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Trade: ALGO/USDT/360/VWAP/SSF/9991

Strategy
ALGO/USDT/360/VWAP/SSF/9991
Pair
ALGO_USDT
Interval
6h
Score
370426
Daily Profit
0.178557
Profit Factor
1.555275
Profitability
46.762590
Streak
39.696961
Best Strategy
Training Data Length
2292.250000
Evaluation Time
2025-09-30 07:43
Expiration Time
2025-12-07 20:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409298.0587 359211.6121 50086.4465 37797.1115 -22078.182 59875.2935
Total P&L (%) 409.2981 359.2116 50.0864 37.7971 -22.0782 59.8753
Avg Daily Profit (%) 0.1786 0.1567 0.0219 0.014 -0.0109 0.0205
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108437 -157076 -65926 -361761 -440638 -182844
Profit Factor 1.5553 1.8521 1.1587 1.0239 0.978 1.1034
Total Trades 139 70 69 139 70 69
Winning Trades 65 30 35 65 30 35
Losing Trades 74 40 34 74 40 34
Profitability (%) 46.7626 42.8571 50.7246 46.7626 42.8571 50.7246
Ratio Avg Win / Avg Loss 1.7706 2.4695 1.1256 1.1656 1.304 1.0718
Largest Winning Trade 186177 186177 53290 255371 255371 131854
Largest Losing Trade -44919 -44919 -44700 -139648 -139648 -115419
Avg Bars in Trades 63 57 69 63 57 69
Avg Bars in Winners 78 77 78 78 77 78
Avg Bars in Losers 50 42 59 50 42 59
Bars Traded 8837 4040 4797 8837 4040 4797
Profit Streak 39.697 39.697 77.947 39.697 39.697 77.947
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370426 -85922 -311952 -370737 -675799 -374053
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9169,
    "evaluation_days": 2292.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564488000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207417402,
    "expiration_time": 1765131912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 154
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 79,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            409298.0586543145,
            359211.6121349551,
            50086.4465193596,
            37797.1114521236,
            -22078.1820190997,
            59875.2934712233
        ],
        [
            409.298059,
            359.211612,
            50.086447,
            37.797111,
            -22.078182,
            59.875293
        ],
        [
            0.178557,
            0.156707,
            0.02185,
            0.013988,
            -0.010882,
            0.020472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108437,
            -157076,
            -65926,
            -361761,
            -440638,
            -182844
        ],
        [
            1.555275,
            1.852089,
            1.158731,
            1.023879,
            0.978,
            1.103352
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            46.76259,
            42.857143,
            50.724638,
            46.76259,
            42.857143,
            50.724638
        ],
        [
            1.770621,
            2.469452,
            1.125625,
            1.165646,
            1.304,
            1.071828
        ],
        [
            186177,
            186177,
            53290,
            255371,
            255371,
            131854
        ],
        [
            -44919,
            -44919,
            -44700,
            -139648,
            -139648,
            -115419
        ],
        [
            63,
            57,
            69,
            63,
            57,
            69
        ],
        [
            78,
            77,
            78,
            78,
            77,
            78
        ],
        [
            50,
            42,
            59,
            50,
            42,
            59
        ],
        [
            8837,
            4040,
            4797,
            8837,
            4040,
            4797
        ],
        [
            39.696961,
            39.696961,
            77.946961,
            39.696961,
            39.696961,
            77.946961
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370426,
            -85922,
            -311952,
            -370737,
            -675799,
            -374053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9169,
    "evaluation_days": 2292.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564488000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207417402,
    "expiration_time": 1765131912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 154
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 79,
            "offset": 0,
            "poles": 3
        }
    }
}

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)