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Trade: EGLD/USDT/120/VWMA/DCM/3852

Strategy
EGLD/USDT/120/VWMA/DCM/3852
Pair
EGLD_USDT
Interval
2h
Score
311336
Daily Profit
0.210509
Profit Factor
1.221611
Profitability
44.064748
Streak
3.832152
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-10-09 04:58
Expiration Time
2025-12-15 02:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391862.205 387526.2157 4335.9893 25413.0074 1194186.3925 -1168773.3851
Total P&L (%) 391.8622 387.5262 4.336 25.413 1194.1864 -1168.7734
Avg Daily Profit (%) 0.2105 0.2082 0.0023 0.0122 0.1376 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139285 -109049 -151517 -1760552 -538770 -1589134
Profit Factor 1.2216 1.4721 1.0046 1.0032 1.3628 0.7474
Total Trades 556 278 278 556 278 278
Winning Trades 245 118 127 245 118 127
Losing Trades 311 160 151 311 160 151
Profitability (%) 44.0647 42.446 45.6835 44.0647 42.446 45.6835
Ratio Avg Win / Avg Loss 1.5507 1.9961 1.1944 1.2735 1.8478 0.8887
Largest Winning Trade 117246 117246 46884 828273 828273 253301
Largest Losing Trade -35532 -23244 -35532 -418030 -209023 -418030
Avg Bars in Trades 39 38 40 39 38 40
Avg Bars in Winners 45 45 46 45 45 46
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 22147 10790 11357 22147 10790 11357
Profit Streak 3.8322 0 26.0822 3.8322 0 26.0822
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311336 284357 -570286 -396881 -9326 -580093
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22338,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975097988,
    "expiration_time": 1765758009600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "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": [
        [
            391862.2049990668,
            387526.2156799528,
            4335.9893191138,
            25413.007392805,
            1194186.3924541436,
            -1168773.385061339
        ],
        [
            391.862205,
            387.526216,
            4.335989,
            25.413007,
            1194.186392,
            -1168.773385
        ],
        [
            0.210509,
            0.20818,
            0.002329,
            0.012165,
            0.137643,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139285,
            -109049,
            -151517,
            -1760552,
            -538770,
            -1589134
        ],
        [
            1.221611,
            1.472125,
            1.004577,
            1.003209,
            1.36277,
            0.747419
        ],
        [
            556,
            278,
            278,
            556,
            278,
            278
        ],
        [
            245,
            118,
            127,
            245,
            118,
            127
        ],
        [
            311,
            160,
            151,
            311,
            160,
            151
        ],
        [
            44.064748,
            42.446043,
            45.683453,
            44.064748,
            42.446043,
            45.683453
        ],
        [
            1.550698,
            1.996102,
            1.194418,
            1.273461,
            1.847824,
            0.888664
        ],
        [
            117246,
            117246,
            46884,
            828273,
            828273,
            253301
        ],
        [
            -35532,
            -23244,
            -35532,
            -418030,
            -209023,
            -418030
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            22147,
            10790,
            11357,
            22147,
            10790,
            11357
        ],
        [
            3.832152,
            0,
            26.082152,
            3.832153,
            0,
            26.082153
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311336,
            284357,
            -570286,
            -396881,
            -9326,
            -580093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22338,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975097988,
    "expiration_time": 1765758009600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "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)