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Trade: EGLD/USDT/480/VWAP/HILO/8914

Strategy
EGLD/USDT/480/VWAP/HILO/8914
Pair
EGLD_USDT
Interval
8h
Score
664164
Daily Profit
0.663571
Profit Factor
4.214978
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1858.670000
Evaluation Time
2025-10-05 20:26
Expiration Time
2025-11-30 04:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1233359.7544 1140091.6801 93268.0743 605210.1496 270600.8716 334609.2781
Total P&L (%) 1233.3598 1140.0917 93.2681 605.2102 270.6009 334.6093
Avg Daily Profit (%) 0.6636 0.6134 0.0502 0.1051 0.0705 0.0791
Buy And Hold Return (%) 60 60 60 60 60 60
Max Trade Drawdown -86025 -73984 -66770 -930291 -902361 -558071
Profit Factor 4.215 6.9237 1.4879 1.1532 1.1354 1.1714
Total Trades 95 48 47 95 48 47
Winning Trades 45 17 28 45 17 28
Losing Trades 50 31 19 50 31 19
Profitability (%) 47.3684 35.4167 59.5745 47.3684 35.4167 59.5745
Ratio Avg Win / Avg Loss 4.6833 12.6255 1.0096 1.2813 2.0705 0.7949
Largest Winning Trade 1172962 1172962 63957 1172962 1172962 447761
Largest Losing Trade -55924 -38026 -55924 -500330 -500330 -489060
Avg Bars in Trades 55 40 70 55 40 70
Avg Bars in Winners 81 87 77 81 87 77
Avg Bars in Losers 31 15 58 31 15 58
Bars Traded 5254 1959 3295 5254 1959 3295
Profit Streak 0 0 24.7267 0 0 24.7267
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 664164 522601 -132660 -104973 -176587 -120137
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5576,
    "evaluation_days": 1858.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1606204800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759685183550,
    "expiration_time": 1764468864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 247
        }
    },
    "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": [
        [
            1233359.7544449687,
            1140091.6801194695,
            93268.0743254992,
            605210.1496484078,
            270600.8715666351,
            334609.2780817721
        ],
        [
            1233.359754,
            1140.09168,
            93.268074,
            605.21015,
            270.600872,
            334.609278
        ],
        [
            0.663571,
            0.613391,
            0.05018,
            0.105148,
            0.070503,
            0.079081
        ],
        [
            60,
            60,
            60,
            60,
            60,
            60
        ],
        [
            -86025,
            -73984,
            -66770,
            -930291,
            -902361,
            -558071
        ],
        [
            4.214978,
            6.92366,
            1.487892,
            1.153197,
            1.135439,
            1.171368
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            45,
            17,
            28,
            45,
            17,
            28
        ],
        [
            50,
            31,
            19,
            50,
            31,
            19
        ],
        [
            47.368421,
            35.416667,
            59.574468,
            47.368421,
            35.416667,
            59.574468
        ],
        [
            4.683309,
            12.625497,
            1.009641,
            1.28133,
            2.070506,
            0.794857
        ],
        [
            1172962,
            1172962,
            63957,
            1172962,
            1172962,
            447761
        ],
        [
            -55924,
            -38026,
            -55924,
            -500330,
            -500330,
            -489060
        ],
        [
            55,
            40,
            70,
            55,
            40,
            70
        ],
        [
            81,
            87,
            77,
            81,
            87,
            77
        ],
        [
            31,
            15,
            58,
            31,
            15,
            58
        ],
        [
            5254,
            1959,
            3295,
            5254,
            1959,
            3295
        ],
        [
            0,
            0,
            24.726661,
            0,
            0,
            24.726661
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            664164,
            522601,
            -132660,
            -104973,
            -176587,
            -120137
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5576,
    "evaluation_days": 1858.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1606204800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759685183550,
    "expiration_time": 1764468864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 247
        }
    },
    "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)