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Trade: C98/USDT/240/VWMA/DCM/5867

Strategy
C98/USDT/240/VWMA/DCM/5867
Pair
C98_USDT
Interval
4h
Score
330343
Daily Profit
0.161588
Profit Factor
1.233757
Profitability
51.361868
Streak
7.072268
Best Strategy
Training Data Length
1524.170000
Evaluation Time
2025-09-26 08:44
Expiration Time
2025-11-09 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 246288.0123 68644.0504 177643.9619 3907.5794 -239327.4218 243235.0012
Total P&L (%) 246.288 68.6441 177.644 3.9076 -239.3274 243.235
Avg Daily Profit (%) 0.1616 0.045 0.1166 0.0025 0 0.0809
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190082 -150168 -85002 -321010 -414414 -160749
Profit Factor 1.2338 1.118 1.3763 1.002 0.7923 1.299
Total Trades 257 128 129 257 128 129
Winning Trades 132 61 71 132 61 71
Losing Trades 125 67 58 125 67 58
Profitability (%) 51.3619 47.6563 55.0388 51.3619 47.6563 55.0388
Ratio Avg Win / Avg Loss 1.1683 1.228 1.1243 0.9489 0.8703 1.0612
Largest Winning Trade 149650 149650 35999 125089 125089 68117
Largest Losing Trade -43008 -43008 -23759 -112397 -112397 -51075
Avg Bars in Trades 34 37 32 34 37 32
Avg Bars in Winners 38 36 39 38 36 39
Avg Bars in Losers 31 38 23 31 38 23
Bars Traded 8963 4794 4169 8963 4794 4169
Profit Streak 7.0723 0 12.9056 7.0723 0 12.9056
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330343 -224652 -35803 -573033 -581903 -83750

Evaluation Data

{
    "trading_pair": "C98_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9145,
    "evaluation_days": 1524.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628337600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865443987,
    "expiration_time": 1762665840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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": [
        [
            246288.0122898169,
            68644.0503845529,
            177643.9619052642,
            3907.5793713775,
            -239327.4217814574,
            243235.0011528351
        ],
        [
            246.288012,
            68.64405,
            177.643962,
            3.907579,
            -239.327422,
            243.235001
        ],
        [
            0.161588,
            0.045037,
            0.116551,
            0.002515,
            0,
            0.080945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190082,
            -150168,
            -85002,
            -321010,
            -414414,
            -160749
        ],
        [
            1.233757,
            1.118044,
            1.376289,
            1.001988,
            0.792328,
            1.299034
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            132,
            61,
            71,
            132,
            61,
            71
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            51.361868,
            47.65625,
            55.03876,
            51.361868,
            47.65625,
            55.03876
        ],
        [
            1.168331,
            1.228016,
            1.124292,
            0.948852,
            0.870262,
            1.061183
        ],
        [
            149650,
            149650,
            35999,
            125089,
            125089,
            68117
        ],
        [
            -43008,
            -43008,
            -23759,
            -112397,
            -112397,
            -51075
        ],
        [
            34,
            37,
            32,
            34,
            37,
            32
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            31,
            38,
            23,
            31,
            38,
            23
        ],
        [
            8963,
            4794,
            4169,
            8963,
            4794,
            4169
        ],
        [
            7.072268,
            0,
            12.905602,
            7.072268,
            0,
            12.905602
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330343,
            -224652,
            -35803,
            -573033,
            -581903,
            -83750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9145,
    "evaluation_days": 1524.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628337600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865443987,
    "expiration_time": 1762665840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)