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Trade: EGLD/USDT/120/VWMA/HILO/8282

Strategy
EGLD/USDT/120/VWMA/HILO/8282
Pair
EGLD_USDT
Interval
2h
Score
313006
Daily Profit
0.250490
Profit Factor
1.617495
Profitability
40.322581
Streak
0.000000
Best Strategy
Training Data Length
1860.420000
Evaluation Time
2025-10-08 02:43
Expiration Time
2025-12-13 23:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548615.972 466016.5156 82599.4564 447392.3607 789882.0354 -342489.6746
Total P&L (%) 548.616 466.0165 82.5995 447.3924 789.882 -342.4897
Avg Daily Profit (%) 0.2949 0.2505 0.0444 0.0914 0.1176 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121185 -100718 -114636 -1193292 -825303 -1035600
Profit Factor 1.3308 1.6175 1.0914 1.039 1.1521 0.9456
Total Trades 620 310 310 620 310 310
Winning Trades 277 125 152 277 125 152
Losing Trades 343 185 158 343 185 158
Profitability (%) 44.6774 40.3226 49.0323 44.6774 40.3226 49.0323
Ratio Avg Win / Avg Loss 1.6479 2.3939 1.1345 1.2865 1.7052 0.9829
Largest Winning Trade 264073 264073 41964 641363 641363 282123
Largest Losing Trade -31686 -16442 -31686 -380266 -149998 -380266
Avg Bars in Trades 35 29 42 35 29 42
Avg Bars in Winners 46 39 53 46 39 53
Avg Bars in Losers 26 23 31 26 23 31
Bars Traded 22227 9193 13034 22227 9193 13034
Profit Streak 0.905 0 1.0717 0.905 0 1.0717
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300456 313006 -255794 -250478 -90131 -582981
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22325,
    "evaluation_days": 1860.42,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599660000000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880594441,
    "expiration_time": 1765661040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            548615.9719858299,
            466016.5155770777,
            82599.4564087522,
            447392.3607483067,
            789882.0353883331,
            -342489.6746400278
        ],
        [
            548.615972,
            466.016516,
            82.599456,
            447.392361,
            789.882035,
            -342.489675
        ],
        [
            0.294888,
            0.25049,
            0.044398,
            0.091419,
            0.117565,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121185,
            -100718,
            -114636,
            -1193292,
            -825303,
            -1035600
        ],
        [
            1.330821,
            1.617495,
            1.091405,
            1.038954,
            1.152128,
            0.945575
        ],
        [
            620,
            310,
            310,
            620,
            310,
            310
        ],
        [
            277,
            125,
            152,
            277,
            125,
            152
        ],
        [
            343,
            185,
            158,
            343,
            185,
            158
        ],
        [
            44.677419,
            40.322581,
            49.032258,
            44.677419,
            40.322581,
            49.032258
        ],
        [
            1.647912,
            2.393892,
            1.134487,
            1.286503,
            1.70515,
            0.9829
        ],
        [
            264073,
            264073,
            41964,
            641363,
            641363,
            282123
        ],
        [
            -31686,
            -16442,
            -31686,
            -380266,
            -149998,
            -380266
        ],
        [
            35,
            29,
            42,
            35,
            29,
            42
        ],
        [
            46,
            39,
            53,
            46,
            39,
            53
        ],
        [
            26,
            23,
            31,
            26,
            23,
            31
        ],
        [
            22227,
            9193,
            13034,
            22227,
            9193,
            13034
        ],
        [
            0.905028,
            0,
            1.071695,
            0.905028,
            0,
            1.071695
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300456,
            313006,
            -255794,
            -250478,
            -90131,
            -582981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22325,
    "evaluation_days": 1860.42,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599660000000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880594441,
    "expiration_time": 1765661040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)