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

Trade: STX/USDT/720/VWAP/ALMA/4042

Strategy
STX/USDT/720/VWAP/ALMA/4042
Pair
STX_USDT
Interval
12h
Score
487339
Daily Profit
0.163141
Profit Factor
2.460003
Profitability
58.823529
Streak
0.000000
Best Strategy
Training Data Length
2162.000000
Evaluation Time
2025-09-25 13:15
Expiration Time
2025-11-28 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -254997.8697 181555.6168 -436553.4865 -167908.7585 3292814.3416 -3460723.1001
Total P&L (%) -254.9979 181.5556 -436.5535 -167.9088 3292.8143 -3460.7231
Avg Daily Profit (%) -0.1179 0.084 -0.2019 0 0.1631 0
Buy And Hold Return (%) 273.913 273.913 273.913 273.913 273.913 273.913
Max Trade Drawdown -668969 -83808 -649145 -8641001 -2207649 -6433351
Profit Factor 0.688 2.1774 0.3416 0.981 2.46 0.4736
Total Trades 68 34 34 68 34 34
Winning Trades 55 27 28 37 20 17
Losing Trades 13 7 6 31 14 17
Profitability (%) 80.8824 79.4118 82.3529 54.4118 58.8235 50
Ratio Avg Win / Avg Loss 0.1626 0.5645 0.0732 0.8219 1.722 0.4736
Largest Winning Trade 49577 49577 31957 4214697 4214697 1611771
Largest Losing Trade -322686 -83808 -322686 -6433351 -2201053 -6433351
Avg Bars in Trades 58 60 55 58 60 55
Avg Bars in Winners 18 26 10 68 92 40
Avg Bars in Losers 227 194 266 46 16 71
Bars Traded 3973 2070 1903 3973 2070 1903
Profit Streak 0 92.4274 0 78.4274 0 79.9274
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -690303 -240054 -576677 -693148 487339 -580237

Evaluation Data

{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4324,
    "evaluation_days": 2162,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1582243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758795330338,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "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": [
        [
            -254997.8696895175,
            181555.616789743,
            -436553.4864792607,
            -167908.7584826626,
            3292814.3416034477,
            -3460723.10008611
        ],
        [
            -254.99787,
            181.555617,
            -436.553486,
            -167.908758,
            3292.814342,
            -3460.7231
        ],
        [
            -0.117945,
            0.083976,
            -0.201921,
            0,
            0.163141,
            0
        ],
        [
            273.913043,
            273.913043,
            273.913043,
            273.913043,
            273.913043,
            273.913043
        ],
        [
            -668969,
            -83808,
            -649145,
            -8641001,
            -2207649,
            -6433351
        ],
        [
            0.687985,
            2.177367,
            0.341605,
            0.980982,
            2.460003,
            0.473559
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            55,
            27,
            28,
            37,
            20,
            17
        ],
        [
            13,
            7,
            6,
            31,
            14,
            17
        ],
        [
            80.882353,
            79.411765,
            82.352941,
            54.411765,
            58.823529,
            50
        ],
        [
            0.162615,
            0.564502,
            0.073201,
            0.821904,
            1.722002,
            0.473559
        ],
        [
            49577,
            49577,
            31957,
            4214697,
            4214697,
            1611771
        ],
        [
            -322686,
            -83808,
            -322686,
            -6433351,
            -2201053,
            -6433351
        ],
        [
            58,
            60,
            55,
            58,
            60,
            55
        ],
        [
            18,
            26,
            10,
            68,
            92,
            40
        ],
        [
            227,
            194,
            266,
            46,
            16,
            71
        ],
        [
            3973,
            2070,
            1903,
            3973,
            2070,
            1903
        ],
        [
            0,
            92.427434,
            0,
            78.427434,
            0,
            79.927434
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -690303,
            -240054,
            -576677,
            -693148,
            487339,
            -580237
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4324,
    "evaluation_days": 2162,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1582243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758795330338,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "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)