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Trade: DOT/USDT/480/VWMA/HILO/3770

Strategy
DOT/USDT/480/VWMA/HILO/3770
Pair
DOT_USDT
Interval
8h
Score
323012
Daily Profit
0.208494
Profit Factor
1.556287
Profitability
45.255474
Streak
0.000000
Best Strategy
Training Data Length
1869.330000
Evaluation Time
2025-09-30 22:46
Expiration Time
2025-11-25 19:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389743.9318 363516.1272 26227.8046 -2463.9744 23625.2902 -26089.2647
Total P&L (%) 389.7439 363.5161 26.2278 -2.464 23.6253 -26.0893
Avg Daily Profit (%) 0.2085 0.1945 0.014 -0.0013 0.0113 -0.0162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124855 -75185 -163077 -91585 -38311 -108431
Profit Factor 1.5563 2.1245 1.0695 0.9948 1.1137 0.9026
Total Trades 137 69 68 137 69 68
Winning Trades 62 30 32 62 30 32
Losing Trades 75 39 36 75 39 36
Profitability (%) 45.2555 43.4783 47.0588 45.2555 43.4783 47.0588
Ratio Avg Win / Avg Loss 1.8826 2.7619 1.2032 1.2034 1.4478 1.0154
Largest Winning Trade 289493 289493 60842 43280 43280 26028
Largest Losing Trade -76886 -38956 -76886 -49731 -15766 -49731
Avg Bars in Trades 40 30 49 40 30 49
Avg Bars in Winners 60 47 73 60 47 73
Avg Bars in Losers 23 17 29 23 17 29
Bars Traded 5495 2101 3394 5495 2101 3394
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 323012 -92880 -432218 -580593 -382132 -689713
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759261586760,
    "expiration_time": 1764093312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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": [
        [
            389743.9317672419,
            363516.1272085902,
            26227.8045586521,
            -2463.9744394693,
            23625.2902404691,
            -26089.2646799385
        ],
        [
            389.743932,
            363.516127,
            26.227805,
            -2.463974,
            23.62529,
            -26.089265
        ],
        [
            0.208494,
            0.194463,
            0.014031,
            -0.001335,
            0.011346,
            -0.016171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124855,
            -75185,
            -163077,
            -91585,
            -38311,
            -108431
        ],
        [
            1.556287,
            2.124519,
            1.069505,
            0.994819,
            1.113672,
            0.902566
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            45.255474,
            43.478261,
            47.058824,
            45.255474,
            43.478261,
            47.058824
        ],
        [
            1.882605,
            2.761875,
            1.203193,
            1.20341,
            1.447774,
            1.015386
        ],
        [
            289493,
            289493,
            60842,
            43280,
            43280,
            26028
        ],
        [
            -76886,
            -38956,
            -76886,
            -49731,
            -15766,
            -49731
        ],
        [
            40,
            30,
            49,
            40,
            30,
            49
        ],
        [
            60,
            47,
            73,
            60,
            47,
            73
        ],
        [
            23,
            17,
            29,
            23,
            17,
            29
        ],
        [
            5495,
            2101,
            3394,
            5495,
            2101,
            3394
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323012,
            -92880,
            -432218,
            -580593,
            -382132,
            -689713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759261586760,
    "expiration_time": 1764093312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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)