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Trade: DOT/USDT/720/VWAP/MIDPOINT/7899

Strategy
DOT/USDT/720/VWAP/MIDPOINT/7899
Pair
DOT_USDT
Interval
12h
Score
542913
Daily Profit
0.358026
Profit Factor
2.498066
Profitability
48.235294
Streak
61.815924
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-26 22:34
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667180.9346 613675.1415 53505.7931 114529.9853 179043.7473 -64513.7621
Total P&L (%) 667.1809 613.6751 53.5058 114.53 179.0437 -64.5138
Avg Daily Profit (%) 0.358 0.3293 0.0287 0.041 0.0551 -0.0556
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156800 -86914 -120599 -530325 -267201 -435166
Profit Factor 2.4981 4.1212 1.2151 1.0955 1.3414 0.9044
Total Trades 85 42 43 85 42 43
Winning Trades 41 17 24 41 17 24
Losing Trades 44 25 19 44 25 19
Profitability (%) 48.2353 40.4762 55.814 48.2353 40.4762 55.814
Ratio Avg Win / Avg Loss 2.6809 6.0605 0.962 1.1757 1.9727 0.716
Largest Winning Trade 647175 647175 39700 429873 429873 149851
Largest Losing Trade -56329 -30720 -56329 -305513 -157842 -305513
Avg Bars in Trades 41 37 44 41 37 44
Avg Bars in Winners 54 50 57 54 50 57
Avg Bars in Losers 28 29 28 28 29 28
Bars Traded 3513 1587 1926 3513 1587 1926
Profit Streak 61.8159 61.8159 70.8159 61.8159 61.8159 70.8159
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542913 474938 -155951 -252706 -121014 -579005

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915295863,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "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": [
        [
            667180.9345752917,
            613675.1414977127,
            53505.7930775789,
            114529.9852526296,
            179043.7473161615,
            -64513.7620635319
        ],
        [
            667.180935,
            613.675141,
            53.505793,
            114.529985,
            179.043747,
            -64.513762
        ],
        [
            0.358026,
            0.329313,
            0.028713,
            0.040968,
            0.055083,
            -0.05558
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156800,
            -86914,
            -120599,
            -530325,
            -267201,
            -435166
        ],
        [
            2.498066,
            4.121164,
            1.215104,
            1.09552,
            1.341447,
            0.904374
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            48.235294,
            40.47619,
            55.813953,
            48.235294,
            40.47619,
            55.813953
        ],
        [
            2.680852,
            6.060535,
            0.961957,
            1.17568,
            1.972716,
            0.715963
        ],
        [
            647175,
            647175,
            39700,
            429873,
            429873,
            149851
        ],
        [
            -56329,
            -30720,
            -56329,
            -305513,
            -157842,
            -305513
        ],
        [
            41,
            37,
            44,
            41,
            37,
            44
        ],
        [
            54,
            50,
            57,
            54,
            50,
            57
        ],
        [
            28,
            29,
            28,
            28,
            29,
            28
        ],
        [
            3513,
            1587,
            1926,
            3513,
            1587,
            1926
        ],
        [
            61.815924,
            61.815924,
            70.815924,
            61.815924,
            61.815924,
            70.815924
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542913,
            474938,
            -155951,
            -252706,
            -121014,
            -579005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915295863,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "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)