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Trade: EGLD/USDT/720/SINWMA/VWAP/3201

Strategy
EGLD/USDT/720/SINWMA/VWAP/3201
Pair
EGLD_USDT
Interval
12h
Score
515131
Daily Profit
0.982838
Profit Factor
5.263207
Profitability
31.313131
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-06 02:56
Expiration Time
2025-11-30 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1827096.6051 1672402.7311 154693.874 4467195.9938 -646948.1369 5114144.1307
Total P&L (%) 1827.0966 1672.4027 154.6939 4467.196 -646.9481 5114.1441
Avg Daily Profit (%) 0.9828 0.8996 0.0832 0.2058 0 0.2129
Buy And Hold Return (%) 77.8563 77.8563 77.8563 77.8563 77.8563 77.8563
Max Trade Drawdown -65505 -67994 -41028 -3281507 -4033762 -1828365
Profit Factor 5.2632 7.6513 1.8733 1.2919 0.9297 1.8381
Total Trades 99 50 49 99 50 49
Winning Trades 31 11 20 31 11 20
Losing Trades 68 39 29 68 39 29
Profitability (%) 31.3131 22 40.8163 31.3131 22 40.8163
Ratio Avg Win / Avg Loss 11.5451 27.1273 2.7163 2.8338 3.2962 2.6652
Largest Winning Trade 1537225 1537225 63799 3163275 3163275 1857052
Largest Losing Trade -15583 -15583 -14266 -1209117 -1209117 -1055110
Avg Bars in Trades 36 30 42 36 30 42
Avg Bars in Winners 91 101 85 91 101 85
Avg Bars in Losers 11 10 13 11 10 13
Bars Traded 3612 1518 2094 3612 1518 2094
Profit Streak 0 0 43.9975 0 0 43.9975
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515131 -201589 -88197 80240 -801370 313725
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759708586327,
    "expiration_time": 1764484128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1827096.605105184,
            1672402.731103614,
            154693.8740015707,
            4467195.9937843755,
            -646948.1369304599,
            5114144.130714836
        ],
        [
            1827.096605,
            1672.402731,
            154.693874,
            4467.195994,
            -646.948137,
            5114.144131
        ],
        [
            0.982838,
            0.899625,
            0.083213,
            0.205778,
            0,
            0.212919
        ],
        [
            77.856302,
            77.856302,
            77.856302,
            77.856302,
            77.856302,
            77.856302
        ],
        [
            -65505,
            -67994,
            -41028,
            -3281507,
            -4033762,
            -1828365
        ],
        [
            5.263207,
            7.651285,
            1.873322,
            1.291863,
            0.929706,
            1.838055
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            31,
            11,
            20,
            31,
            11,
            20
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            31.313131,
            22,
            40.816327,
            31.313131,
            22,
            40.816327
        ],
        [
            11.5451,
            27.127283,
            2.716317,
            2.833764,
            3.296229,
            2.66518
        ],
        [
            1537225,
            1537225,
            63799,
            3163275,
            3163275,
            1857052
        ],
        [
            -15583,
            -15583,
            -14266,
            -1209117,
            -1209117,
            -1055110
        ],
        [
            36,
            30,
            42,
            36,
            30,
            42
        ],
        [
            91,
            101,
            85,
            91,
            101,
            85
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            3612,
            1518,
            2094,
            3612,
            1518,
            2094
        ],
        [
            0,
            0,
            43.997527,
            0,
            0,
            43.997527
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515131,
            -201589,
            -88197,
            80240,
            -801370,
            313725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759708586327,
    "expiration_time": 1764484128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)