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Trade: ETC/USDT/15/VWMA/RMA/5270

Strategy
ETC/USDT/15/VWMA/RMA/5270
Pair
ETC_USDT
Interval
15m
Score
341448
Daily Profit
0.285761
Profit Factor
1.346080
Profitability
62.962963
Streak
4.514734
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 07:51
Expiration Time
2025-12-16 06:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74417.8323 27498.5497 46919.2826 74711.0519 35941.0704 38769.9815
Total P&L (%) 74.4178 27.4986 46.9193 74.7111 35.9411 38.77
Avg Daily Profit (%) 0.2858 0.1056 0.1802 0.2145 0.118 0.1259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30584 -29237 -30760 -64257 -36607 -65432
Profit Factor 1.3461 1.2232 1.5109 1.2189 1.2021 1.2371
Total Trades 189 95 94 189 95 94
Winning Trades 119 57 62 119 57 62
Losing Trades 70 38 32 70 38 32
Profitability (%) 62.963 60 65.9574 62.963 60 65.9574
Ratio Avg Win / Avg Loss 0.7918 0.8155 0.7798 0.717 0.8014 0.6385
Largest Winning Trade 8797 8797 5744 14413 14413 9914
Largest Losing Trade -24615 -20949 -24615 -52537 -22359 -52537
Avg Bars in Trades 129 138 120 129 138 120
Avg Bars in Winners 92 85 99 92 85 99
Avg Bars in Losers 192 218 162 192 218 162
Bars Traded 24553 13200 11353 24553 13200 11353
Profit Streak 4.5147 4.9314 4.5147 4.5147 4.9314 4.5147
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341448 -56680 232509 291533 -39548 -28337
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736881200000,
    "first_datapoint_time": 1736955900000,
    "last_datapoint_time": 1759380300000,
    "evaluation_time": 1759380673063,
    "expiration_time": 1765860300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 84,
            "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": [
        [
            74417.8323154136,
            27498.5496893237,
            46919.2826260899,
            74711.0519218594,
            35941.0704257786,
            38769.9814960807
        ],
        [
            74.417832,
            27.49855,
            46.919283,
            74.711052,
            35.94107,
            38.769981
        ],
        [
            0.285761,
            0.105593,
            0.180168,
            0.214485,
            0.117976,
            0.125894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30584,
            -29237,
            -30760,
            -64257,
            -36607,
            -65432
        ],
        [
            1.34608,
            1.22322,
            1.510878,
            1.218882,
            1.202104,
            1.237132
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            62.962963,
            60,
            65.957447,
            62.962963,
            60,
            65.957447
        ],
        [
            0.791812,
            0.81548,
            0.779808,
            0.716989,
            0.801402,
            0.63852
        ],
        [
            8797,
            8797,
            5744,
            14413,
            14413,
            9914
        ],
        [
            -24615,
            -20949,
            -24615,
            -52537,
            -22359,
            -52537
        ],
        [
            129,
            138,
            120,
            129,
            138,
            120
        ],
        [
            92,
            85,
            99,
            92,
            85,
            99
        ],
        [
            192,
            218,
            162,
            192,
            218,
            162
        ],
        [
            24553,
            13200,
            11353,
            24553,
            13200,
            11353
        ],
        [
            4.514734,
            4.931401,
            4.514734,
            4.514734,
            4.931401,
            4.514735
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341448,
            -56680,
            232509,
            291533,
            -39548,
            -28337
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736881200000,
    "first_datapoint_time": 1736955900000,
    "last_datapoint_time": 1759380300000,
    "evaluation_time": 1759380673063,
    "expiration_time": 1765860300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 84,
            "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)