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Trade: EGLD/USDT/360/VWMA/HILO/4418

Strategy
EGLD/USDT/360/VWMA/HILO/4418
Pair
EGLD_USDT
Interval
6h
Score
539409
Daily Profit
0.933301
Profit Factor
10.033417
Profitability
32.432432
Streak
0.000000
Best Strategy
Training Data Length
1853.250000
Evaluation Time
2025-09-30 06:35
Expiration Time
2025-11-24 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1859253.5168 1729640.8215 129612.6953 3402314.7683 -2426304.7754 5828619.5437
Total P&L (%) 1859.2535 1729.6408 129.6127 3402.3148 -2426.3048 5828.6195
Avg Daily Profit (%) 1.0032 0.9333 0.0699 0.1921 0 0.2205
Buy And Hold Return (%) 77.072 77.072 77.072 77.072 77.072 77.072
Max Trade Drawdown -102629 -87814 -48993 -9387324 -8316138 -3920353
Profit Factor 5.9395 10.0334 1.7009 1.1167 0.8413 1.4204
Total Trades 73 37 36 73 37 36
Winning Trades 31 12 19 31 12 19
Losing Trades 42 25 17 42 25 17
Profitability (%) 42.4658 32.4324 52.7778 42.4658 32.4324 52.7778
Ratio Avg Win / Avg Loss 8.0471 20.903 1.5218 1.513 1.7526 1.2709
Largest Winning Trade 1532929 1532929 62561 4748662 4748662 4451352
Largest Losing Trade -30268 -23154 -30268 -3030468 -1850759 -3030468
Avg Bars in Trades 94 71 119 94 71 119
Avg Bars in Winners 163 139 178 163 139 178
Avg Bars in Losers 44 38 53 44 38 53
Bars Traded 6922 2630 4292 6922 2630 4292
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 -57381 539409 -104985 -162262 -584826 338065
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759203355600,
    "expiration_time": 1763994024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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": [
        [
            1859253.516785062,
            1729640.8215230233,
            129612.6952620388,
            3402314.768316919,
            -2426304.7753814026,
            5828619.5436983155
        ],
        [
            1859.253517,
            1729.640822,
            129.612695,
            3402.314768,
            -2426.304775,
            5828.619544
        ],
        [
            1.003239,
            0.933301,
            0.069938,
            0.192064,
            0,
            0.220525
        ],
        [
            77.071974,
            77.071974,
            77.071974,
            77.071974,
            77.071974,
            77.071974
        ],
        [
            -102629,
            -87814,
            -48993,
            -9387324,
            -8316138,
            -3920353
        ],
        [
            5.939549,
            10.033417,
            1.700874,
            1.116719,
            0.841262,
            1.420393
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            42,
            25,
            17,
            42,
            25,
            17
        ],
        [
            42.465753,
            32.432432,
            52.777778,
            42.465753,
            32.432432,
            52.777778
        ],
        [
            8.04713,
            20.902951,
            1.521835,
            1.512974,
            1.752628,
            1.270878
        ],
        [
            1532929,
            1532929,
            62561,
            4748662,
            4748662,
            4451352
        ],
        [
            -30268,
            -23154,
            -30268,
            -3030468,
            -1850759,
            -3030468
        ],
        [
            94,
            71,
            119,
            94,
            71,
            119
        ],
        [
            163,
            139,
            178,
            163,
            139,
            178
        ],
        [
            44,
            38,
            53,
            44,
            38,
            53
        ],
        [
            6922,
            2630,
            4292,
            6922,
            2630,
            4292
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57381,
            539409,
            -104985,
            -162262,
            -584826,
            338065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759203355600,
    "expiration_time": 1763994024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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)