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Trade: DOT/USDT/360/VWMA/ZLMA/4826

Strategy
DOT/USDT/360/VWMA/ZLMA/4826
Pair
DOT_USDT
Interval
6h
Score
301783
Daily Profit
0.224986
Profit Factor
3.026371
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-27 00:40
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 504845.7722 419148.6832 85697.0889 484787.3464 358423.1119 126364.2345
Total P&L (%) 504.8458 419.1487 85.6971 484.7873 358.4231 126.3642
Avg Daily Profit (%) 0.271 0.225 0.046 0.0948 0.0818 0.0439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123982 -67337 -82321 -434594 -347652 -285390
Profit Factor 2.2808 3.0264 1.4575 1.2661 1.4128 1.1325
Total Trades 61 30 31 61 30 31
Winning Trades 27 11 16 27 11 16
Losing Trades 34 19 15 34 19 15
Profitability (%) 44.2623 36.6667 51.6129 44.2623 36.6667 51.6129
Ratio Avg Win / Avg Loss 2.8721 5.2274 1.3664 1.5944 2.4402 1.0618
Largest Winning Trade 339256 339256 57966 390475 390475 240542
Largest Losing Trade -47411 -47411 -37005 -238746 -168708 -238746
Avg Bars in Trades 119 99 138 119 99 138
Avg Bars in Winners 197 176 211 197 176 211
Avg Bars in Losers 57 53 61 57 53 61
Bars Traded 7267 2971 4296 7267 2971 4296
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 -155244 301783 -130257 -233593 -87137 -208877

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600149600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922851313,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "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": [
        [
            504845.7721581438,
            419148.6832181365,
            85697.0889400071,
            484787.3463571472,
            358423.1119038939,
            126364.2344532532
        ],
        [
            504.845772,
            419.148683,
            85.697089,
            484.787346,
            358.423112,
            126.364234
        ],
        [
            0.270985,
            0.224986,
            0.046,
            0.094842,
            0.081763,
            0.043862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123982,
            -67337,
            -82321,
            -434594,
            -347652,
            -285390
        ],
        [
            2.280779,
            3.026371,
            1.457481,
            1.266118,
            1.412759,
            1.132549
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            44.262295,
            36.666667,
            51.612903,
            44.262295,
            36.666667,
            51.612903
        ],
        [
            2.872092,
            5.227369,
            1.366388,
            1.594371,
            2.44022,
            1.061765
        ],
        [
            339256,
            339256,
            57966,
            390475,
            390475,
            240542
        ],
        [
            -47411,
            -47411,
            -37005,
            -238746,
            -168708,
            -238746
        ],
        [
            119,
            99,
            138,
            119,
            99,
            138
        ],
        [
            197,
            176,
            211,
            197,
            176,
            211
        ],
        [
            57,
            53,
            61,
            57,
            53,
            61
        ],
        [
            7267,
            2971,
            4296,
            7267,
            2971,
            4296
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155244,
            301783,
            -130257,
            -233593,
            -87137,
            -208877
        ]
    ]
}
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": 1600149600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922851313,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "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)