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Trade: DOT/USDT/5/VWAP/DEMA/2676

Strategy
DOT/USDT/5/VWAP/DEMA/2676
Pair
DOT_USDT
Interval
5m
Score
353783
Daily Profit
0.904271
Profit Factor
1.332313
Profitability
39.603960
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:29
Expiration Time
2025-12-25 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78499.8047 57689.9225 20809.8822 44430.2131 54155.1997 -9724.9866
Total P&L (%) 78.4998 57.6899 20.8099 44.4302 54.1552 -9.725
Avg Daily Profit (%) 0.9043 0.6646 0.2397 0.4244 0.4998 -0.1178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57352 -30037 -34204 -46603 -24427 -25071
Profit Factor 1.3323 1.5066 1.1701 1.2286 1.6149 0.9085
Total Trades 303 151 152 303 151 152
Winning Trades 120 67 53 120 67 53
Losing Trades 183 84 99 183 84 99
Profitability (%) 39.604 44.3709 34.8684 39.604 44.3709 34.8684
Ratio Avg Win / Avg Loss 2.0318 1.8888 2.1857 1.8737 2.0246 1.697
Largest Winning Trade 82031 82031 62172 75849 75849 35448
Largest Losing Trade -7899 -4870 -7899 -13296 -4290 -13296
Avg Bars in Trades 82 86 77 82 86 77
Avg Bars in Winners 118 113 123 118 113 123
Avg Bars in Losers 58 64 52 58 64 52
Bars Traded 24872 13081 11791 24872 13081 11791
Profit Streak 0 0.6875 0 0 0.6875 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353783 241544 -38280 146317 203956 -585590
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752704400000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174998596,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 99,
            "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": [
        [
            78499.8046935303,
            57689.9225309046,
            20809.8821626259,
            44430.2131343257,
            54155.1996884855,
            -9724.9865541596
        ],
        [
            78.499805,
            57.689923,
            20.809882,
            44.430213,
            54.1552,
            -9.724987
        ],
        [
            0.904271,
            0.664554,
            0.239718,
            0.424382,
            0.499793,
            -0.117785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57352,
            -30037,
            -34204,
            -46603,
            -24427,
            -25071
        ],
        [
            1.332313,
            1.506555,
            1.170104,
            1.228632,
            1.61487,
            0.908475
        ],
        [
            303,
            151,
            152,
            303,
            151,
            152
        ],
        [
            120,
            67,
            53,
            120,
            67,
            53
        ],
        [
            183,
            84,
            99,
            183,
            84,
            99
        ],
        [
            39.60396,
            44.370861,
            34.868421,
            39.60396,
            44.370861,
            34.868421
        ],
        [
            2.031777,
            1.888816,
            2.185667,
            1.873664,
            2.024614,
            1.696963
        ],
        [
            82031,
            82031,
            62172,
            75849,
            75849,
            35448
        ],
        [
            -7899,
            -4870,
            -7899,
            -13296,
            -4290,
            -13296
        ],
        [
            82,
            86,
            77,
            82,
            86,
            77
        ],
        [
            118,
            113,
            123,
            118,
            113,
            123
        ],
        [
            58,
            64,
            52,
            58,
            64,
            52
        ],
        [
            24872,
            13081,
            11791,
            24872,
            13081,
            11791
        ],
        [
            0,
            0.687484,
            0,
            0,
            0.687484,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353783,
            241544,
            -38280,
            146317,
            203956,
            -585590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752704400000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174998596,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 99,
            "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)