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Trade: ALGO/USDT/360/VWMA/PWMA/8998

Strategy
ALGO/USDT/360/VWMA/PWMA/8998
Pair
ALGO_USDT
Interval
6h
Score
375279
Daily Profit
0.220786
Profit Factor
1.616115
Profitability
45.751634
Streak
0.000000
Best Strategy
Training Data Length
2297.750000
Evaluation Time
2025-10-05 20:23
Expiration Time
2025-12-13 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507311.6415 378967.463 128344.1784 453940.2945 402797.7516 51142.5429
Total P&L (%) 507.3116 378.9675 128.3442 453.9403 402.7978 51.1425
Avg Daily Profit (%) 0.2208 0.1649 0.0559 0.0745 0.0703 0.018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135306 -122842 -108788 -358891 -445300 -335913
Profit Factor 1.6161 1.8202 1.3552 1.2072 1.3521 1.0488
Total Trades 153 77 76 153 77 76
Winning Trades 70 31 39 70 31 39
Losing Trades 83 46 37 83 46 37
Profitability (%) 45.7516 40.2597 51.3158 45.7516 40.2597 51.3158
Ratio Avg Win / Avg Loss 1.9163 2.7009 1.2857 1.4314 2.0064 0.9951
Largest Winning Trade 143475 143475 61864 260880 260880 136450
Largest Losing Trade -45488 -34871 -45488 -285735 -155558 -285735
Avg Bars in Trades 57 46 69 57 46 69
Avg Bars in Winners 81 64 95 81 64 95
Avg Bars in Losers 37 33 41 37 33 41
Bars Traded 8828 3542 5286 8828 3542 5286
Profit Streak 0 0 54.9747 0 0 54.9747
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375279 -34971 -166215 -94765 -143289 -386869
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564380000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759685014459,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 24,
            "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": [
        [
            507311.6414762783,
            378967.4630295573,
            128344.1784467213,
            453940.2944553972,
            402797.7515859868,
            51142.5428694106
        ],
        [
            507.311641,
            378.967463,
            128.344178,
            453.940294,
            402.797752,
            51.142543
        ],
        [
            0.220786,
            0.16493,
            0.055856,
            0.074531,
            0.070312,
            0.017978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135306,
            -122842,
            -108788,
            -358891,
            -445300,
            -335913
        ],
        [
            1.616115,
            1.820197,
            1.35517,
            1.207173,
            1.352121,
            1.048838
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            45.751634,
            40.25974,
            51.315789,
            45.751634,
            40.25974,
            51.315789
        ],
        [
            1.91625,
            2.700937,
            1.285674,
            1.431363,
            2.006373,
            0.995051
        ],
        [
            143475,
            143475,
            61864,
            260880,
            260880,
            136450
        ],
        [
            -45488,
            -34871,
            -45488,
            -285735,
            -155558,
            -285735
        ],
        [
            57,
            46,
            69,
            57,
            46,
            69
        ],
        [
            81,
            64,
            95,
            81,
            64,
            95
        ],
        [
            37,
            33,
            41,
            37,
            33,
            41
        ],
        [
            8828,
            3542,
            5286,
            8828,
            3542,
            5286
        ],
        [
            0,
            0,
            54.974704,
            0,
            0,
            54.974704
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375279,
            -34971,
            -166215,
            -94765,
            -143289,
            -386869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564380000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759685014459,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 24,
            "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)