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Trade: EGLD/USDT/360/VWAP/HWMA/2922

Strategy
EGLD/USDT/360/VWAP/HWMA/2922
Pair
EGLD_USDT
Interval
6h
Score
484684
Daily Profit
0.321058
Profit Factor
1.293505
Profitability
44.407530
Streak
0.000000
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-26 06:07
Expiration Time
2025-11-19 00:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593235.6901 466323.8575 126911.8326 1349223.9529 745830.515 603393.4379
Total P&L (%) 593.2357 466.3239 126.9118 1349.224 745.8305 603.3934
Avg Daily Profit (%) 0.3211 0.2524 0.0687 0.1448 0.1156 0.1056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126522 -102121 -94066 -4192107 -2774898 -2902552
Profit Factor 1.2935 1.4805 1.1208 1.0297 1.0335 1.026
Total Trades 903 452 451 903 452 451
Winning Trades 401 203 198 401 203 198
Losing Trades 502 249 253 502 249 253
Profitability (%) 44.4075 44.9115 43.9024 44.4075 44.9115 43.9024
Ratio Avg Win / Avg Loss 1.6193 1.8159 1.4321 1.289 1.2678 1.311
Largest Winning Trade 156899 156899 37338 1189579 1189579 813995
Largest Losing Trade -25589 -23329 -25589 -966260 -568855 -966260
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 7362 3647 3714 7362 3647 3714
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 484684 376995 -189167 -183955 -221746 -243775

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856032376,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55732,
            "nb": 0.1,
            "nc": 0.48074
        }
    }
}
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": [
        [
            593235.6900589105,
            466323.8574778583,
            126911.8325810521,
            1349223.952880591,
            745830.5150148675,
            603393.4378657305
        ],
        [
            593.23569,
            466.323857,
            126.911833,
            1349.223953,
            745.830515,
            603.393438
        ],
        [
            0.321058,
            0.252374,
            0.068685,
            0.1448,
            0.115621,
            0.10563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126522,
            -102121,
            -94066,
            -4192107,
            -2774898,
            -2902552
        ],
        [
            1.293505,
            1.480452,
            1.120798,
            1.02969,
            1.033549,
            1.025994
        ],
        [
            903,
            452,
            451,
            903,
            452,
            451
        ],
        [
            401,
            203,
            198,
            401,
            203,
            198
        ],
        [
            502,
            249,
            253,
            502,
            249,
            253
        ],
        [
            44.40753,
            44.911504,
            43.902439,
            44.40753,
            44.911504,
            43.902439
        ],
        [
            1.619301,
            1.815924,
            1.43213,
            1.289038,
            1.267752,
            1.310992
        ],
        [
            156899,
            156899,
            37338,
            1189579,
            1189579,
            813995
        ],
        [
            -25589,
            -23329,
            -25589,
            -966260,
            -568855,
            -966260
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            7362,
            3647,
            3714,
            7362,
            3647,
            3714
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484684,
            376995,
            -189167,
            -183955,
            -221746,
            -243775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856032376,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55732,
            "nb": 0.1,
            "nc": 0.48074
        }
    }
}

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)