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Trade: DOT/USDT/360/VWMA/MIDPOINT/1537

Strategy
DOT/USDT/360/VWMA/MIDPOINT/1537
Pair
DOT_USDT
Interval
6h
Score
416659
Daily Profit
0.303186
Profit Factor
4.055739
Profitability
37.142857
Streak
56.660233
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-26 18:50
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 701615.2332 564835.314 136779.9192 1884380.589 657434.3328 1226946.2561
Total P&L (%) 701.6152 564.8353 136.7799 1884.3806 657.4343 1226.9463
Avg Daily Profit (%) 0.3766 0.3032 0.0734 0.1605 0.1087 0.1389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76832 -52950 -72164 -440071 -401884 -182219
Profit Factor 2.8869 4.0557 1.7314 1.7144 1.4288 2.1106
Total Trades 70 35 35 70 35 35
Winning Trades 31 13 18 31 13 18
Losing Trades 39 22 17 39 22 17
Profitability (%) 44.2857 37.1429 51.4286 44.2857 37.1429 51.4286
Ratio Avg Win / Avg Loss 3.6318 6.8636 1.6353 2.1568 2.418 1.9933
Largest Winning Trade 415912 415912 58464 678707 678707 605874
Largest Losing Trade -27567 -27567 -23589 -196293 -196293 -174705
Avg Bars in Trades 101 80 122 101 80 122
Avg Bars in Winners 190 155 215 190 155 215
Avg Bars in Losers 31 36 25 31 36 25
Bars Traded 7114 2814 4300 7114 2814 4300
Profit Streak 46.4102 56.6602 46.4102 46.4102 56.6602 46.4102
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84952 416659 -90898 -89062 -49866 -2474

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601100000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901844159,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 15,
            "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": [
        [
            701615.2332185765,
            564835.3139856996,
            136779.9192328769,
            1884380.5889620825,
            657434.3328247517,
            1226946.2561373317
        ],
        [
            701.615233,
            564.835314,
            136.779919,
            1884.380589,
            657.434333,
            1226.946256
        ],
        [
            0.376605,
            0.303186,
            0.073419,
            0.160509,
            0.108742,
            0.138876
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76832,
            -52950,
            -72164,
            -440071,
            -401884,
            -182219
        ],
        [
            2.886853,
            4.055739,
            1.731443,
            1.714351,
            1.428823,
            2.11058
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            44.285714,
            37.142857,
            51.428571,
            44.285714,
            37.142857,
            51.428571
        ],
        [
            3.631847,
            6.863559,
            1.635252,
            2.156764,
            2.418008,
            1.993326
        ],
        [
            415912,
            415912,
            58464,
            678707,
            678707,
            605874
        ],
        [
            -27567,
            -27567,
            -23589,
            -196293,
            -196293,
            -174705
        ],
        [
            101,
            80,
            122,
            101,
            80,
            122
        ],
        [
            190,
            155,
            215,
            190,
            155,
            215
        ],
        [
            31,
            36,
            25,
            31,
            36,
            25
        ],
        [
            7114,
            2814,
            4300,
            7114,
            2814,
            4300
        ],
        [
            46.410233,
            56.660233,
            46.410233,
            46.410233,
            56.660233,
            46.410233
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84952,
            416659,
            -90898,
            -89062,
            -49866,
            -2474
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601100000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901844159,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 15,
            "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)