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Trade: C98/USDT/360/VWMA/ALMA/3574

Strategy
C98/USDT/360/VWMA/ALMA/3574
Pair
C98_USDT
Interval
6h
Score
309158
Daily Profit
0.148178
Profit Factor
1.873914
Profitability
60.526316
Streak
0.000000
Best Strategy
Training Data Length
1524.250000
Evaluation Time
2025-09-25 17:50
Expiration Time
2025-11-09 07:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 212807.6635 -13053.2039 225860.8674 61228.25 -4783.3075 66011.5575
Total P&L (%) 212.8077 -13.0532 225.8609 61.2283 -4.7833 66.0116
Avg Daily Profit (%) 0.1396 -0.0086 0.1482 0.0313 -0.0032 0.0333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77907 -66165 -61583 -219351 -188883 -164818
Profit Factor 1.4189 0.9477 1.8739 1.0631 0.9882 1.1167
Total Trades 77 39 38 77 39 38
Winning Trades 42 19 23 42 19 23
Losing Trades 35 20 15 35 20 15
Profitability (%) 54.5455 48.7179 60.5263 54.5455 48.7179 60.5263
Ratio Avg Win / Avg Loss 1.1824 0.9976 1.2221 0.8859 1.0402 0.7283
Largest Winning Trade 57792 37214 57792 78248 78248 65909
Largest Losing Trade -55404 -36907 -55404 -161281 -72693 -161281
Avg Bars in Trades 76 54 98 76 54 98
Avg Bars in Winners 68 45 88 68 45 88
Avg Bars in Losers 84 62 115 84 62 115
Bars Traded 5864 2113 3751 5864 2113 3751
Profit Streak 20.6186 21.3686 0 20.6186 21.3686 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 -50977 -580705 309158 -349540 -579038 -241118

Evaluation Data

{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1630821600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811846206,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 86,
            "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": [
        [
            212807.6635027144,
            -13053.2039054096,
            225860.8674081241,
            61228.2499845213,
            -4783.3075178802,
            66011.5575024015
        ],
        [
            212.807664,
            -13.053204,
            225.860867,
            61.22825,
            -4.783308,
            66.011558
        ],
        [
            0.139615,
            -0.008564,
            0.148178,
            0.031342,
            -0.003216,
            0.03326
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77907,
            -66165,
            -61583,
            -219351,
            -188883,
            -164818
        ],
        [
            1.41885,
            0.94771,
            1.873914,
            1.063082,
            0.988195,
            1.116749
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            54.545455,
            48.717949,
            60.526316,
            54.545455,
            48.717949,
            60.526316
        ],
        [
            1.182375,
            0.997589,
            1.222118,
            0.885901,
            1.040206,
            0.728315
        ],
        [
            57792,
            37214,
            57792,
            78248,
            78248,
            65909
        ],
        [
            -55404,
            -36907,
            -55404,
            -161281,
            -72693,
            -161281
        ],
        [
            76,
            54,
            98,
            76,
            54,
            98
        ],
        [
            68,
            45,
            88,
            68,
            45,
            88
        ],
        [
            84,
            62,
            115,
            84,
            62,
            115
        ],
        [
            5864,
            2113,
            3751,
            5864,
            2113,
            3751
        ],
        [
            20.61859,
            21.36859,
            0,
            20.61859,
            21.36859,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50977,
            -580705,
            309158,
            -349540,
            -579038,
            -241118
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1630821600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811846206,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 86,
            "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)