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Trade: DOT/USDT/240/VWMA/MIDPRICE/6466

Strategy
DOT/USDT/240/VWMA/MIDPRICE/6466
Pair
DOT_USDT
Interval
4h
Score
423524
Daily Profit
0.271007
Profit Factor
3.640675
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
1877.330000
Evaluation Time
2025-10-09 03:44
Expiration Time
2025-12-04 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611580.1342 508770.2613 102809.873 751985.599 192508.2632 559477.3359
Total P&L (%) 611.5801 508.7703 102.8099 751.9856 192.5083 559.4773
Avg Daily Profit (%) 0.3258 0.271 0.0548 0.1142 0.0572 0.1005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144638 -65904 -121094 -550514 -489267 -284257
Profit Factor 2.5022 3.6407 1.4794 1.4154 1.1859 1.7221
Total Trades 63 32 31 63 32 31
Winning Trades 28 13 15 28 13 15
Losing Trades 35 19 16 35 19 16
Profitability (%) 44.4444 40.625 48.3871 44.4444 40.625 48.3871
Ratio Avg Win / Avg Loss 3.1278 5.321 1.578 1.7693 1.7333 1.8369
Largest Winning Trade 415912 415912 59420 334878 327530 334878
Largest Losing Trade -40195 -34988 -40195 -167404 -167404 -164125
Avg Bars in Trades 171 141 202 171 141 202
Avg Bars in Winners 296 239 345 296 239 345
Avg Bars in Losers 71 74 67 71 74 67
Bars Traded 10795 4526 6269 10795 4526 6269
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 -139555 423524 -118163 -191680 -135110 -55756
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11264,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759970687731,
    "expiration_time": 1764834048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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": [
        [
            611580.1342461971,
            508770.2612914293,
            102809.872954768,
            751985.5990222647,
            192508.2631647796,
            559477.3358574851
        ],
        [
            611.580134,
            508.770261,
            102.809873,
            751.985599,
            192.508263,
            559.477336
        ],
        [
            0.325771,
            0.271007,
            0.054764,
            0.114185,
            0.057189,
            0.100527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144638,
            -65904,
            -121094,
            -550514,
            -489267,
            -284257
        ],
        [
            2.502209,
            3.640675,
            1.479403,
            1.415446,
            1.185944,
            1.722124
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            44.444444,
            40.625,
            48.387097,
            44.444444,
            40.625,
            48.387097
        ],
        [
            3.127761,
            5.320987,
            1.57803,
            1.769308,
            1.733303,
            1.836932
        ],
        [
            415912,
            415912,
            59420,
            334878,
            327530,
            334878
        ],
        [
            -40195,
            -34988,
            -40195,
            -167404,
            -167404,
            -164125
        ],
        [
            171,
            141,
            202,
            171,
            141,
            202
        ],
        [
            296,
            239,
            345,
            296,
            239,
            345
        ],
        [
            71,
            74,
            67,
            71,
            74,
            67
        ],
        [
            10795,
            4526,
            6269,
            10795,
            4526,
            6269
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139555,
            423524,
            -118163,
            -191680,
            -135110,
            -55756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11264,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759970687731,
    "expiration_time": 1764834048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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)