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Trade: EGLD/USDT/720/VWMA/HILO/5249

Strategy
EGLD/USDT/720/VWMA/HILO/5249
Pair
EGLD_USDT
Interval
12h
Score
746452
Daily Profit
0.957885
Profit Factor
11.147984
Profitability
44.827586
Streak
67.463283
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-10-10 02:07
Expiration Time
2025-12-04 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1956891.3327 1784539.0877 172352.245 6978538.6132 611355.9135 6367182.6997
Total P&L (%) 1956.8913 1784.5391 172.3522 6978.5386 611.3559 6367.1827
Avg Daily Profit (%) 1.0504 0.9579 0.0925 0.2289 0.1054 0.224
Buy And Hold Return (%) 55.2846 55.2846 55.2846 55.2846 55.2846 55.2846
Max Trade Drawdown -91943 -62780 -45948 -10442298 -6392915 -5758779
Profit Factor 7.3359 11.148 2.2958 1.283 1.0499 1.5129
Total Trades 57 29 28 57 29 28
Winning Trades 29 13 16 29 13 16
Losing Trades 28 16 12 28 16 12
Profitability (%) 50.8772 44.8276 57.1429 50.8772 44.8276 57.1429
Ratio Avg Win / Avg Loss 7.083 13.7206 1.7219 1.2388 1.2922 1.1347
Largest Winning Trade 1653271 1653271 63337 5722760 3046566 5722760
Largest Losing Trade -27546 -21161 -27546 -4241997 -2186157 -4241997
Avg Bars in Trades 60 43 78 60 43 78
Avg Bars in Winners 90 63 111 90 63 111
Avg Bars in Losers 30 26 34 30 26 34
Bars Traded 3463 1256 2207 3463 1256 2207
Profit Streak 55.4633 67.4633 55.4633 55.4633 67.4633 55.4633
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -156071 746452 -87658 -169718 -218591 -9939
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760051227690,
    "expiration_time": 1764840096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "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": [
        [
            1956891.332692878,
            1784539.0877388422,
            172352.2449540355,
            6978538.61322006,
            611355.9134871645,
            6367182.699732894
        ],
        [
            1956.891333,
            1784.539088,
            172.352245,
            6978.538613,
            611.355913,
            6367.1827
        ],
        [
            1.050398,
            0.957885,
            0.092513,
            0.228906,
            0.10537,
            0.224047
        ],
        [
            55.284649,
            55.284649,
            55.284649,
            55.284649,
            55.284649,
            55.284649
        ],
        [
            -91943,
            -62780,
            -45948,
            -10442298,
            -6392915,
            -5758779
        ],
        [
            7.335933,
            11.147984,
            2.295838,
            1.283018,
            1.049935,
            1.51288
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            50.877193,
            44.827586,
            57.142857,
            50.877193,
            44.827586,
            57.142857
        ],
        [
            7.08297,
            13.720596,
            1.721878,
            1.238776,
            1.292228,
            1.13466
        ],
        [
            1653271,
            1653271,
            63337,
            5722760,
            3046566,
            5722760
        ],
        [
            -27546,
            -21161,
            -27546,
            -4241997,
            -2186157,
            -4241997
        ],
        [
            60,
            43,
            78,
            60,
            43,
            78
        ],
        [
            90,
            63,
            111,
            90,
            63,
            111
        ],
        [
            30,
            26,
            34,
            30,
            26,
            34
        ],
        [
            3463,
            1256,
            2207,
            3463,
            1256,
            2207
        ],
        [
            55.463283,
            67.463283,
            55.463283,
            55.463283,
            67.463283,
            55.463283
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156071,
            746452,
            -87658,
            -169718,
            -218591,
            -9939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760051227690,
    "expiration_time": 1764840096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "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)