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Trade: DOT/USDT/240/VWAP/RMA/7023

Strategy
DOT/USDT/240/VWAP/RMA/7023
Pair
DOT_USDT
Interval
4h
Score
433695
Daily Profit
0.291822
Profit Factor
1.703602
Profitability
46.613546
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-29 00:54
Expiration Time
2025-11-23 22:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544880.5278 438464.9601 106415.5677 706523.0636 115552.5519 590970.5117
Total P&L (%) 544.8805 438.465 106.4156 706.5231 115.5526 590.9705
Avg Daily Profit (%) 0.2918 0.2348 0.057 0.1119 0.0411 0.1036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76624 -89941 -108221 -745776 -812921 -390640
Profit Factor 1.7036 2.2181 1.2568 1.1352 1.0414 1.2425
Total Trades 251 125 126 251 125 126
Winning Trades 117 56 61 117 56 61
Losing Trades 134 69 65 134 69 65
Profitability (%) 46.6135 44.8 48.4127 46.6135 44.8 48.4127
Ratio Avg Win / Avg Loss 1.9511 2.7331 1.3392 1.3002 1.2832 1.324
Largest Winning Trade 288612 288612 58355 353308 353308 328360
Largest Losing Trade -60333 -34423 -60333 -399462 -399462 -181229
Avg Bars in Trades 43 42 44 43 42 44
Avg Bars in Winners 57 56 57 57 56 57
Avg Bars in Losers 31 31 31 31 31 31
Bars Traded 10955 5354 5601 10955 5354 5601
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433695 356234 -117833 -115012 -315131 -55393
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600704000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759096493346,
    "expiration_time": 1763929296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 131,
            "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": [
        [
            544880.5277669923,
            438464.9601054466,
            106415.5676615452,
            706523.0635827021,
            115552.5519162691,
            590970.5116664333
        ],
        [
            544.880528,
            438.46496,
            106.415568,
            706.523064,
            115.552552,
            590.970512
        ],
        [
            0.291822,
            0.234829,
            0.056993,
            0.111866,
            0.041142,
            0.103575
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76624,
            -89941,
            -108221,
            -745776,
            -812921,
            -390640
        ],
        [
            1.703602,
            2.218145,
            1.25675,
            1.13523,
            1.041446,
            1.242542
        ],
        [
            251,
            125,
            126,
            251,
            125,
            126
        ],
        [
            117,
            56,
            61,
            117,
            56,
            61
        ],
        [
            134,
            69,
            65,
            134,
            69,
            65
        ],
        [
            46.613546,
            44.8,
            48.412698,
            46.613546,
            44.8,
            48.412698
        ],
        [
            1.951134,
            2.733071,
            1.33916,
            1.300178,
            1.28321,
            1.32402
        ],
        [
            288612,
            288612,
            58355,
            353308,
            353308,
            328360
        ],
        [
            -60333,
            -34423,
            -60333,
            -399462,
            -399462,
            -181229
        ],
        [
            43,
            42,
            44,
            43,
            42,
            44
        ],
        [
            57,
            56,
            57,
            57,
            56,
            57
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            10955,
            5354,
            5601,
            10955,
            5354,
            5601
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433695,
            356234,
            -117833,
            -115012,
            -315131,
            -55393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600704000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759096493346,
    "expiration_time": 1763929296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 131,
            "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)