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Trade: EGLD/USDT/360/VWMA/WMA/3289

Strategy
EGLD/USDT/360/VWMA/WMA/3289
Pair
EGLD_USDT
Interval
6h
Score
666943
Daily Profit
0.775160
Profit Factor
3.262358
Profitability
46.153846
Streak
20.089438
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-10-12 23:08
Expiration Time
2025-12-07 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1446448.2429 1328226.8264 118221.4165 1538644.6753 483790.9197 1054853.7556
Total P&L (%) 1446.4482 1328.2268 118.2214 1538.6447 483.7909 1054.8538
Avg Daily Profit (%) 0.7752 0.7118 0.0634 0.15 0.0946 0.1312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129496 -113918 -69666 -1192789 -1080930 -564243
Profit Factor 3.2624 5.155 1.3698 1.3221 1.1868 1.4822
Total Trades 104 52 52 104 52 52
Winning Trades 48 22 26 48 22 26
Losing Trades 56 30 26 56 30 26
Profitability (%) 46.1538 42.3077 50 46.1538 42.3077 50
Ratio Avg Win / Avg Loss 3.8061 7.0295 1.3698 1.5425 1.6184 1.4822
Largest Winning Trade 1212867 1212867 62632 842752 842752 602197
Largest Losing Trade -37621 -21757 -37621 -289624 -240410 -289624
Avg Bars in Trades 69 55 83 69 55 83
Avg Bars in Winners 95 72 114 95 72 114
Avg Bars in Losers 47 44 51 47 44 51
Bars Traded 7235 2911 4324 7235 2911 4324
Profit Streak 20.0894 0 51.0894 20.0894 0 51.0894
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 666943 -162726 -286887 296806 -263613 -195328
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7464,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760299727460,
    "expiration_time": 1765128672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 67,
            "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": [
        [
            1446448.242915968,
            1328226.826384597,
            118221.416531371,
            1538644.6752860602,
            483790.9196968548,
            1054853.7555892058
        ],
        [
            1446.448243,
            1328.226826,
            118.221417,
            1538.644675,
            483.79092,
            1054.853756
        ],
        [
            0.77516,
            0.711804,
            0.063356,
            0.149976,
            0.094598,
            0.131198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129496,
            -113918,
            -69666,
            -1192789,
            -1080930,
            -564243
        ],
        [
            3.262358,
            5.154994,
            1.369807,
            1.322102,
            1.186841,
            1.482204
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            46.153846,
            42.307692,
            50,
            46.153846,
            42.307692,
            50
        ],
        [
            3.806084,
            7.029537,
            1.369807,
            1.542453,
            1.61842,
            1.482204
        ],
        [
            1212867,
            1212867,
            62632,
            842752,
            842752,
            602197
        ],
        [
            -37621,
            -21757,
            -37621,
            -289624,
            -240410,
            -289624
        ],
        [
            69,
            55,
            83,
            69,
            55,
            83
        ],
        [
            95,
            72,
            114,
            95,
            72,
            114
        ],
        [
            47,
            44,
            51,
            47,
            44,
            51
        ],
        [
            7235,
            2911,
            4324,
            7235,
            2911,
            4324
        ],
        [
            20.089438,
            0,
            51.089438,
            20.089438,
            0,
            51.089438
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            666943,
            -162726,
            -286887,
            296806,
            -263613,
            -195328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7464,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760299727460,
    "expiration_time": 1765128672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 67,
            "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)