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Trade: STX/USDT/240/VWAP/HLC3/3392

Strategy
STX/USDT/240/VWAP/HLC3/3392
Pair
STX_USDT
Interval
4h
Score
373659
Daily Profit
0.162943
Profit Factor
1.526110
Profitability
50.000000
Streak
16.785788
Best Strategy
Training Data Length
2161.330000
Evaluation Time
2025-09-27 21:51
Expiration Time
2025-11-28 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1041734.5013 104630.4261 -1146364.9274 -99523.8398 3274629.5939 -3374153.4337
Total P&L (%) -1041.7345 104.6304 -1146.3649 -99.5238 3274.6296 -3374.1534
Avg Daily Profit (%) -0.482 0.0484 -0.5304 -0.2471 0.1629 0
Buy And Hold Return (%) 494.2744 494.2744 494.2744 494.2744 494.2744 494.2744
Max Trade Drawdown -1313364 -143928 -1298765 -7635536 -3769254 -6234200
Profit Factor 0.4771 1.2659 0.2829 0.9944 1.5261 0.7053
Total Trades 237 118 119 237 118 119
Winning Trades 153 80 73 121 59 62
Losing Trades 84 38 46 116 59 57
Profitability (%) 64.557 67.7966 61.3445 51.0549 50 52.1008
Ratio Avg Win / Avg Loss 0.2619 0.6013 0.1783 0.9533 1.5261 0.6484
Largest Winning Trade 44968 42527 44968 3997511 3997511 3822081
Largest Losing Trade -924140 -66826 -924140 -2798377 -766601 -2798377
Avg Bars in Trades 52 50 54 52 50 54
Avg Bars in Winners 23 18 28 48 49 46
Avg Bars in Losers 105 116 96 56 50 63
Bars Traded 12428 5926 6502 12428 5926 6502
Profit Streak 16.7858 16.7858 40.2858 16.7858 16.7858 40.2858
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576170 -293189 -578557 -577921 373659 -579756
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12968,
    "evaluation_days": 2161.33,
    "actual_first_datapoint_time": 1571976000000,
    "first_datapoint_time": 1575331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999092051,
    "expiration_time": 1764317376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 233
        }
    }
}
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": [
        [
            -1041734.5013211421,
            104630.4260976472,
            -1146364.927418788,
            -99523.8397962168,
            3274629.5938686854,
            -3374153.433664903
        ],
        [
            -1041.734501,
            104.630426,
            -1146.364927,
            -99.52384,
            3274.629594,
            -3374.153434
        ],
        [
            -0.481988,
            0.04841,
            -0.530398,
            -0.247096,
            0.162943,
            0
        ],
        [
            494.274432,
            494.274432,
            494.274432,
            494.274432,
            494.274432,
            494.274432
        ],
        [
            -1313364,
            -143928,
            -1298765,
            -7635536,
            -3769254,
            -6234200
        ],
        [
            0.477083,
            1.265936,
            0.282947,
            0.994368,
            1.52611,
            0.705265
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            153,
            80,
            73,
            121,
            59,
            62
        ],
        [
            84,
            38,
            46,
            116,
            59,
            57
        ],
        [
            64.556962,
            67.79661,
            61.344538,
            51.054852,
            50,
            52.10084
        ],
        [
            0.261928,
            0.60132,
            0.178295,
            0.953279,
            1.52611,
            0.648389
        ],
        [
            44968,
            42527,
            44968,
            3997511,
            3997511,
            3822081
        ],
        [
            -924140,
            -66826,
            -924140,
            -2798377,
            -766601,
            -2798377
        ],
        [
            52,
            50,
            54,
            52,
            50,
            54
        ],
        [
            23,
            18,
            28,
            48,
            49,
            46
        ],
        [
            105,
            116,
            96,
            56,
            50,
            63
        ],
        [
            12428,
            5926,
            6502,
            12428,
            5926,
            6502
        ],
        [
            16.785788,
            16.785788,
            40.285788,
            16.785788,
            16.785788,
            40.285788
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576170,
            -293189,
            -578557,
            -577921,
            373659,
            -579756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12968,
    "evaluation_days": 2161.33,
    "actual_first_datapoint_time": 1571976000000,
    "first_datapoint_time": 1575331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999092051,
    "expiration_time": 1764317376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 233
        }
    }
}

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)