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Trade: ATOM/USDT/360/VWAP/LINREG/9169

Strategy
ATOM/USDT/360/VWAP/LINREG/9169
Pair
ATOM_USDT
Interval
6h
Score
370779
Daily Profit
0.180494
Profit Factor
1.518762
Profitability
47.307692
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-10-06 07:31
Expiration Time
2025-12-15 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424522.3041 359016.8134 65505.4907 333627.524 235480.1548 98147.3692
Total P&L (%) 424.5223 359.0168 65.5055 333.6275 235.4802 98.1474
Avg Daily Profit (%) 0.1805 0.1526 0.0279 0.0624 0.0515 0.0291
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100584 -63344 -110414 -231206 -160481 -214962
Profit Factor 1.5188 1.8193 1.1723 1.17 1.2173 1.1117
Total Trades 260 130 130 260 130 130
Winning Trades 123 62 61 123 62 61
Losing Trades 137 68 69 137 68 69
Profitability (%) 47.3077 47.6923 46.9231 47.3077 47.6923 46.9231
Ratio Avg Win / Avg Loss 1.6916 1.9953 1.3261 1.3032 1.3351 1.2575
Largest Winning Trade 197145 197145 70581 219907 219907 146145
Largest Losing Trade -37666 -37666 -29631 -118626 -108951 -118626
Avg Bars in Trades 34 32 37 34 32 37
Avg Bars in Winners 50 45 55 50 45 55
Avg Bars in Losers 20 21 20 20 21 20
Bars Traded 9097 4270 4827 9097 4270 4827
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370779 344196 -188341 -142812 -125700 -253085
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9408,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1559973600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759725069933,
    "expiration_time": 1765805184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 161,
            "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": [
        [
            424522.3041114787,
            359016.8134282545,
            65505.4906832243,
            333627.523972875,
            235480.1547728319,
            98147.3692000432
        ],
        [
            424.522304,
            359.016813,
            65.505491,
            333.627524,
            235.480155,
            98.147369
        ],
        [
            0.180494,
            0.152643,
            0.027851,
            0.062393,
            0.051476,
            0.029079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100584,
            -63344,
            -110414,
            -231206,
            -160481,
            -214962
        ],
        [
            1.518762,
            1.819259,
            1.17233,
            1.170016,
            1.217282,
            1.111711
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            47.307692,
            47.692308,
            46.923077,
            47.307692,
            47.692308,
            46.923077
        ],
        [
            1.691629,
            1.995317,
            1.326078,
            1.303188,
            1.335083,
            1.257509
        ],
        [
            197145,
            197145,
            70581,
            219907,
            219907,
            146145
        ],
        [
            -37666,
            -37666,
            -29631,
            -118626,
            -108951,
            -118626
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            9097,
            4270,
            4827,
            9097,
            4270,
            4827
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370779,
            344196,
            -188341,
            -142812,
            -125700,
            -253085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9408,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1559973600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759725069933,
    "expiration_time": 1765805184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 161,
            "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)