← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DOT/USDT/5/VWAP/LINREG/6689

Strategy
DOT/USDT/5/VWAP/LINREG/6689
Pair
DOT_USDT
Interval
5m
Score
358622
Daily Profit
0.833525
Profit Factor
1.294885
Profitability
40.816327
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 23:04
Expiration Time
2025-12-25 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72358.3304 53108.8658 19249.4646 37452.1885 53980.0387 -16527.8502
Total P&L (%) 72.3583 53.1089 19.2495 37.4522 53.98 -16.5279
Avg Daily Profit (%) 0.8335 0.6118 0.2217 0.3671 0.4985 -0.2079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54925 -29218 -34096 -43512 -24436 -36678
Profit Factor 1.2949 1.4846 1.1418 1.1805 1.6504 0.8672
Total Trades 294 147 147 294 147 147
Winning Trades 120 62 58 120 62 58
Losing Trades 174 85 89 174 85 89
Profitability (%) 40.8163 42.1769 39.4558 40.8163 42.1769 39.4558
Ratio Avg Win / Avg Loss 1.8776 2.0353 1.752 1.7117 2.2626 1.3308
Largest Winning Trade 74105 74105 62096 74848 74848 38692
Largest Losing Trade -20857 -4670 -20857 -36678 -4574 -36678
Avg Bars in Trades 84 88 79 84 88 79
Avg Bars in Winners 115 118 112 115 118 112
Avg Bars in Losers 62 66 59 62 66 59
Bars Traded 24780 13021 11759 24780 13021 11759
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 358622 268601 -69257 -18248 264729 -585323
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752713100000,
    "first_datapoint_time": 1752749400000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760213069620,
    "expiration_time": 1766692800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 122,
            "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": [
        [
            72358.3304013826,
            53108.8657882213,
            19249.4646131613,
            37452.1884980308,
            53980.038733329,
            -16527.8502352982
        ],
        [
            72.35833,
            53.108866,
            19.249465,
            37.452188,
            53.980039,
            -16.52785
        ],
        [
            0.833525,
            0.611783,
            0.221742,
            0.367112,
            0.498477,
            -0.20789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54925,
            -29218,
            -34096,
            -43512,
            -24436,
            -36678
        ],
        [
            1.294885,
            1.484551,
            1.141776,
            1.180498,
            1.650392,
            0.867244
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            120,
            62,
            58,
            120,
            62,
            58
        ],
        [
            174,
            85,
            89,
            174,
            85,
            89
        ],
        [
            40.816327,
            42.176871,
            39.455782,
            40.816327,
            42.176871,
            39.455782
        ],
        [
            1.877583,
            2.035271,
            1.752036,
            1.711722,
            2.262634,
            1.33077
        ],
        [
            74105,
            74105,
            62096,
            74848,
            74848,
            38692
        ],
        [
            -20857,
            -4670,
            -20857,
            -36678,
            -4574,
            -36678
        ],
        [
            84,
            88,
            79,
            84,
            88,
            79
        ],
        [
            115,
            118,
            112,
            115,
            118,
            112
        ],
        [
            62,
            66,
            59,
            62,
            66,
            59
        ],
        [
            24780,
            13021,
            11759,
            24780,
            13021,
            11759
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358622,
            268601,
            -69257,
            -18248,
            264729,
            -585323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752713100000,
    "first_datapoint_time": 1752749400000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760213069620,
    "expiration_time": 1766692800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 122,
            "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)