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Trade: EGLD/USDT/720/VWMA/BBM/7959

Strategy
EGLD/USDT/720/VWMA/BBM/7959
Pair
EGLD_USDT
Interval
12h
Score
528081
Daily Profit
0.862681
Profit Factor
5.654517
Profitability
32.432432
Streak
0.000000
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-10-01 15:40
Expiration Time
2025-11-25 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1658825.3044 1599842.3848 58982.9196 605259.1243 545447.2647 59811.8596
Total P&L (%) 1658.8253 1599.8424 58.9829 605.2591 545.4473 59.8119
Avg Daily Profit (%) 0.8945 0.8627 0.0318 0.1054 0.1006 0.0253
Buy And Hold Return (%) 29.803 29.803 29.803 29.803 29.803 29.803
Max Trade Drawdown -164506 -122614 -88225 -1407885 -1033813 -603853
Profit Factor 3.7989 5.6545 1.2369 1.1551 1.2285 1.0394
Total Trades 73 37 36 73 37 36
Winning Trades 27 12 15 27 12 15
Losing Trades 46 25 21 46 25 21
Profitability (%) 36.9863 32.4324 41.6667 36.9863 32.4324 41.6667
Ratio Avg Win / Avg Loss 6.4722 11.7802 1.7317 1.9679 2.5594 1.4552
Largest Winning Trade 1516320 1516320 64349 1516320 1516320 355720
Largest Losing Trade -44772 -44615 -44772 -452736 -452736 -340892
Avg Bars in Trades 47 39 55 47 39 55
Avg Bars in Winners 73 58 84 73 58 84
Avg Bars in Losers 32 30 35 32 30 35
Bars Traded 3461 1456 2005 3461 1456 2005
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 -61176 528081 -159861 -182071 -64317 -346326
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759322414880,
    "expiration_time": 1764083664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 4.27199
        }
    }
}
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": [
        [
            1658825.3043967402,
            1599842.3847924275,
            58982.9196043127,
            605259.1243406467,
            545447.2647319108,
            59811.859608736
        ],
        [
            1658.825304,
            1599.842385,
            58.98292,
            605.259124,
            545.447265,
            59.81186
        ],
        [
            0.894487,
            0.862681,
            0.031805,
            0.105388,
            0.100605,
            0.025284
        ],
        [
            29.803004,
            29.803004,
            29.803004,
            29.803004,
            29.803004,
            29.803004
        ],
        [
            -164506,
            -122614,
            -88225,
            -1407885,
            -1033813,
            -603853
        ],
        [
            3.798903,
            5.654517,
            1.236925,
            1.15505,
            1.228506,
            1.039437
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            36.986301,
            32.432432,
            41.666667,
            36.986301,
            32.432432,
            41.666667
        ],
        [
            6.472205,
            11.780244,
            1.731695,
            1.967862,
            2.559387,
            1.455212
        ],
        [
            1516320,
            1516320,
            64349,
            1516320,
            1516320,
            355720
        ],
        [
            -44772,
            -44615,
            -44772,
            -452736,
            -452736,
            -340892
        ],
        [
            47,
            39,
            55,
            47,
            39,
            55
        ],
        [
            73,
            58,
            84,
            73,
            58,
            84
        ],
        [
            32,
            30,
            35,
            32,
            30,
            35
        ],
        [
            3461,
            1456,
            2005,
            3461,
            1456,
            2005
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61176,
            528081,
            -159861,
            -182071,
            -64317,
            -346326
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759322414880,
    "expiration_time": 1764083664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 4.27199
        }
    }
}

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)