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Trade: DOT/USDT/5/VWAP/ZLMA/5679

Strategy
DOT/USDT/5/VWAP/ZLMA/5679
Pair
DOT_USDT
Interval
5m
Score
390564
Daily Profit
1.138372
Profit Factor
1.410592
Profitability
39.941691
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 10:27
Expiration Time
2025-12-25 09:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98822.0392 69006.6049 29815.4342 72917.3708 72713.8707 203.5001
Total P&L (%) 98.822 69.0066 29.8154 72.9174 72.7139 0.2035
Avg Daily Profit (%) 1.1384 0.7949 0.3435 0.6328 0.6315 0.0023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50508 -26813 -32782 -41241 -23645 -25023
Profit Factor 1.4106 1.5875 1.2419 1.3576 1.7798 1.0018
Total Trades 343 171 172 343 171 172
Winning Trades 137 68 69 137 68 69
Losing Trades 206 103 103 206 103 103
Profitability (%) 39.9417 39.7661 40.1163 39.9417 39.7661 40.1163
Ratio Avg Win / Avg Loss 2.121 2.4046 1.8539 2.0413 2.6959 1.4955
Largest Winning Trade 86654 86654 62209 90418 90418 40017
Largest Losing Trade -11215 -4017 -11215 -21844 -3684 -21844
Avg Bars in Trades 72 76 67 72 76 67
Avg Bars in Winners 100 106 94 100 106 94
Avg Bars in Losers 53 57 50 53 57 50
Bars Traded 24790 13101 11689 24790 13101 11689
Profit Streak 0 0.5956 0 0 0.5956 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 390564 249370 40138 316892 216700 -579410
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752667800000,
    "first_datapoint_time": 1752698400000,
    "last_datapoint_time": 1760167500000,
    "evaluation_time": 1760167658015,
    "expiration_time": 1766647500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 103,
            "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": [
        [
            98822.0391690783,
            69006.6049497219,
            29815.4342193563,
            72917.3708385037,
            72713.870690531,
            203.5001479727
        ],
        [
            98.822039,
            69.006605,
            29.815434,
            72.917371,
            72.713871,
            0.2035
        ],
        [
            1.138372,
            0.794915,
            0.343456,
            0.632847,
            0.631482,
            0.002342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50508,
            -26813,
            -32782,
            -41241,
            -23645,
            -25023
        ],
        [
            1.410592,
            1.58753,
            1.241949,
            1.357565,
            1.779787,
            1.001839
        ],
        [
            343,
            171,
            172,
            343,
            171,
            172
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            39.941691,
            39.766082,
            40.116279,
            39.941691,
            39.766082,
            40.116279
        ],
        [
            2.121036,
            2.404641,
            1.853924,
            2.041303,
            2.695854,
            1.495498
        ],
        [
            86654,
            86654,
            62209,
            90418,
            90418,
            40017
        ],
        [
            -11215,
            -4017,
            -11215,
            -21844,
            -3684,
            -21844
        ],
        [
            72,
            76,
            67,
            72,
            76,
            67
        ],
        [
            100,
            106,
            94,
            100,
            106,
            94
        ],
        [
            53,
            57,
            50,
            53,
            57,
            50
        ],
        [
            24790,
            13101,
            11689,
            24790,
            13101,
            11689
        ],
        [
            0,
            0.595579,
            0,
            0,
            0.595579,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390564,
            249370,
            40138,
            316892,
            216700,
            -579410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752667800000,
    "first_datapoint_time": 1752698400000,
    "last_datapoint_time": 1760167500000,
    "evaluation_time": 1760167658015,
    "expiration_time": 1766647500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 103,
            "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)