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Trade: ETC/USDT/120/VWMA/WMA/3153

Strategy
ETC/USDT/120/VWMA/WMA/3153
Pair
ETC_USDT
Interval
2h
Score
334771
Daily Profit
0.379508
Profit Factor
1.815400
Profitability
34.700315
Streak
16.334363
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-01 23:01
Expiration Time
2025-12-15 19:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 790609.3842 602003.8412 188605.543 8351314.7758 5051800.6933 3299514.0825
Total P&L (%) 790.6094 602.0038 188.6055 8351.3148 5051.8007 3299.5141
Avg Daily Profit (%) 0.3795 0.289 0.0905 0.2132 0.1894 0.1694
Buy And Hold Return (%) 96.7932 96.7932 96.7932 96.7932 96.7932 96.7932
Max Trade Drawdown -108202 -57252 -80522 -7075629 -5956626 -2504505
Profit Factor 1.8154 2.2296 1.3929 1.2037 1.2542 1.1561
Total Trades 317 158 159 317 158 159
Winning Trades 110 46 64 110 46 64
Losing Trades 207 112 95 207 112 95
Profitability (%) 34.7003 29.1139 40.2516 34.7003 29.1139 40.2516
Ratio Avg Win / Avg Loss 3.4163 5.4286 2.0676 2.2651 3.0538 1.7161
Largest Winning Trade 199565 199565 33574 5271282 5271282 2024779
Largest Losing Trade -15456 -14900 -15456 -1113443 -900484 -1113443
Avg Bars in Trades 78 68 87 78 68 87
Avg Bars in Winners 144 136 149 144 136 149
Avg Bars in Losers 42 41 45 42 41 45
Bars Traded 24744 10880 13865 24744 10880 13865
Profit Streak 16.3344 0 39.5844 16.3344 0 39.5844
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334771 39973 -80089 181441 -2548 -42441
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579284000000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759348888977,
    "expiration_time": 1765821340800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "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": [
        [
            790609.384175068,
            602003.8411808332,
            188605.5429942352,
            8351314.775801007,
            5051800.693301546,
            3299514.0824994612
        ],
        [
            790.609384,
            602.003841,
            188.605543,
            8351.314776,
            5051.800693,
            3299.514082
        ],
        [
            0.379508,
            0.288973,
            0.090534,
            0.213207,
            0.189399,
            0.169409
        ],
        [
            96.79315,
            96.79315,
            96.79315,
            96.79315,
            96.79315,
            96.79315
        ],
        [
            -108202,
            -57252,
            -80522,
            -7075629,
            -5956626,
            -2504505
        ],
        [
            1.8154,
            2.229586,
            1.39293,
            1.203659,
            1.254231,
            1.156113
        ],
        [
            317,
            158,
            159,
            317,
            158,
            159
        ],
        [
            110,
            46,
            64,
            110,
            46,
            64
        ],
        [
            207,
            112,
            95,
            207,
            112,
            95
        ],
        [
            34.700315,
            29.113924,
            40.251572,
            34.700315,
            29.113924,
            40.251572
        ],
        [
            3.416253,
            5.428558,
            2.06763,
            2.265068,
            3.05378,
            1.716105
        ],
        [
            199565,
            199565,
            33574,
            5271282,
            5271282,
            2024779
        ],
        [
            -15456,
            -14900,
            -15456,
            -1113443,
            -900484,
            -1113443
        ],
        [
            78,
            68,
            87,
            78,
            68,
            87
        ],
        [
            144,
            136,
            149,
            144,
            136,
            149
        ],
        [
            42,
            41,
            45,
            42,
            41,
            45
        ],
        [
            24744,
            10880,
            13865,
            24744,
            10880,
            13865
        ],
        [
            16.334363,
            0,
            39.584363,
            16.334363,
            0,
            39.584363
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334771,
            39973,
            -80089,
            181441,
            -2548,
            -42441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579284000000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759348888977,
    "expiration_time": 1765821340800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "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)