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Trade: EGLD/USDT/120/VWMA/ZLMA/2315

Strategy
EGLD/USDT/120/VWMA/ZLMA/2315
Pair
EGLD_USDT
Interval
2h
Score
310233
Daily Profit
0.397256
Profit Factor
1.929251
Profitability
36.734694
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 733763.6369 660522.8384 73240.7985 712480.0243 69566.2747 642913.7495
Total P&L (%) 733.7636 660.5228 73.2408 712.48 69.5663 642.9138
Avg Daily Profit (%) 0.3973 0.3576 0.0397 0.1135 0.0286 0.1086
Buy And Hold Return (%) 15.8335 15.8335 15.8335 15.8335 15.8335 15.8335
Max Trade Drawdown -108465 -96341 -82129 -2662978 -2478491 -1028330
Profit Factor 1.9293 2.7251 1.1801 1.0551 1.0106 1.1012
Total Trades 147 74 73 147 74 73
Winning Trades 54 24 30 54 24 30
Losing Trades 93 50 43 93 50 43
Profitability (%) 36.7347 32.4324 41.0959 36.7347 32.4324 41.0959
Ratio Avg Win / Avg Loss 3.3226 5.6772 1.6914 1.8171 2.1054 1.5785
Largest Winning Trade 441555 441555 61822 1381035 1381035 866388
Largest Losing Trade -29096 -21549 -29096 -500336 -500336 -429118
Avg Bars in Trades 148 129 167 148 129 167
Avg Bars in Winners 272 254 286 272 254 286
Avg Bars in Losers 76 70 83 76 70 83
Bars Traded 21798 9603 12195 21798 9603 12195
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310233 -56705 -238360 -204665 -435633 -231016

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": 1600480800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758854970925,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 97,
            "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": [
        [
            733763.6369455926,
            660522.8384276098,
            73240.7985179832,
            712480.0242553056,
            69566.2747333439,
            642913.7495219613
        ],
        [
            733.763637,
            660.522838,
            73.240799,
            712.480024,
            69.566275,
            642.91375
        ],
        [
            0.397256,
            0.357604,
            0.039652,
            0.113482,
            0.028594,
            0.108631
        ],
        [
            15.833478,
            15.833478,
            15.833478,
            15.833478,
            15.833478,
            15.833478
        ],
        [
            -108465,
            -96341,
            -82129,
            -2662978,
            -2478491,
            -1028330
        ],
        [
            1.929251,
            2.725065,
            1.180072,
            1.055092,
            1.010569,
            1.101244
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            36.734694,
            32.432432,
            41.09589,
            36.734694,
            32.432432,
            41.09589
        ],
        [
            3.3226,
            5.677219,
            1.691436,
            1.817103,
            2.105351,
            1.57845
        ],
        [
            441555,
            441555,
            61822,
            1381035,
            1381035,
            866388
        ],
        [
            -29096,
            -21549,
            -29096,
            -500336,
            -500336,
            -429118
        ],
        [
            148,
            129,
            167,
            148,
            129,
            167
        ],
        [
            272,
            254,
            286,
            272,
            254,
            286
        ],
        [
            76,
            70,
            83,
            76,
            70,
            83
        ],
        [
            21798,
            9603,
            12195,
            21798,
            9603,
            12195
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310233,
            -56705,
            -238360,
            -204665,
            -435633,
            -231016
        ]
    ]
}
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": 1600480800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758854970925,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 97,
            "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)