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Trade: DOT/USDT/15/VWMA/RMA/4867

Strategy
DOT/USDT/15/VWMA/RMA/4867
Pair
DOT_USDT
Interval
15m
Score
461699
Daily Profit
0.355060
Profit Factor
1.779773
Profitability
60.919540
Streak
12.323747
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 16:16
Expiration Time
2025-12-12 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92464.8166 28615.5599 63849.2567 120629.5673 48964.0833 71665.484
Total P&L (%) 92.4648 28.6156 63.8493 120.6296 48.9641 71.6655
Avg Daily Profit (%) 0.3551 0.1099 0.2452 0.3043 0.1532 0.2077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26380 -10076 -22341 -61843 -20865 -54698
Profit Factor 1.7798 1.5659 1.9388 1.5212 1.5591 1.4981
Total Trades 87 43 44 87 43 44
Winning Trades 53 24 29 53 24 29
Losing Trades 34 19 15 34 19 15
Profitability (%) 60.9195 55.814 65.9091 60.9195 55.814 65.9091
Ratio Avg Win / Avg Loss 1.1417 1.2397 1.0028 0.9758 1.2343 0.7749
Largest Winning Trade 15649 9951 15649 19808 14767 19808
Largest Losing Trade -19663 -8558 -19663 -47766 -17627 -47766
Avg Bars in Trades 274 281 268 274 281 268
Avg Bars in Winners 219 238 204 219 238 204
Avg Bars in Losers 360 336 391 360 336 391
Bars Traded 23894 12102 11792 23894 12102 11792
Profit Streak 12.3237 24.2508 12.3237 12.3237 24.2508 12.3237
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461699 -47868 414420 356256 266975 311696
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736565300000,
    "first_datapoint_time": 1736750700000,
    "last_datapoint_time": 1759064400000,
    "evaluation_time": 1759065371742,
    "expiration_time": 1765544400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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": [
        [
            92464.8166053989,
            28615.559929149,
            63849.2566762499,
            120629.5673285787,
            48964.0833168212,
            71665.4840117577
        ],
        [
            92.464817,
            28.61556,
            63.849257,
            120.629567,
            48.964083,
            71.665484
        ],
        [
            0.35506,
            0.109882,
            0.245178,
            0.304323,
            0.153153,
            0.207718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26380,
            -10076,
            -22341,
            -61843,
            -20865,
            -54698
        ],
        [
            1.779773,
            1.565925,
            1.938755,
            1.52117,
            1.559119,
            1.498073
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            60.91954,
            55.813953,
            65.909091,
            60.91954,
            55.813953,
            65.909091
        ],
        [
            1.141741,
            1.23969,
            1.002804,
            0.975845,
            1.234302,
            0.774865
        ],
        [
            15649,
            9951,
            15649,
            19808,
            14767,
            19808
        ],
        [
            -19663,
            -8558,
            -19663,
            -47766,
            -17627,
            -47766
        ],
        [
            274,
            281,
            268,
            274,
            281,
            268
        ],
        [
            219,
            238,
            204,
            219,
            238,
            204
        ],
        [
            360,
            336,
            391,
            360,
            336,
            391
        ],
        [
            23894,
            12102,
            11792,
            23894,
            12102,
            11792
        ],
        [
            12.323747,
            24.25083,
            12.323747,
            12.323747,
            24.25083,
            12.323747
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461699,
            -47868,
            414420,
            356256,
            266975,
            311696
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736565300000,
    "first_datapoint_time": 1736750700000,
    "last_datapoint_time": 1759064400000,
    "evaluation_time": 1759065371742,
    "expiration_time": 1765544400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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)