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Trade: DOT/USDT/360/VWMA/HILO/3991

Strategy
DOT/USDT/360/VWMA/HILO/3991
Pair
DOT_USDT
Interval
6h
Score
314329
Daily Profit
0.217165
Profit Factor
1.714783
Profitability
43.396226
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-29 05:12
Expiration Time
2025-11-24 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405556.106 374490.9006 31065.2054 102051.3466 69325.9963 32725.3503
Total P&L (%) 405.5561 374.4909 31.0652 102.0513 69.326 32.7254
Avg Daily Profit (%) 0.2172 0.2005 0.0166 0.0377 0.0282 0.0152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93394 -60428 -125142 -232477 -148139 -116634
Profit Factor 1.7148 2.4462 1.1007 1.1188 1.1706 1.0723
Total Trades 106 53 53 106 53 53
Winning Trades 46 19 27 46 19 27
Losing Trades 60 34 26 60 34 26
Profitability (%) 43.3962 35.8491 50.9434 43.3962 35.8491 50.9434
Ratio Avg Win / Avg Loss 2.2367 4.3774 1.06 1.4593 2.0947 1.0326
Largest Winning Trade 304042 304042 60376 97663 97663 86309
Largest Losing Trade -49805 -28160 -49805 -64640 -37817 -64640
Avg Bars in Trades 69 52 86 69 52 86
Avg Bars in Winners 115 101 125 115 101 125
Avg Bars in Losers 33 24 45 33 24 45
Bars Traded 7316 2757 4560 7316 2757 4560
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 314329 -173271 -463312 -234739 -372592 -496411
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7470,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600668000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111971664,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            405556.1059659615,
            374490.9006137268,
            31065.2053522346,
            102051.3465734312,
            69325.9962911539,
            32725.3502822772
        ],
        [
            405.556106,
            374.490901,
            31.065205,
            102.051347,
            69.325996,
            32.72535
        ],
        [
            0.217165,
            0.200531,
            0.016635,
            0.03767,
            0.028205,
            0.015161
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93394,
            -60428,
            -125142,
            -232477,
            -148139,
            -116634
        ],
        [
            1.714783,
            2.446199,
            1.100719,
            1.118776,
            1.17057,
            1.072281
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            43.396226,
            35.849057,
            50.943396,
            43.396226,
            35.849057,
            50.943396
        ],
        [
            2.236674,
            4.377409,
            1.059951,
            1.459274,
            2.094704,
            1.032567
        ],
        [
            304042,
            304042,
            60376,
            97663,
            97663,
            86309
        ],
        [
            -49805,
            -28160,
            -49805,
            -64640,
            -37817,
            -64640
        ],
        [
            69,
            52,
            86,
            69,
            52,
            86
        ],
        [
            115,
            101,
            125,
            115,
            101,
            125
        ],
        [
            33,
            24,
            45,
            33,
            24,
            45
        ],
        [
            7316,
            2757,
            4560,
            7316,
            2757,
            4560
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314329,
            -173271,
            -463312,
            -234739,
            -372592,
            -496411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7470,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600668000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111971664,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)