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Trade: DOT/USDT/5/VWAP/EMA/6756

Strategy
DOT/USDT/5/VWAP/EMA/6756
Pair
DOT_USDT
Interval
5m
Score
339691
Daily Profit
1.080045
Profit Factor
1.361991
Profitability
37.349398
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 10:12
Expiration Time
2025-12-25 09:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 93758.6972 64812.8062 28945.891 58330.1879 53256.5782 5073.6097
Total P&L (%) 93.7587 64.8128 28.9459 58.3302 53.2566 5.0736
Avg Daily Profit (%) 1.08 0.7466 0.3334 0.5307 0.493 0.057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72307 -35987 -44778 -53462 -28009 -32150
Profit Factor 1.362 1.515 1.2174 1.2975 1.5657 1.0498
Total Trades 332 166 166 332 166 166
Winning Trades 124 68 56 124 68 56
Losing Trades 208 98 110 208 98 110
Profitability (%) 37.3494 40.9639 33.7349 37.3494 40.9639 33.7349
Ratio Avg Win / Avg Loss 2.2846 2.1834 2.3913 2.1764 2.2565 2.062
Largest Winning Trade 94514 94514 62600 77695 77695 31648
Largest Losing Trade -5283 -5283 -4874 -5027 -5027 -4583
Avg Bars in Trades 74 76 72 74 76 72
Avg Bars in Winners 107 105 109 107 105 109
Avg Bars in Losers 55 57 53 55 57 53
Bars Traded 24855 12780 12075 24855 12780 12075
Profit Streak 0 0.606 0 0 0.606 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339691 214676 -1433 205887 120082 -454901
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752666900000,
    "first_datapoint_time": 1752682200000,
    "last_datapoint_time": 1760166600000,
    "evaluation_time": 1760166757578,
    "expiration_time": 1766646600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 52,
            "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": [
        [
            93758.6972321503,
            64812.8062085627,
            28945.8910235876,
            58330.1879364482,
            53256.5782339973,
            5073.6097024509
        ],
        [
            93.758697,
            64.812806,
            28.945891,
            58.330188,
            53.256578,
            5.07361
        ],
        [
            1.080045,
            0.746605,
            0.33344,
            0.530735,
            0.493025,
            0.057027
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72307,
            -35987,
            -44778,
            -53462,
            -28009,
            -32150
        ],
        [
            1.361991,
            1.514987,
            1.217384,
            1.297473,
            1.565743,
            1.049766
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            124,
            68,
            56,
            124,
            68,
            56
        ],
        [
            208,
            98,
            110,
            208,
            98,
            110
        ],
        [
            37.349398,
            40.963855,
            33.73494,
            37.349398,
            40.963855,
            33.73494
        ],
        [
            2.284629,
            2.183364,
            2.391291,
            2.176407,
            2.256512,
            2.06204
        ],
        [
            94514,
            94514,
            62600,
            77695,
            77695,
            31648
        ],
        [
            -5283,
            -5283,
            -4874,
            -5027,
            -5027,
            -4583
        ],
        [
            74,
            76,
            72,
            74,
            76,
            72
        ],
        [
            107,
            105,
            109,
            107,
            105,
            109
        ],
        [
            55,
            57,
            53,
            55,
            57,
            53
        ],
        [
            24855,
            12780,
            12075,
            24855,
            12780,
            12075
        ],
        [
            0,
            0.60599,
            0,
            0,
            0.60599,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339691,
            214676,
            -1433,
            205887,
            120082,
            -454901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752666900000,
    "first_datapoint_time": 1752682200000,
    "last_datapoint_time": 1760166600000,
    "evaluation_time": 1760166757578,
    "expiration_time": 1766646600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 52,
            "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)