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Trade: MATIC/USDT/360/VWAP/MIDPRICE/3719

Strategy
MATIC/USDT/360/VWAP/MIDPRICE/3719
Pair
MATIC_USDT
Interval
6h
Score
310064
Daily Profit
0.231335
Profit Factor
1.319375
Profitability
69.166667
Streak
0.000000
Best Strategy
Training Data Length
1963.500000
Evaluation Time
2025-09-29 07:44
Expiration Time
2024-11-07 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1126060.4254 148496.6031 -1274557.0284 483165.9821 -8758012.443 9241178.4251
Total P&L (%) -1126.0604 148.4966 -1274.557 483.166 -8758.0124 9241.1784
Avg Daily Profit (%) -0.5735 0.0756 -0.6491 0.0898 0 0.2313
Buy And Hold Return (%) 1575.0552 1575.0552 1575.0552 1575.0552 1575.0552 1575.0552
Max Trade Drawdown -1318969 -135153 -1404069 -21980394 -13779031 -9257324
Profit Factor 0.4852 1.3634 0.2835 1.0084 0.6949 1.3194
Total Trades 240 120 120 240 120 120
Winning Trades 178 89 89 164 81 83
Losing Trades 62 31 31 76 39 37
Profitability (%) 74.1667 74.1667 74.1667 68.3333 67.5 69.1667
Ratio Avg Win / Avg Loss 0.169 0.4749 0.0987 0.4673 0.3346 0.5882
Largest Winning Trade 26203 26203 18365 17087205 3370527 17087205
Largest Losing Trade -1035960 -58077 -1035960 -10220264 -10220264 -6570821
Avg Bars in Trades 32 36 27 32 36 27
Avg Bars in Winners 13 15 11 14 15 13
Avg Bars in Losers 85 96 73 69 78 60
Bars Traded 7680 4374 3306 7680 4374 3306
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 -576389 -255765 -577325 -448133 -578744 310064
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1558526400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759121096729,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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": [
        [
            -1126060.425365137,
            148496.6030766567,
            -1274557.028441794,
            483165.9820597407,
            -8758012.442998705,
            9241178.425058438
        ],
        [
            -1126.060425,
            148.496603,
            -1274.557028,
            483.165982,
            -8758.012443,
            9241.178425
        ],
        [
            -0.573497,
            0.075629,
            -0.649125,
            0.089844,
            0,
            0.231335
        ],
        [
            1575.055188,
            1575.055188,
            1575.055188,
            1575.055188,
            1575.055188,
            1575.055188
        ],
        [
            -1318969,
            -135153,
            -1404069,
            -21980394,
            -13779031,
            -9257324
        ],
        [
            0.485228,
            1.363372,
            0.283486,
            1.008382,
            0.694912,
            1.319375
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            178,
            89,
            89,
            164,
            81,
            83
        ],
        [
            62,
            31,
            31,
            76,
            39,
            37
        ],
        [
            74.166667,
            74.166667,
            74.166667,
            68.333333,
            67.5,
            69.166667
        ],
        [
            0.169012,
            0.474882,
            0.098742,
            0.467299,
            0.334587,
            0.588155
        ],
        [
            26203,
            26203,
            18365,
            17087205,
            3370527,
            17087205
        ],
        [
            -1035960,
            -58077,
            -1035960,
            -10220264,
            -10220264,
            -6570821
        ],
        [
            32,
            36,
            27,
            32,
            36,
            27
        ],
        [
            13,
            15,
            11,
            14,
            15,
            13
        ],
        [
            85,
            96,
            73,
            69,
            78,
            60
        ],
        [
            7680,
            4374,
            3306,
            7680,
            4374,
            3306
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576389,
            -255765,
            -577325,
            -448133,
            -578744,
            310064
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1558526400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759121096729,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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)