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Trade: DOT/USDT/480/HL2/VWAP/5712

Strategy
DOT/USDT/480/HL2/VWAP/5712
Pair
DOT_USDT
Interval
8h
Score
323953
Daily Profit
0.320312
Profit Factor
3.591309
Profitability
32.558140
Streak
0.000000
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-10-08 05:29
Expiration Time
2025-12-03 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 679488.1024 601119.3827 78368.7197 725266.3694 500576.7695 224689.5999
Total P&L (%) 679.4881 601.1194 78.3687 725.2664 500.5768 224.6896
Avg Daily Profit (%) 0.3621 0.3203 0.0418 0.1125 0.0956 0.0628
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65903 -65036 -56254 -530666 -360209 -282461
Profit Factor 2.2897 3.5913 1.2658 1.2304 1.3527 1.13
Total Trades 173 86 87 173 86 87
Winning Trades 58 28 30 58 28 30
Losing Trades 115 58 57 115 58 57
Profitability (%) 33.526 32.5581 34.4828 33.526 32.5581 34.4828
Ratio Avg Win / Avg Loss 4.5399 7.4391 2.4049 2.4397 2.8021 2.147
Largest Winning Trade 525180 525180 63591 438687 438687 346573
Largest Losing Trade -23729 -13226 -23729 -127901 -105622 -127901
Avg Bars in Trades 31 26 36 31 26 36
Avg Bars in Winners 69 56 81 69 56 81
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 5496 2316 3180 5496 2316 3180
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 298147 323953 -142497 -47086 -70272 -191862
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890544425,
    "expiration_time": 1764745920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 96
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            679488.102395469,
            601119.3826907596,
            78368.7197047095,
            725266.3694303213,
            500576.7695089367,
            224689.5999213847
        ],
        [
            679.488102,
            601.119383,
            78.36872,
            725.266369,
            500.57677,
            224.6896
        ],
        [
            0.362071,
            0.320312,
            0.041759,
            0.112525,
            0.095572,
            0.062774
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65903,
            -65036,
            -56254,
            -530666,
            -360209,
            -282461
        ],
        [
            2.289698,
            3.591309,
            1.265762,
            1.230435,
            1.352715,
            1.130016
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            33.526012,
            32.55814,
            34.482759,
            33.526012,
            32.55814,
            34.482759
        ],
        [
            4.539919,
            7.439141,
            2.404948,
            2.439656,
            2.802052,
            2.147031
        ],
        [
            525180,
            525180,
            63591,
            438687,
            438687,
            346573
        ],
        [
            -23729,
            -13226,
            -23729,
            -127901,
            -105622,
            -127901
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            69,
            56,
            81,
            69,
            56,
            81
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            5496,
            2316,
            3180,
            5496,
            2316,
            3180
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            298147,
            323953,
            -142497,
            -47086,
            -70272,
            -191862
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890544425,
    "expiration_time": 1764745920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 96
        }
    },
    "second_band": {
        "type": "vwap",
        "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)