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Trade: EGLD/USDT/120/VWAP/DCM/4105

Strategy
EGLD/USDT/120/VWAP/DCM/4105
Pair
EGLD_USDT
Interval
2h
Score
640778
Daily Profit
0.907681
Profit Factor
4.558194
Profitability
41.830065
Streak
0.000000
Best Strategy
Training Data Length
1847.080000
Evaluation Time
2025-09-26 05:49
Expiration Time
2025-11-30 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1694445.0229 1676560.1447 17884.8782 157785.6465 301599.2671 -143813.6206
Total P&L (%) 1694.445 1676.5601 17.8849 157.7856 301.5993 -143.8136
Avg Daily Profit (%) 0.9174 0.9077 0.0097 0.0513 0.0753 0
Buy And Hold Return (%) 51.3772 51.3772 51.3772 51.3772 51.3772 51.3772
Max Trade Drawdown -136731 -119788 -72737 -1024739 -1236626 -658026
Profit Factor 2.856 4.5582 1.0405 1.0233 1.0864 0.9563
Total Trades 306 153 153 306 153 153
Winning Trades 130 64 66 130 64 66
Losing Trades 176 89 87 176 89 87
Profitability (%) 42.4837 41.8301 43.1373 42.4837 41.8301 43.1373
Ratio Avg Win / Avg Loss 3.8666 6.3387 1.3715 1.3853 1.5107 1.2606
Largest Winning Trade 1701314 1701314 49284 1112673 1112673 287748
Largest Losing Trade -34793 -24801 -34793 -259332 -258909 -259332
Avg Bars in Trades 70 71 70 70 71 70
Avg Bars in Winners 97 91 104 97 91 104
Avg Bars in Losers 50 57 44 50 57 44
Bars Traded 21686 10940 10746 21686 10940 10746
Profit Streak 3.8677 0 5.201 3.8677 0 5.201
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 613968 640778 -523376 -324081 -220502 -580821

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758854968173,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 239
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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": [
        [
            1694445.0228536248,
            1676560.1446869124,
            17884.8781667124,
            157785.6465258416,
            301599.2671158564,
            -143813.6205900154
        ],
        [
            1694.445023,
            1676.560145,
            17.884878,
            157.785647,
            301.599267,
            -143.813621
        ],
        [
            0.917364,
            0.907681,
            0.009683,
            0.051281,
            0.075298,
            0
        ],
        [
            51.377191,
            51.377191,
            51.377191,
            51.377191,
            51.377191,
            51.377191
        ],
        [
            -136731,
            -119788,
            -72737,
            -1024739,
            -1236626,
            -658026
        ],
        [
            2.856016,
            4.558194,
            1.040485,
            1.023264,
            1.08637,
            0.956296
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            130,
            64,
            66,
            130,
            64,
            66
        ],
        [
            176,
            89,
            87,
            176,
            89,
            87
        ],
        [
            42.48366,
            41.830065,
            43.137255,
            42.48366,
            41.830065,
            43.137255
        ],
        [
            3.866607,
            6.338738,
            1.371549,
            1.385341,
            1.510734,
            1.260571
        ],
        [
            1701314,
            1701314,
            49284,
            1112673,
            1112673,
            287748
        ],
        [
            -34793,
            -24801,
            -34793,
            -259332,
            -258909,
            -259332
        ],
        [
            70,
            71,
            70,
            70,
            71,
            70
        ],
        [
            97,
            91,
            104,
            97,
            91,
            104
        ],
        [
            50,
            57,
            44,
            50,
            57,
            44
        ],
        [
            21686,
            10940,
            10746,
            21686,
            10940,
            10746
        ],
        [
            3.867687,
            0,
            5.20102,
            3.867687,
            0,
            5.201021
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            613968,
            640778,
            -523376,
            -324081,
            -220502,
            -580821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758854968173,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 239
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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)