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Trade: MATIC/USDT/480/VWAP/JMA/3603

Strategy
MATIC/USDT/480/VWAP/JMA/3603
Pair
MATIC_USDT
Interval
8h
Score
334105
Daily Profit
0.229924
Profit Factor
1.477230
Profitability
76.923077
Streak
638.538492
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-10-02 23:55
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1650448.8154 132572.5641 -1783021.3795 1685391.8696 -7311467.8235 8996859.6931
Total P&L (%) -1650.4488 132.5726 -1783.0214 1685.3919 -7311.4678 8996.8597
Avg Daily Profit (%) -0.8404 0.0675 -0.9079 0.1469 0 0.2299
Buy And Hold Return (%) 3393.5543 3393.5543 3393.5543 3393.5543 3393.5543 3393.5543
Max Trade Drawdown -1860078 -108574 -1886466 -25380285 -20213301 -7679691
Profit Factor 0.245 1.7354 0.111 1.039 0.6994 1.4772
Total Trades 77 38 39 77 38 39
Winning Trades 57 27 30 55 25 30
Losing Trades 20 11 9 22 13 9
Profitability (%) 74.026 71.0526 76.9231 71.4286 65.7895 76.9231
Ratio Avg Win / Avg Loss 0.086 0.707 0.0333 0.4156 0.3637 0.4432
Largest Winning Trade 38949 38949 30982 18411561 6472548 18411561
Largest Losing Trade -1639112 -62666 -1639112 -12398003 -12398003 -7439985
Avg Bars in Trades 70 70 70 70 70 70
Avg Bars in Winners 33 34 31 37 37 37
Avg Bars in Losers 177 158 200 153 134 181
Bars Traded 5441 2679 2762 5441 2679 2762
Profit Streak 406.8718 0 638.5385 406.8718 0 638.5385
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -623077 -265328 -575869 -384247 -578718 334105
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5892,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556265600000,
    "first_datapoint_time": 1564732800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759438525675,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "offset": 111
        }
    }
}
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": [
        [
            -1650448.8154424508,
            132572.564064884,
            -1783021.3795073344,
            1685391.8695978306,
            -7311467.823477839,
            8996859.693075668
        ],
        [
            -1650.448815,
            132.572564,
            -1783.02138,
            1685.39187,
            -7311.467823,
            8996.859693
        ],
        [
            -0.840351,
            0.067501,
            -0.907852,
            0.14686,
            0,
            0.229924
        ],
        [
            3393.554328,
            3393.554328,
            3393.554328,
            3393.554328,
            3393.554328,
            3393.554328
        ],
        [
            -1860078,
            -108574,
            -1886466,
            -25380285,
            -20213301,
            -7679691
        ],
        [
            0.244962,
            1.735395,
            0.110997,
            1.039034,
            0.699432,
            1.47723
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            57,
            27,
            30,
            55,
            25,
            30
        ],
        [
            20,
            11,
            9,
            22,
            13,
            9
        ],
        [
            74.025974,
            71.052632,
            76.923077,
            71.428571,
            65.789474,
            76.923077
        ],
        [
            0.085952,
            0.707013,
            0.033299,
            0.415614,
            0.363705,
            0.443169
        ],
        [
            38949,
            38949,
            30982,
            18411561,
            6472548,
            18411561
        ],
        [
            -1639112,
            -62666,
            -1639112,
            -12398003,
            -12398003,
            -7439985
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            33,
            34,
            31,
            37,
            37,
            37
        ],
        [
            177,
            158,
            200,
            153,
            134,
            181
        ],
        [
            5441,
            2679,
            2762,
            5441,
            2679,
            2762
        ],
        [
            406.871825,
            0,
            638.538492,
            406.871825,
            0,
            638.538492
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -623077,
            -265328,
            -575869,
            -384247,
            -578718,
            334105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5892,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556265600000,
    "first_datapoint_time": 1564732800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759438525675,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "offset": 111
        }
    }
}

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)