
Expiration Time
2025-12-20 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 355699.4461 354765.5669 933.8792 -16211.2126 205082.9744 -221294.187
Total P&L (%) 355.6994 354.7656 0.9339 -16.2112 205.083 -221.2942
Avg Daily Profit (%) 0.1509 0.1505 0.0004 -0.0075 0.0473 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99133 -96163 -62600 -366753 -242580 -276175
Profit Factor 1.5703 1.9334 1.0038 0.9886 1.2394 0.6095
Total Trades 67 34 33 67 34 33
Winning Trades 33 15 18 33 15 18
Losing Trades 34 19 15 34 19 15
Profitability (%) 49.2537 44.1176 54.5455 49.2537 44.1176 54.5455
Ratio Avg Win / Avg Loss 1.6179 2.4489 0.8365 1.0186 1.5699 0.5079
Largest Winning Trade 235720 235720 55395 255646 255646 97879
Largest Losing Trade -51803 -51803 -50263 -226460 -189914 -226460
Avg Bars in Trades 67 99 35 67 99 35
Avg Bars in Winners 80 133 36 80 133 36
Avg Bars in Losers 55 73 34 55 73 34
Bars Traded 4550 3384 1166 4550 3384 1166
Profit Streak 0 0 59.0157 0 0 59.0157
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111242 308328 -574908 -700401 -131186 -579653
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4715,
    "evaluation_days": 2357.5,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1561550400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760185357630,
    "expiration_time": 1766251440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 118,
            "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": [
        [
            355699.4460741475,
            354765.566850518,
            933.8792236297,
            -16211.2125857105,
            205082.9743643408,
            -221294.1869500514
        ],
        [
            355.699446,
            354.765567,
            0.933879,
            -16.211213,
            205.082974,
            -221.294187
        ],
        [
            0.15088,
            0.150484,
            0.000396,
            -0.007502,
            0.047325,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99133,
            -96163,
            -62600,
            -366753,
            -242580,
            -276175
        ],
        [
            1.570294,
            1.933361,
            1.003833,
            0.98861,
            1.239425,
            0.609509
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            49.253731,
            44.117647,
            54.545455,
            49.253731,
            44.117647,
            54.545455
        ],
        [
            1.617879,
            2.448924,
            0.836528,
            1.018568,
            1.569938,
            0.507924
        ],
        [
            235720,
            235720,
            55395,
            255646,
            255646,
            97879
        ],
        [
            -51803,
            -51803,
            -50263,
            -226460,
            -189914,
            -226460
        ],
        [
            67,
            99,
            35,
            67,
            99,
            35
        ],
        [
            80,
            133,
            36,
            80,
            133,
            36
        ],
        [
            55,
            73,
            34,
            55,
            73,
            34
        ],
        [
            4550,
            3384,
            1166,
            4550,
            3384,
            1166
        ],
        [
            0,
            0,
            59.015713,
            0,
            0,
            59.015713
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111242,
            308328,
            -574908,
            -700401,
            -131186,
            -579653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4715,
    "evaluation_days": 2357.5,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1561550400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760185357630,
    "expiration_time": 1766251440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 118,
            "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)