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Trade: EGLD/USDT/240/VWAP/VWMA/8955

Strategy
EGLD/USDT/240/VWAP/VWMA/8955
Pair
EGLD_USDT
Interval
4h
Score
300089
Daily Profit
0.192728
Profit Factor
1.250303
Profitability
42.474227
Streak
0.000000
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-10-13 13:03
Expiration Time
2025-12-08 09:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359726.763 369166.7267 -9439.9637 -47004.5862 -381728.4545 334723.8683
Total P&L (%) 359.7268 369.1667 -9.44 -47.0046 -381.7285 334.7239
Avg Daily Profit (%) 0.1927 0.1978 -0.0051 -0.034 0 0.0788
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206076 -169542 -131146 -1293331 -1103917 -528934
Profit Factor 1.2503 1.4969 0.9864 0.9926 0.89 1.1146
Total Trades 485 243 242 485 243 242
Winning Trades 206 100 106 206 100 106
Losing Trades 279 143 136 279 143 136
Profitability (%) 42.4742 41.1523 43.8017 42.4742 41.1523 43.8017
Ratio Avg Win / Avg Loss 1.6934 2.1405 1.2656 1.3444 1.2727 1.43
Largest Winning Trade 256581 256581 45409 365273 251761 365273
Largest Losing Trade -46835 -36230 -46835 -284890 -284890 -181368
Avg Bars in Trades 22 23 22 22 23 22
Avg Bars in Winners 32 32 32 32 32 32
Avg Bars in Losers 15 16 14 15 16 14
Bars Traded 11110 5644 5466 11110 5644 5466
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 300089 271910 -580533 -579225 -581558 -183720
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599969600000,
    "last_datapoint_time": 1760342400000,
    "evaluation_time": 1760349826400,
    "expiration_time": 1765180368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 55
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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": [
        [
            359726.7629969628,
            369166.7266656539,
            -9439.9636686911,
            -47004.5861845337,
            -381728.4544998097,
            334723.8683152758
        ],
        [
            359.726763,
            369.166727,
            -9.439964,
            -47.004586,
            -381.728454,
            334.723868
        ],
        [
            0.192728,
            0.197786,
            -0.005058,
            -0.034013,
            0,
            0.078763
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206076,
            -169542,
            -131146,
            -1293331,
            -1103917,
            -528934
        ],
        [
            1.250303,
            1.496858,
            0.986401,
            0.992645,
            0.889971,
            1.114562
        ],
        [
            485,
            243,
            242,
            485,
            243,
            242
        ],
        [
            206,
            100,
            106,
            206,
            100,
            106
        ],
        [
            279,
            143,
            136,
            279,
            143,
            136
        ],
        [
            42.474227,
            41.152263,
            43.801653,
            42.474227,
            41.152263,
            43.801653
        ],
        [
            1.693372,
            2.140508,
            1.265571,
            1.344408,
            1.272659,
            1.430004
        ],
        [
            256581,
            256581,
            45409,
            365273,
            251761,
            365273
        ],
        [
            -46835,
            -36230,
            -46835,
            -284890,
            -284890,
            -181368
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            11110,
            5644,
            5466,
            11110,
            5644,
            5466
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300089,
            271910,
            -580533,
            -579225,
            -581558,
            -183720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599969600000,
    "last_datapoint_time": 1760342400000,
    "evaluation_time": 1760349826400,
    "expiration_time": 1765180368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 55
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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)