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Trade: EGLD/USDT/360/VWMA/KCU/6447

Strategy
EGLD/USDT/360/VWMA/KCU/6447
Pair
EGLD_USDT
Interval
6h
Score
719413
Daily Profit
0.279886
Profit Factor
4.154580
Profitability
70.967742
Streak
207.749968
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-28 08:59
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 1776935.3938 1552980.7199 223954.6739 14137582.5863 -3255182.2716 17392764.858
Total P&L (%) 1776.9354 1552.9807 223.9547 14137.5826 -3255.1823 17392.7649
Avg Daily Profit (%) 0.9617 0.8405 0.1212 0.2687 0 0.2799
Buy And Hold Return (%) 73.9472 73.9472 73.9472 73.9472 73.9472 73.9472
Max Trade Drawdown -71194 -87805 -18485 -11511543 -11803199 -2239594
Profit Factor 7.7357 8.7926 4.4711 1.4958 0.8585 4.1546
Total Trades 63 32 31 63 32 31
Winning Trades 32 10 22 32 10 22
Losing Trades 31 22 9 31 22 9
Profitability (%) 50.7937 31.25 70.9677 50.7937 31.25 70.9677
Ratio Avg Win / Avg Loss 7.494 19.3437 1.8291 1.449 1.8887 1.6996
Largest Winning Trade 1363232 1363232 40036 6195498 6195498 4753734
Largest Losing Trade -21705 -21705 -15189 -3927433 -3927433 -1717072
Avg Bars in Trades 113 139 87 113 139 87
Avg Bars in Winners 137 218 101 137 218 101
Avg Bars in Losers 88 103 52 88 103 52
Bars Traded 7171 4463 2708 7171 4463 2708
Profit Streak 0 0 207.75 0 0 207.75
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129062 518592 -22791 -140991 -585324 719413
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": 1602979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039197216,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1776935.3938150422,
            1552980.7199005473,
            223954.6739144942,
            14137582.586345065,
            -3255182.2716217674,
            17392764.857966833
        ],
        [
            1776.935394,
            1552.98072,
            223.954674,
            14137.582586,
            -3255.182272,
            17392.764858
        ],
        [
            0.961675,
            0.840471,
            0.121204,
            0.268712,
            0,
            0.279886
        ],
        [
            73.947162,
            73.947162,
            73.947162,
            73.947162,
            73.947162,
            73.947162
        ],
        [
            -71194,
            -87805,
            -18485,
            -11511543,
            -11803199,
            -2239594
        ],
        [
            7.735701,
            8.792602,
            4.47112,
            1.495778,
            0.858485,
            4.15458
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            10,
            22,
            32,
            10,
            22
        ],
        [
            31,
            22,
            9,
            31,
            22,
            9
        ],
        [
            50.793651,
            31.25,
            70.967742,
            50.793651,
            31.25,
            70.967742
        ],
        [
            7.49396,
            19.343725,
            1.829094,
            1.449035,
            1.888668,
            1.699601
        ],
        [
            1363232,
            1363232,
            40036,
            6195498,
            6195498,
            4753734
        ],
        [
            -21705,
            -21705,
            -15189,
            -3927433,
            -3927433,
            -1717072
        ],
        [
            113,
            139,
            87,
            113,
            139,
            87
        ],
        [
            137,
            218,
            101,
            137,
            218,
            101
        ],
        [
            88,
            103,
            52,
            88,
            103,
            52
        ],
        [
            7171,
            4463,
            2708,
            7171,
            4463,
            2708
        ],
        [
            0,
            0,
            207.749968,
            0,
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        ],
        [
            0,
            0,
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            0,
            0,
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        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -129062,
            518592,
            -22791,
            -140991,
            -585324,
            719413
        ]
    ]
}
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": 1602979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039197216,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)