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Trade: EGLD/USDT/360/VWMA/KCL/6815

Strategy
EGLD/USDT/360/VWMA/KCL/6815
Pair
EGLD_USDT
Interval
6h
Score
340846
Daily Profit
0.394079
Profit Factor
3.722024
Profitability
30.952381
Streak
0.000000
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-26 04:57
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 635096.8623 728159.5842 -93062.7219 -74730.9243 691775.5716 -766506.4959
Total P&L (%) 635.0969 728.1596 -93.0627 -74.7309 691.7756 -766.5065
Avg Daily Profit (%) 0.3437 0.3941 -0.0504 -0.0744 0.112 0
Buy And Hold Return (%) 74.4949 74.4949 74.4949 74.4949 74.4949 74.4949
Max Trade Drawdown -277001 -110243 -217087 -1315906 -597161 -783442
Profit Factor 2.0331 3.722 0.732 0.9552 1.8842 0.1359
Total Trades 83 42 41 83 42 41
Winning Trades 31 13 18 31 13 18
Losing Trades 52 29 23 52 29 23
Profitability (%) 37.3494 30.9524 43.9024 37.3494 30.9524 43.9024
Ratio Avg Win / Avg Loss 3.4104 8.303 0.9353 1.6023 4.2032 0.1736
Largest Winning Trade 687179 687179 61464 1158536 1158536 48266
Largest Losing Trade -82874 -41441 -82874 -540867 -540867 -371556
Avg Bars in Trades 70 20 122 70 20 122
Avg Bars in Winners 160 36 251 160 36 251
Avg Bars in Losers 17 13 21 17 13 21
Bars Traded 5877 856 5021 5877 856 5021
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 249586 340846 -583113 -584197 -46508 -583113

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": 1604275200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851854980,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            635096.8622579547,
            728159.5841539827,
            -93062.7218960278,
            -74730.9243013957,
            691775.571614584,
            -766506.4959159796
        ],
        [
            635.096862,
            728.159584,
            -93.062722,
            -74.730924,
            691.775572,
            -766.506496
        ],
        [
            0.343714,
            0.394079,
            -0.050365,
            -0.074419,
            0.112043,
            0
        ],
        [
            74.494883,
            74.494883,
            74.494883,
            74.494883,
            74.494883,
            74.494883
        ],
        [
            -277001,
            -110243,
            -217087,
            -1315906,
            -597161,
            -783442
        ],
        [
            2.033118,
            3.722024,
            0.731986,
            0.955235,
            1.884192,
            0.135856
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            37.349398,
            30.952381,
            43.902439,
            37.349398,
            30.952381,
            43.902439
        ],
        [
            3.410391,
            8.302977,
            0.935316,
            1.602329,
            4.203197,
            0.173594
        ],
        [
            687179,
            687179,
            61464,
            1158536,
            1158536,
            48266
        ],
        [
            -82874,
            -41441,
            -82874,
            -540867,
            -540867,
            -371556
        ],
        [
            70,
            20,
            122,
            70,
            20,
            122
        ],
        [
            160,
            36,
            251,
            160,
            36,
            251
        ],
        [
            17,
            13,
            21,
            17,
            13,
            21
        ],
        [
            5877,
            856,
            5021,
            5877,
            856,
            5021
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            249586,
            340846,
            -583113,
            -584197,
            -46508,
            -583113
        ]
    ]
}
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": 1604275200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851854980,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)