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Trade: ATOM/USDT/720/VWMA/MIDPRICE/2853

Strategy
ATOM/USDT/720/VWMA/MIDPRICE/2853
Pair
ATOM_USDT
Interval
12h
Score
347866
Daily Profit
0.190730
Profit Factor
2.486163
Profitability
41.935484
Streak
91.570680
Best Strategy
Training Data Length
2341.000000
Evaluation Time
2025-09-26 16:41
Expiration Time
2025-12-03 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463888.0649 446500.0037 17388.0612 135875.5415 -160204.9082 296080.4497
Total P&L (%) 463.8881 446.5 17.3881 135.8755 -160.2049 296.0805
Avg Daily Profit (%) 0.1982 0.1907 0.0074 0.0367 0 0.0588
Buy And Hold Return (%) 54.6593 54.6593 54.6593 54.6593 54.6593 54.6593
Max Trade Drawdown -136112 -108319 -80690 -1147113 -1138369 -205559
Profit Factor 1.9502 2.4862 1.0926 1.0514 0.9246 1.5693
Total Trades 61 31 30 61 31 30
Winning Trades 27 13 14 27 13 14
Losing Trades 34 18 16 34 18 16
Profitability (%) 44.2623 41.9355 46.6667 44.2623 41.9355 46.6667
Ratio Avg Win / Avg Loss 2.4558 3.4424 1.2487 1.3239 1.2802 1.7935
Largest Winning Trade 308966 308966 46961 687348 687348 251694
Largest Losing Trade -46542 -37691 -46542 -439569 -439569 -69318
Avg Bars in Trades 70 100 39 70 100 39
Avg Bars in Winners 94 133 57 94 133 57
Avg Bars in Losers 51 77 22 51 77 22
Bars Traded 4298 3121 1177 4298 3121 1177
Profit Streak 82.5707 91.5707 0 82.5707 91.5707 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -156363 347866 -468682 -479273 -581728 -113944
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4682,
    "evaluation_days": 2341,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894106777,
    "expiration_time": 1764783072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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": [
        [
            463888.06485828,
            446500.0036596661,
            17388.0611986137,
            135875.5415411128,
            -160204.9081562876,
            296080.4496974003
        ],
        [
            463.888065,
            446.500004,
            17.388061,
            135.875542,
            -160.204908,
            296.08045
        ],
        [
            0.198158,
            0.19073,
            0.007428,
            0.036663,
            0,
            0.058815
        ],
        [
            54.6593,
            54.6593,
            54.6593,
            54.6593,
            54.6593,
            54.6593
        ],
        [
            -136112,
            -108319,
            -80690,
            -1147113,
            -1138369,
            -205559
        ],
        [
            1.950205,
            2.486163,
            1.092608,
            1.051363,
            0.924621,
            1.569289
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            44.262295,
            41.935484,
            46.666667,
            44.262295,
            41.935484,
            46.666667
        ],
        [
            2.455814,
            3.442379,
            1.248695,
            1.323938,
            1.280244,
            1.793474
        ],
        [
            308966,
            308966,
            46961,
            687348,
            687348,
            251694
        ],
        [
            -46542,
            -37691,
            -46542,
            -439569,
            -439569,
            -69318
        ],
        [
            70,
            100,
            39,
            70,
            100,
            39
        ],
        [
            94,
            133,
            57,
            94,
            133,
            57
        ],
        [
            51,
            77,
            22,
            51,
            77,
            22
        ],
        [
            4298,
            3121,
            1177,
            4298,
            3121,
            1177
        ],
        [
            82.57068,
            91.57068,
            0,
            82.57068,
            91.57068,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156363,
            347866,
            -468682,
            -479273,
            -581728,
            -113944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4682,
    "evaluation_days": 2341,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894106777,
    "expiration_time": 1764783072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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)