← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: MATIC/USDT/240/VWAP/DCM/2229

Strategy
MATIC/USDT/240/VWAP/DCM/2229
Pair
MATIC_USDT
Interval
4h
Score
315570
Daily Profit
0.203555
Profit Factor
1.513113
Profitability
68.421053
Streak
558.827408
Best Strategy
Training Data Length
1963.000000
Evaluation Time
2025-09-26 22:51
Expiration Time
2024-11-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1149006.0755 124068.0348 -1273074.1102 208730.2005 -5106037.0991 5314767.2996
Total P&L (%) -1149.0061 124.068 -1273.0741 208.7302 -5106.0371 5314.7673
Avg Daily Profit (%) -0.5853 0.0632 -0.6485 0.0574 0 0.2036
Buy And Hold Return (%) 1468.4167 1468.4167 1468.4167 1468.4167 1468.4167 1468.4167
Max Trade Drawdown -1326513 -139070 -1401846 -10182041 -8045136 -3709009
Profit Factor 0.4625 1.2968 0.2598 1.0082 0.6591 1.5131
Total Trades 228 114 114 228 114 114
Winning Trades 171 86 85 157 79 78
Losing Trades 57 28 29 71 35 36
Profitability (%) 75 75.4386 74.5614 68.8596 69.2982 68.4211
Ratio Avg Win / Avg Loss 0.1542 0.4222 0.0886 0.456 0.292 0.6984
Largest Winning Trade 34004 34004 16431 7432945 1524287 7432945
Largest Losing Trade -1012409 -64029 -1012409 -6641647 -6641647 -2595726
Avg Bars in Trades 50 58 42 50 58 42
Avg Bars in Winners 18 21 15 19 21 17
Avg Bars in Losers 147 171 124 118 140 97
Bars Traded 11517 6621 4896 11517 6621 4896
Profit Streak 401.9941 0 558.8274 401.9941 0 558.8274
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575758 -272591 -576165 -490899 -578527 315570

Evaluation Data

{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1558900800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758916288084,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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": [
        [
            -1149006.0754518544,
            124068.0347838935,
            -1273074.1102357476,
            208730.2004695949,
            -5106037.099114016,
            5314767.299583613
        ],
        [
            -1149.006075,
            124.068035,
            -1273.07411,
            208.7302,
            -5106.037099,
            5314.7673
        ],
        [
            -0.585332,
            0.063203,
            -0.648535,
            0.057444,
            0,
            0.203555
        ],
        [
            1468.416701,
            1468.416701,
            1468.416701,
            1468.416701,
            1468.416701,
            1468.416701
        ],
        [
            -1326513,
            -139070,
            -1401846,
            -10182041,
            -8045136,
            -3709009
        ],
        [
            0.462535,
            1.296805,
            0.25976,
            1.008239,
            0.659076,
            1.513113
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            171,
            86,
            85,
            157,
            79,
            78
        ],
        [
            57,
            28,
            29,
            71,
            35,
            36
        ],
        [
            75,
            75.438596,
            74.561404,
            68.859649,
            69.298246,
            68.421053
        ],
        [
            0.154178,
            0.422216,
            0.088624,
            0.455955,
            0.291996,
            0.69836
        ],
        [
            34004,
            34004,
            16431,
            7432945,
            1524287,
            7432945
        ],
        [
            -1012409,
            -64029,
            -1012409,
            -6641647,
            -6641647,
            -2595726
        ],
        [
            50,
            58,
            42,
            50,
            58,
            42
        ],
        [
            18,
            21,
            15,
            19,
            21,
            17
        ],
        [
            147,
            171,
            124,
            118,
            140,
            97
        ],
        [
            11517,
            6621,
            4896,
            11517,
            6621,
            4896
        ],
        [
            401.994075,
            0,
            558.827408,
            401.994075,
            0,
            558.827408
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575758,
            -272591,
            -576165,
            -490899,
            -578527,
            315570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1558900800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758916288084,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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)