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Trade: VET/USDT/5/T3/SMA/4302

Strategy
VET/USDT/5/T3/SMA/4302
Pair
VET_USDT
Interval
5m
Score
345367
Daily Profit
0.385549
Profit Factor
1.842429
Profitability
58.536585
Streak
5.085486
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 15:33
Expiration Time
2025-12-25 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 35210.6095 1741.0593 33469.5502 35503.6733 -975.0881 36478.7614
Total P&L (%) 35.2106 1.7411 33.4696 35.5037 -0.9751 36.4788
Avg Daily Profit (%) 0.4056 0.0201 0.3855 0.3506 -0.0113 0.3589
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17442 -15572 -10121 -20290 -17989 -11378
Profit Factor 1.4094 1.0376 1.8424 1.3656 0.9814 1.8168
Total Trades 81 40 41 81 40 41
Winning Trades 43 19 24 43 19 24
Losing Trades 38 21 17 38 21 17
Profitability (%) 53.0864 47.5 58.5366 53.0864 47.5 58.5366
Ratio Avg Win / Avg Loss 1.2455 1.1469 1.3051 1.2068 1.0847 1.2869
Largest Winning Trade 17495 8556 17495 20176 8299 20176
Largest Losing Trade -8005 -5258 -8005 -9162 -6308 -9162
Avg Bars in Trades 305 307 302 305 307 302
Avg Bars in Winners 339 339 338 339 339 338
Avg Bars in Losers 266 277 251 266 277 251
Bars Traded 24705 12295 12410 24705 12295 12410
Profit Streak 0.7626 0 5.0855 0.7626 0 5.0855
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -13534 -513868 345367 -14247 -582002 345011
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752686100000,
    "first_datapoint_time": 1752743100000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760185986028,
    "expiration_time": 1766665800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 191,
            "offset": 0,
            "a": 0.89118
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 177,
            "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": [
        [
            35210.609480004,
            1741.0592795363,
            33469.5502004677,
            35503.6733137521,
            -975.0880622259,
            36478.761375978
        ],
        [
            35.210609,
            1.741059,
            33.46955,
            35.503673,
            -0.975088,
            36.478761
        ],
        [
            0.405605,
            0.020056,
            0.385549,
            0.350606,
            -0.011287,
            0.358895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17442,
            -15572,
            -10121,
            -20290,
            -17989,
            -11378
        ],
        [
            1.409433,
            1.037629,
            1.842429,
            1.365553,
            0.981413,
            1.816756
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            53.08642,
            47.5,
            58.536585,
            53.08642,
            47.5,
            58.536585
        ],
        [
            1.245545,
            1.146853,
            1.305054,
            1.206768,
            1.084719,
            1.286869
        ],
        [
            17495,
            8556,
            17495,
            20176,
            8299,
            20176
        ],
        [
            -8005,
            -5258,
            -8005,
            -9162,
            -6308,
            -9162
        ],
        [
            305,
            307,
            302,
            305,
            307,
            302
        ],
        [
            339,
            339,
            338,
            339,
            339,
            338
        ],
        [
            266,
            277,
            251,
            266,
            277,
            251
        ],
        [
            24705,
            12295,
            12410,
            24705,
            12295,
            12410
        ],
        [
            0.76257,
            0,
            5.085486,
            0.76257,
            0,
            5.085486
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -13534,
            -513868,
            345367,
            -14247,
            -582002,
            345011
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752686100000,
    "first_datapoint_time": 1752743100000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760185986028,
    "expiration_time": 1766665800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 191,
            "offset": 0,
            "a": 0.89118
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 177,
            "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)