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Trade: BNB/USDT/480/VWMA/EMA/3969

Strategy
BNB/USDT/480/VWMA/EMA/3969
Pair
BNB_USDT
Interval
8h
Score
638643
Daily Profit
0.261762
Profit Factor
5.638189
Profitability
63.414634
Streak
69.273982
Best Strategy
Training Data Length
2510.670000
Evaluation Time
2025-10-11 01:34
Expiration Time
2025-12-25 01:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1111315.1917 1059061.0698 52254.1219 62675093.3755 70766855.4282 -8091762.0526
Total P&L (%) 1111.3152 1059.0611 52.2541 62675.0934 70766.8554 -8091.7621
Avg Daily Profit (%) 0.4426 0.4218 0.0208 0.2569 0.2618 0
Buy And Hold Return (%) 14439.6301 14439.6301 14439.6301 14439.6301 14439.6301 14439.6301
Max Trade Drawdown -39257 -25377 -39998 -21241620 -5715791 -19187470
Profit Factor 4.5738 12.723 1.2368 2.013 5.6382 0.8264
Total Trades 81 41 40 81 41 40
Winning Trades 44 26 18 44 26 18
Losing Trades 37 15 22 37 15 22
Profitability (%) 54.321 63.4146 45 54.321 63.4146 45
Ratio Avg Win / Avg Loss 3.8461 7.3402 1.5117 1.6927 3.2528 1.0101
Largest Winning Trade 286384 286384 36358 25938602 25938602 6448275
Largest Losing Trade -28895 -23091 -28895 -10814995 -3075434 -10814995
Avg Bars in Trades 90 98 82 90 98 82
Avg Bars in Winners 112 117 104 112 117 104
Avg Bars in Losers 64 64 64 64 64 64
Bars Traded 7345 4036 3309 7345 4036 3309
Profit Streak 67.274 69.274 0 67.274 69.274 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 -163342 -144982 -331940 -4728 638643 -581027
Evaluation Data
{
    "trading_pair": "BNB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543219200000,
    "first_datapoint_time": 1548201600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760135672017,
    "expiration_time": 1766619648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 137,
            "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": [
        [
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            1059061.0698265752,
            52254.1219179151,
            62675093.37553905,
            70766855.42815313,
            -8091762.052614099
        ],
        [
            1111.315192,
            1059.06107,
            52.254122,
            62675.093376,
            70766.855428,
            -8091.762053
        ],
        [
            0.442637,
            0.421824,
            0.020813,
            0.25692,
            0.261762,
            0
        ],
        [
            14439.630098,
            14439.630098,
            14439.630098,
            14439.630098,
            14439.630098,
            14439.630098
        ],
        [
            -39257,
            -25377,
            -39998,
            -21241620,
            -5715791,
            -19187470
        ],
        [
            4.573758,
            12.723048,
            1.236845,
            2.012978,
            5.638189,
            0.826412
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            44,
            26,
            18,
            44,
            26,
            18
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            54.320988,
            63.414634,
            45,
            54.320988,
            63.414634,
            45
        ],
        [
            3.846115,
            7.34022,
            1.5117,
            1.692732,
            3.252801,
            1.010059
        ],
        [
            286384,
            286384,
            36358,
            25938602,
            25938602,
            6448275
        ],
        [
            -28895,
            -23091,
            -28895,
            -10814995,
            -3075434,
            -10814995
        ],
        [
            90,
            98,
            82,
            90,
            98,
            82
        ],
        [
            112,
            117,
            104,
            112,
            117,
            104
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            7345,
            4036,
            3309,
            7345,
            4036,
            3309
        ],
        [
            67.273982,
            69.273982,
            0,
            67.273982,
            69.273982,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
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            1.45,
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        ],
        [
            -163342,
            -144982,
            -331940,
            -4728,
            638643,
            -581027
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BNB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543219200000,
    "first_datapoint_time": 1548201600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760135672017,
    "expiration_time": 1766619648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 137,
            "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)